GS vs. IBKR
GS (The Goldman Sachs Group, Inc.) and IBKR (Interactive Brokers Group, Inc.) are both stocks. Both operate in the Capital Markets industry within the Financial Services sector. Over the past 10 years, GS returned 23.96%/yr vs 25.35%/yr for IBKR. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
GS vs. IBKR - Performance Comparison
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Returns By Period
In the year-to-date period, GS achieves a 20.04% return, which is significantly lower than IBKR's 36.11% return. Over the past 10 years, GS has underperformed IBKR with an annualized return of 23.96%, while IBKR has yielded a comparatively higher 25.35% annualized return.
GS
- 1D
- 0.61%
- 1M
- 12.08%
- YTD
- 20.04%
- 6M
- 21.74%
- 1Y
- 73.62%
- 3Y*
- 49.42%
- 5Y*
- 25.24%
- 10Y*
- 23.96%
IBKR
- 1D
- 3.50%
- 1M
- 3.57%
- YTD
- 36.11%
- 6M
- 33.01%
- 1Y
- 65.70%
- 3Y*
- 64.47%
- 5Y*
- 40.65%
- 10Y*
- 25.35%
GS vs. IBKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 20.04% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
IBKR Interactive Brokers Group, Inc. | 36.11% | 46.37% | 114.43% | 15.14% | -8.35% | 31.12% | 31.71% | -14.01% | -7.13% | 63.75% |
Correlation
The correlation between GS and IBKR is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since May 7, 2007 | 0.52 |
The correlation between GS and IBKR shifts across timeframes, from 0.47 (3 years) to 0.57 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
GS:
$321.86B
IBKR:
$39.17B
GS:
$57.41
IBKR:
$3.76
GS:
18.20
IBKR:
23.26
GS:
2.36
IBKR:
0.80
GS:
2.97
IBKR:
4.49
GS:
2.62
IBKR:
1.84
GS:
$110.77B
IBKR:
$8.69B
GS:
$61.53B
IBKR:
$7.75B
GS:
$24.94B
IBKR:
$7.07B
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Return for Risk
GS vs. IBKR — Risk / Return Rank
GS
IBKR
GS vs. IBKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Goldman Sachs Group, Inc. (GS) and Interactive Brokers Group, Inc. (IBKR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| GS | IBKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.29 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 3.53 | +0.28 |
| Martin ratioReturn relative to average drawdown | 12.74 | 8.98 | +3.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GS | IBKR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.64 | 1.76 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 1.19 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.76 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.44 | -0.11 |
Drawdowns
GS vs. IBKR - Drawdown Comparison
The maximum GS drawdown since its inception was -78.84%, which is greater than IBKR's maximum drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for GS and IBKR.
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Drawdown Indicators
| GS | IBKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.84% | -63.66% | -15.18% |
Max Drawdown (1Y)Largest decline over 1 year | -19.42% | -18.70% | -0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -30.90% | -38.66% | +7.76% |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | -38.66% | +5.82% |
Max Drawdown (10Y)Largest decline over 10 years | -48.75% | -55.09% | +6.34% |
Current DrawdownCurrent decline from peak | -4.36% | -1.54% | -2.82% |
Average DrawdownAverage peak-to-trough decline | -22.62% | -24.73% | +2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.80% | 7.36% | -1.56% |
Volatility
GS vs. IBKR - Volatility Comparison
The Goldman Sachs Group, Inc. (GS) and Interactive Brokers Group, Inc. (IBKR) have volatilities of 10.56% and 10.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GS | IBKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.56% | 10.34% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 23.02% | 27.65% | -4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.14% | 37.63% | -9.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.03% | 34.47% | -6.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.84% | 33.37% | -3.53% |
Dividends
GS vs. IBKR - Dividend Comparison
GS's dividend yield for the trailing twelve months is around 1.63%, more than IBKR's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 1.63% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
IBKR Interactive Brokers Group, Inc. | 0.37% | 0.47% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% |
Financials
GS vs. IBKR - Financials Comparison
This section allows you to compare key financial metrics between The Goldman Sachs Group, Inc. and Interactive Brokers Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
GS and IBKR have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GS has higher volatility (10.56%) compared to IBKR (10.34%). In terms of maximum drawdown, GS dropped -78.84% vs IBKR's -63.66%.
GS currently has the higher Sharpe Ratio (2.64 vs 1.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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