GS vs. RISR
GS (The Goldman Sachs Group, Inc.) is a stock, while RISR (FolioBeyond Alternative Income and Interest Rate Hedge ETF) is Nontraditional Bonds fund actively managed by FolioBeyond. Over the past 3 years, GS returned 49.31%/yr vs 10.98%/yr for RISR. At a correlation of -0.04, they often move in opposite directions.
Performance
GS vs. RISR - Performance Comparison
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Returns By Period
In the year-to-date period, GS achieves a 22.08% return, which is significantly higher than RISR's 3.07% 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%
RISR
- 1D
- -0.18%
- 1M
- -0.33%
- YTD
- 3.07%
- 6M
- 3.20%
- 1Y
- 5.26%
- 3Y*
- 10.98%
- 5Y*
- —
- 10Y*
- —
GS vs. RISR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 22.08% | 56.64% | 52.03% | 15.91% | -7.87% | 1.73% |
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 3.07% | 4.63% | 24.20% | 7.02% | 31.98% | -0.04% |
Correlation
The correlation between GS and RISR is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2021 | -0.04 |
The correlation between GS and RISR shifts across timeframes, from -0.20 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GS vs. RISR — Risk / Return Rank
GS
RISR
GS vs. RISR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Goldman Sachs Group, Inc. (GS) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). 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 | RISR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.15 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 1.83 | +1.97 |
| Martin ratioReturn relative to average drawdown | 12.61 | 4.33 | +8.28 |
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Drawdowns
GS vs. RISR - Drawdown Comparison
The maximum GS drawdown since its inception was -78.84%, which is greater than RISR's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for GS and RISR.
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Drawdown Indicators
| GS | RISR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.84% | -14.31% | -64.53% |
Max Drawdown (1Y)Largest decline over 1 year | -19.42% | -2.61% | -16.81% |
Max Drawdown (3Y)Largest decline over 3 years | -30.90% | -8.07% | -22.83% |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.75% | — | — |
Current DrawdownCurrent decline from peak | -2.73% | -0.44% | -2.29% |
Average DrawdownAverage peak-to-trough decline | -22.65% | -2.17% | -20.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | 1.10% | +4.74% |
Volatility
GS vs. RISR - Volatility Comparison
The Goldman Sachs Group, Inc. (GS) has a higher volatility of 11.84% compared to FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) at 1.30%. This indicates that GS's price experiences larger fluctuations and is considered to be riskier than RISR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GS | RISR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.84% | 1.30% | +10.54% |
Volatility (6M)Calculated over the trailing 6-month period | 23.47% | 3.98% | +19.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.55% | 5.45% | +23.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.10% | 11.82% | +16.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.87% | 11.82% | +18.05% |
Dividends
GS vs. RISR - Dividend Comparison
GS's dividend yield for the trailing twelve months is around 1.60%, less than RISR's 5.91% 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% |
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 5.91% | 5.95% | 5.67% | 7.96% | 4.26% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GS and RISR have a correlation of -0.20, 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 RISR (1.30%). In terms of maximum drawdown, GS dropped -78.84% vs RISR's -14.31%.
GS currently has the higher Sharpe Ratio (2.59 vs 0.87), 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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