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GS vs. MNST
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

GS vs. MNST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Goldman Sachs Group, Inc. (GS) and Monster Beverage Corporation (MNST). The values are adjusted to include any dividend payments, if applicable.

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GS vs. MNST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GS
The Goldman Sachs Group, Inc.
-3.25%56.64%52.03%15.91%-7.87%47.61%17.45%40.48%-33.53%7.73%
MNST
Monster Beverage Corporation
-5.49%45.87%-8.77%13.48%5.72%3.85%45.52%29.11%-22.23%42.74%

Fundamentals

Market Cap

GS:

$268.69B

MNST:

$71.50B

EPS

GS:

$54.19

MNST:

$1.93

PE Ratio

GS:

15.61

MNST:

37.47

PEG Ratio

GS:

2.02

MNST:

7.94

PS Ratio

GS:

2.14

MNST:

8.61

PB Ratio

GS:

2.15

MNST:

8.66

Total Revenue (TTM)

GS:

$125.10B

MNST:

$8.29B

Gross Profit (TTM)

GS:

$57.17B

MNST:

$4.63B

EBITDA (TTM)

GS:

$21.81B

MNST:

$2.51B

Returns By Period

In the year-to-date period, GS achieves a -3.25% return, which is significantly higher than MNST's -5.49% return. Over the past 10 years, GS has outperformed MNST with an annualized return of 20.59%, while MNST has yielded a comparatively lower 12.42% annualized return.


GS

1D
4.75%
1M
-1.06%
YTD
-3.25%
6M
7.32%
1Y
58.07%
3Y*
40.67%
5Y*
23.83%
10Y*
20.59%

MNST

1D
1.60%
1M
-15.05%
YTD
-5.49%
6M
7.65%
1Y
23.82%
3Y*
10.29%
5Y*
9.67%
10Y*
12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GS vs. MNST — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GS
GS Risk / Return Rank: 8787
Overall Rank
GS Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GS Sortino Ratio Rank: 8585
Sortino Ratio Rank
GS Omega Ratio Rank: 8686
Omega Ratio Rank
GS Calmar Ratio Rank: 8686
Calmar Ratio Rank
GS Martin Ratio Rank: 8989
Martin Ratio Rank

MNST
MNST Risk / Return Rank: 7373
Overall Rank
MNST Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MNST Sortino Ratio Rank: 6969
Sortino Ratio Rank
MNST Omega Ratio Rank: 6969
Omega Ratio Rank
MNST Calmar Ratio Rank: 7171
Calmar Ratio Rank
MNST Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GS vs. MNST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Goldman Sachs Group, Inc. (GS) and Monster Beverage Corporation (MNST). 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.


GSMNSTDifference

Sharpe ratio

Return per unit of total volatility

1.82

1.04

+0.78

Sortino ratio

Return per unit of downside risk

2.35

1.53

+0.82

Omega ratio

Gain probability vs. loss probability

1.33

1.20

+0.13

Calmar ratio

Return relative to maximum drawdown

3.04

1.43

+1.61

Martin ratio

Return relative to average drawdown

9.70

5.21

+4.49

GS vs. MNST - Sharpe Ratio Comparison

The current GS Sharpe Ratio is 1.82, which is higher than the MNST Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of GS and MNST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GSMNSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.04

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.41

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.48

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.59

-0.28

Correlation

The correlation between GS and MNST is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GS vs. MNST - Dividend Comparison

GS's dividend yield for the trailing twelve months is around 1.83%, while MNST has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
GS
The Goldman Sachs Group, Inc.
1.83%1.59%2.01%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%
MNST
Monster Beverage Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GS vs. MNST - Drawdown Comparison

The maximum GS drawdown since its inception was -78.84%, which is greater than MNST's maximum drawdown of -69.17%. Use the drawdown chart below to compare losses from any high point for GS and MNST.


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Drawdown Indicators


GSMNSTDifference

Max Drawdown

Largest peak-to-trough decline

-78.84%

-69.17%

-9.67%

Max Drawdown (1Y)

Largest decline over 1 year

-19.42%

-17.70%

-1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-32.84%

-26.62%

-6.22%

Max Drawdown (10Y)

Largest decline over 10 years

-48.75%

-30.42%

-18.33%

Current Drawdown

Current decline from peak

-12.85%

-16.39%

+3.54%

Average Drawdown

Average peak-to-trough decline

-22.75%

-20.76%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.08%

4.84%

+1.24%

Volatility

GS vs. MNST - Volatility Comparison

The Goldman Sachs Group, Inc. (GS) has a higher volatility of 9.44% compared to Monster Beverage Corporation (MNST) at 6.66%. This indicates that GS's price experiences larger fluctuations and is considered to be riskier than MNST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSMNSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.44%

6.66%

+2.78%

Volatility (6M)

Calculated over the trailing 6-month period

21.70%

16.11%

+5.59%

Volatility (1Y)

Calculated over the trailing 1-year period

32.11%

23.11%

+9.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.68%

23.76%

+3.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.71%

26.17%

+3.54%

Financials

GS vs. MNST - Financials Comparison

This section allows you to compare key financial metrics between The Goldman Sachs Group, Inc. and Monster Beverage Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
30.13B
2.13B
(GS) Total Revenue
(MNST) Total Revenue
Values in USD except per share items

GS vs. MNST - Profitability Comparison

The chart below illustrates the profitability comparison between The Goldman Sachs Group, Inc. and Monster Beverage Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
44.3%
55.5%
Portfolio components
GS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Goldman Sachs Group, Inc. reported a gross profit of 13.35B and revenue of 30.13B. Therefore, the gross margin over that period was 44.3%.

MNST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Monster Beverage Corporation reported a gross profit of 1.18B and revenue of 2.13B. Therefore, the gross margin over that period was 55.5%.

GS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Goldman Sachs Group, Inc. reported an operating income of 3.63B and revenue of 30.13B, resulting in an operating margin of 12.1%.

MNST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Monster Beverage Corporation reported an operating income of 542.63M and revenue of 2.13B, resulting in an operating margin of 25.5%.

GS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Goldman Sachs Group, Inc. reported a net income of 4.62B and revenue of 30.13B, resulting in a net margin of 15.3%.

MNST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Monster Beverage Corporation reported a net income of 449.19M and revenue of 2.13B, resulting in a net margin of 21.1%.