GS vs. IXC
GS (The Goldman Sachs Group, Inc.) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. Over the past 10 years, GS returned 24.48%/yr vs 10.05%/yr for IXC. At a 0.45 correlation, their price movements are largely independent.
Performance
GS vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, GS achieves a 22.08% return, which is significantly lower than IXC's 29.17% return. Over the past 10 years, GS has outperformed IXC with an annualized return of 24.48%, while IXC has yielded a comparatively lower 10.05% annualized return.
GS
- 1D
- 2.62%
- 1M
- 12.54%
- YTD
- 22.08%
- 6M
- 20.84%
- 1Y
- 76.70%
- 3Y*
- 49.31%
- 5Y*
- 25.98%
- 10Y*
- 24.48%
IXC
- 1D
- 0.28%
- 1M
- -3.42%
- YTD
- 29.17%
- 6M
- 28.84%
- 1Y
- 36.66%
- 3Y*
- 17.43%
- 5Y*
- 19.14%
- 10Y*
- 10.05%
GS vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 22.08% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
IXC iShares Global Energy ETF | 29.17% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
Correlation
The correlation between GS and IXC is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2001 | 0.45 |
The correlation between GS and IXC shifts across timeframes, from -0.07 (1 year) to 0.46 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
GS vs. IXC — Risk / Return Rank
GS
IXC
GS vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Goldman Sachs Group, Inc. (GS) and iShares Global Energy ETF (IXC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GS | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 4.05 | -0.25 |
| Martin ratioReturn relative to average drawdown | 12.61 | 11.55 | +1.06 |
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Drawdowns
GS vs. IXC - Drawdown Comparison
The maximum GS drawdown since its inception was -78.84%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for GS and IXC.
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Drawdown Indicators
| GS | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.84% | -67.88% | -10.96% |
Max Drawdown (1Y)Largest decline over 1 year | -19.42% | -9.66% | -9.76% |
Max Drawdown (3Y)Largest decline over 3 years | -30.90% | -19.06% | -11.84% |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | -24.93% | -7.91% |
Max Drawdown (10Y)Largest decline over 10 years | -48.75% | -64.16% | +15.41% |
Current DrawdownCurrent decline from peak | -2.73% | -7.04% | +4.31% |
Average DrawdownAverage peak-to-trough decline | -22.65% | -17.47% | -5.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | 3.38% | +2.46% |
Volatility
GS vs. IXC - Volatility Comparison
The Goldman Sachs Group, Inc. (GS) has a higher volatility of 11.84% compared to iShares Global Energy ETF (IXC) at 6.44%. This indicates that GS's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GS | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.84% | 6.44% | +5.40% |
Volatility (6M)Calculated over the trailing 6-month period | 23.47% | 15.63% | +7.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.55% | 18.79% | +9.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.10% | 23.53% | +4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.87% | 26.84% | +3.03% |
Dividends
GS vs. IXC - Dividend Comparison
GS's dividend yield for the trailing twelve months is around 1.60%, less than IXC's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 1.60% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
IXC iShares Global Energy ETF | 2.85% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
Frequently Asked Questions
GS and IXC have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GS has higher volatility (11.84%) compared to IXC (6.44%). In terms of maximum drawdown, GS dropped -78.84% vs IXC's -67.88%.
GS currently has the higher Sharpe Ratio (2.59 vs 2.08), 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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