GS vs. MNST
GS (The Goldman Sachs Group, Inc.) and MNST (Monster Beverage Corporation) are both stocks. GS operates in Capital Markets (Financial Services), while MNST operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, GS returned 23.11%/yr vs 13.83%/yr for MNST. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
GS vs. MNST - Performance Comparison
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Returns By Period
In the year-to-date period, GS achieves a 18.70% return, which is significantly lower than MNST's 27.48% return. Over the past 10 years, GS has outperformed MNST with an annualized return of 23.11%, while MNST has yielded a comparatively lower 13.83% annualized return.
GS
- 1D
- -1.42%
- 1M
- 1.35%
- 6M
- 12.22%
- YTD
- 18.70%
- 1Y
- 45.67%
- 3Y*
- 46.41%
- 5Y*
- 25.31%
- 10Y*
- 23.11%
- ALL TIME*
- 11.59%
MNST
- 1D
- 2.53%
- 1M
- 1.41%
- 6M
- 20.06%
- YTD
- 27.48%
- 1Y
- 62.33%
- 3Y*
- 18.90%
- 5Y*
- 15.63%
- 10Y*
- 13.83%
- ALL TIME*
- 33.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.19B | $2.10B | $2.22B | |
| $578.25M | $541.79M | $531.46M |
GS vs. MNST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 18.70% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
MNST Monster Beverage Corporation | 27.48% | 45.87% | -8.77% | 13.48% | 5.72% | 3.85% | 45.52% | 29.11% | -22.23% | 42.74% |
Correlation
The correlation between GS and MNST is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.25 |
Correlation (All Time) Calculated using the full available price history since May 4, 1999 | 0.24 |
Over the past year, the correlation between GS and MNST has dropped to 0.01 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.
Fundamentals
GS:
$304.84B
MNST:
$95.59B
GS:
$67.36
MNST:
$2.06
GS:
15.34
MNST:
47.46
GS:
1.98
MNST:
3.71
GS:
2.73
MNST:
10.97
GS:
1.89
MNST:
11.07
GS:
$117.94B
MNST:
$8.79B
GS:
$67.57B
MNST:
$4.88B
GS:
$31.39B
MNST:
$2.70B
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Return for Risk
GS vs. MNST — Risk / Return Rank
GS
MNST
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.
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 | MNST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.45 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 3.54 | -1.18 |
| Martin ratioReturn relative to average drawdown | 7.45 | 10.48 | -3.03 |
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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
| GS | MNST | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -30.90% | -26.04% | -4.86% |
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 DrawdownCurrent decline from peak | -10.31% | -2.20% | -8.11% |
Average DrawdownAverage peak-to-trough decline | -22.57% | -20.59% | -1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.15% | 5.96% | +0.19% |
Volatility
GS vs. MNST - Volatility Comparison
The Goldman Sachs Group, Inc. (GS) has a higher volatility of 12.60% compared to Monster Beverage Corporation (MNST) at 7.07%. 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
| GS | MNST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.60% | 7.07% | +5.53% |
Volatility (6M)Calculated over the trailing 6-month period | 25.10% | 20.36% | +4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.78% | 26.61% | +4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.45% | 24.71% | +3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.00% | 26.29% | +3.71% |
Dividends
GS vs. MNST - Dividend Comparison
GS's dividend yield for the trailing twelve months is around 1.65%, while MNST has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 1.65% | 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% |
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.
Total Revenue: Total amount of money received from sales and other business activities
GS vs. MNST - Profitability Comparison
GS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, The Goldman Sachs Group, Inc. reported a gross profit of 20.24B and revenue of 38.43B. Therefore, the gross margin over that period was 52.7%.
MNST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Monster Beverage Corporation reported a gross profit of 1.29B and revenue of 2.35B. Therefore, the gross margin over that period was 55.0%.
GS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Goldman Sachs Group, Inc. reported an operating income of 11.52B and revenue of 38.43B, resulting in an operating margin of 30.0%.
MNST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Monster Beverage Corporation reported an operating income of 729.96M and revenue of 2.35B, resulting in an operating margin of 31.0%.
GS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Goldman Sachs Group, Inc. reported a net income of 6.63B and revenue of 38.43B, resulting in a net margin of 17.3%.
MNST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Monster Beverage Corporation reported a net income of 569.49M and revenue of 2.35B, resulting in a net margin of 24.2%.
Frequently Asked Questions
GS and MNST have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GS has higher volatility (12.60%) compared to MNST (7.07%). In terms of maximum drawdown, GS dropped -78.84% vs MNST's -69.17%.
MNST currently has the higher Sharpe Ratio (2.36 vs 1.49), 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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