GS vs. LGGNY
GS (The Goldman Sachs Group, Inc.) and LGGNY (Legal & General Group Plc) are both stocks. Both are in the Financial Services sector — GS in Capital Markets, LGGNY in Asset Management. Over the past 10 years, GS returned 23.96%/yr vs 9.83%/yr for LGGNY. At a 0.35 correlation, their price movements are largely independent.
Performance
GS vs. LGGNY - Performance Comparison
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Returns By Period
In the year-to-date period, GS achieves a 20.04% return, which is significantly higher than LGGNY's 9.52% return. Over the past 10 years, GS has outperformed LGGNY with an annualized return of 23.96%, while LGGNY has yielded a comparatively lower 9.83% 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%
LGGNY
- 1D
- 0.05%
- 1M
- 5.74%
- YTD
- 9.52%
- 6M
- 16.64%
- 1Y
- 14.91%
- 3Y*
- 15.30%
- 5Y*
- 6.67%
- 10Y*
- 9.83%
GS vs. LGGNY - 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% |
LGGNY Legal & General Group Plc | 9.52% | 32.85% | -3.49% | 17.36% | -21.83% | 18.83% | -1.17% | 45.45% | -16.11% | 35.63% |
Correlation
The correlation between GS and LGGNY is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.35 |
Fundamentals
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Return for Risk
GS vs. LGGNY — Risk / Return Rank
GS
LGGNY
GS vs. LGGNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Goldman Sachs Group, Inc. (GS) and Legal & General Group Plc (LGGNY). 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 | LGGNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.95 | ||
| Sortino ratioReturn per unit of downside risk | +2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.13 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 0.90 | +2.91 |
| Martin ratioReturn relative to average drawdown | 12.74 | 2.43 | +10.31 |
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 | LGGNY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.64 | 0.69 | +1.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.25 | +0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.29 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.16 | +0.17 |
Drawdowns
GS vs. LGGNY - Drawdown Comparison
The maximum GS drawdown since its inception was -78.84%, smaller than the maximum LGGNY drawdown of -89.75%. Use the drawdown chart below to compare losses from any high point for GS and LGGNY.
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Drawdown Indicators
| GS | LGGNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.84% | -89.75% | +10.91% |
Max Drawdown (1Y)Largest decline over 1 year | -19.42% | -16.70% | -2.72% |
Max Drawdown (3Y)Largest decline over 3 years | -30.90% | -18.03% | -12.87% |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | -43.39% | +10.55% |
Max Drawdown (10Y)Largest decline over 10 years | -48.75% | -62.54% | +13.79% |
Current DrawdownCurrent decline from peak | -4.36% | -1.35% | -3.01% |
Average DrawdownAverage peak-to-trough decline | -22.62% | -20.42% | -2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.80% | 6.15% | -0.35% |
Volatility
GS vs. LGGNY - Volatility Comparison
The Goldman Sachs Group, Inc. (GS) has a higher volatility of 10.56% compared to Legal & General Group Plc (LGGNY) at 6.45%. This indicates that GS's price experiences larger fluctuations and is considered to be riskier than LGGNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GS | LGGNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.56% | 6.45% | +4.11% |
Volatility (6M)Calculated over the trailing 6-month period | 23.02% | 17.12% | +5.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.14% | 21.89% | +6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.03% | 26.92% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.84% | 34.67% | -4.83% |
Dividends
GS vs. LGGNY - Dividend Comparison
GS's dividend yield for the trailing twelve months is around 1.63%, less than LGGNY's 7.91% 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% |
LGGNY Legal & General Group Plc | 7.91% | 7.92% | 9.06% | 7.34% | 7.62% | 5.68% | 5.86% | 4.97% | 6.77% | 8.42% | 12.35% | 4.47% |
Financials
GS vs. LGGNY - Financials Comparison
This section allows you to compare key financial metrics between The Goldman Sachs Group, Inc. and Legal & General Group Plc. 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 LGGNY have a correlation of 0.38, 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 LGGNY (6.45%). In terms of maximum drawdown, GS dropped -78.84% vs LGGNY's -89.75%.
GS currently has the higher Sharpe Ratio (2.64 vs 0.69), 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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