GS vs. NKE
GS (The Goldman Sachs Group, Inc.) and NKE (NIKE, Inc.) are both stocks. GS operates in Capital Markets (Financial Services), while NKE operates in Footwear & Accessories (Consumer Cyclical). Over the past 10 years, GS returned 23.96%/yr vs -1.05%/yr for NKE. At a 0.38 correlation, their price movements are largely independent.
Performance
GS vs. NKE - 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 NKE's -31.08% return. Over the past 10 years, GS has outperformed NKE with an annualized return of 23.96%, while NKE has yielded a comparatively lower -1.05% 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%
NKE
- 1D
- 0.58%
- 1M
- -1.19%
- YTD
- -31.08%
- 6M
- -30.90%
- 1Y
- -29.27%
- 3Y*
- -24.25%
- 5Y*
- -18.65%
- 10Y*
- -1.05%
GS vs. NKE - 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% |
NKE NIKE, Inc. | -31.08% | -13.83% | -29.11% | -6.01% | -29.04% | 18.70% | 40.97% | 38.09% | 19.87% | 24.70% |
Correlation
The correlation between GS and NKE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since May 5, 1999 | 0.38 |
The correlation between GS and NKE shifts across timeframes, from 0.26 (1 year) to 0.39 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
GS:
$321.86B
NKE:
$64.00B
GS:
$57.41
NKE:
$1.52
GS:
18.20
NKE:
28.43
GS:
2.97
NKE:
1.38
GS:
2.62
NKE:
4.54
GS:
$110.77B
NKE:
$46.52B
GS:
$61.53B
NKE:
$18.99B
GS:
$24.94B
NKE:
$3.33B
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Return for Risk
GS vs. NKE — Risk / Return Rank
GS
NKE
GS vs. NKE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Goldman Sachs Group, Inc. (GS) and NIKE, Inc. (NKE). 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 | NKE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.41 | ||
| Sortino ratioReturn per unit of downside risk | +4.22 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.87 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | -0.64 | +4.45 |
| Martin ratioReturn relative to average drawdown | 12.74 | -1.23 | +13.97 |
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 | NKE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.64 | -0.77 | +3.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | -0.52 | +1.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | -0.03 | +0.84 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.41 | -0.07 |
Drawdowns
GS vs. NKE - Drawdown Comparison
The maximum GS drawdown since its inception was -78.84%, roughly equal to the maximum NKE drawdown of -75.19%. Use the drawdown chart below to compare losses from any high point for GS and NKE.
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Drawdown Indicators
| GS | NKE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.84% | -75.19% | -3.65% |
Max Drawdown (1Y)Largest decline over 1 year | -19.42% | -46.18% | +26.76% |
Max Drawdown (3Y)Largest decline over 3 years | -30.90% | -64.21% | +33.31% |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | -74.64% | +41.80% |
Max Drawdown (10Y)Largest decline over 10 years | -48.75% | -74.64% | +25.89% |
Current DrawdownCurrent decline from peak | -4.36% | -73.59% | +69.23% |
Average DrawdownAverage peak-to-trough decline | -22.62% | -20.91% | -1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.80% | 23.82% | -18.02% |
Volatility
GS vs. NKE - Volatility Comparison
The Goldman Sachs Group, Inc. (GS) has a higher volatility of 10.56% compared to NIKE, Inc. (NKE) at 9.43%. This indicates that GS's price experiences larger fluctuations and is considered to be riskier than NKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GS | NKE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.56% | 9.43% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 23.02% | 29.22% | -6.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.14% | 38.22% | -10.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.03% | 35.82% | -7.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.84% | 32.25% | -2.41% |
Dividends
GS vs. NKE - Dividend Comparison
GS's dividend yield for the trailing twelve months is around 1.63%, less than NKE's 3.77% 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% |
NKE NIKE, Inc. | 3.77% | 2.53% | 2.00% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% |
Financials
GS vs. NKE - Financials Comparison
This section allows you to compare key financial metrics between The Goldman Sachs Group, Inc. and NIKE, 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
GS vs. NKE - Profitability Comparison
GS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Goldman Sachs Group, Inc. reported a gross profit of 16.91B and revenue of 17.23B. Therefore, the gross margin over that period was 98.2%.
NKE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NIKE, Inc. reported a gross profit of 4.53B and revenue of 11.28B. Therefore, the gross margin over that period was 40.2%.
GS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Goldman Sachs Group, Inc. reported an operating income of 6.49B and revenue of 17.23B, resulting in an operating margin of 37.7%.
NKE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NIKE, Inc. reported an operating income of 553.00M and revenue of 11.28B, resulting in an operating margin of 4.9%.
GS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Goldman Sachs Group, Inc. reported a net income of 5.63B and revenue of 17.23B, resulting in a net margin of 32.7%.
NKE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NIKE, Inc. reported a net income of 520.00M and revenue of 11.28B, resulting in a net margin of 4.6%.
Frequently Asked Questions
GS and NKE have a correlation of 0.26, 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 NKE (9.43%). In terms of maximum drawdown, GS dropped -78.84% vs NKE's -75.19%.
GS currently has the higher Sharpe Ratio (2.64 vs -0.77), 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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