GS vs. SCHW
Compare and contrast key facts about The Goldman Sachs Group, Inc. (GS) and The Charles Schwab Corporation (SCHW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GS or SCHW.
Key characteristics
| GS | SCHW | |
|---|---|---|
| YTD Return | 22.10% | 15.34% |
| 1Y Return | 46.40% | 54.64% |
| 3Y Return (Ann) | 11.53% | 4.97% |
| 5Y Return (Ann) | 21.78% | 14.42% |
| 10Y Return (Ann) | 13.75% | 13.60% |
| Sharpe Ratio | 2.13 | 1.89 |
| Daily Std Dev | 21.66% | 28.86% |
| Max Drawdown | -78.84% | -86.79% |
| Current Drawdown | 0.00% | -14.58% |
Fundamentals
| GS | SCHW | |
|---|---|---|
| Market Cap | $146.63B | $139.14B |
| EPS | $25.65 | $2.39 |
| PE Ratio | 17.73 | 31.85 |
| PEG Ratio | 3.14 | 1.19 |
| Revenue (TTM) | $46.73B | $18.46B |
| Gross Profit (TTM) | $37.53B | $20.17B |
| EBITDA (TTM) | $10.30B | $1.17B |
Correlation
The correlation between GS and SCHW is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GS vs. SCHW - Performance Comparison
In the year-to-date period, GS achieves a 22.10% return, which is significantly higher than SCHW's 15.34% return. Both investments have delivered pretty close results over the past 10 years, with GS having a 13.75% annualized return and SCHW not far behind at 13.60%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GS vs. SCHW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Goldman Sachs Group, Inc. (GS) and The Charles Schwab Corporation (SCHW). 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.
Dividends
GS vs. SCHW - Dividend Comparison
GS's dividend yield for the trailing twelve months is around 2.30%, more than SCHW's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 2.30% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% | 1.16% |
SCHW The Charles Schwab Corporation | 1.27% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% | 0.92% |
Drawdowns
GS vs. SCHW - Drawdown Comparison
The maximum GS drawdown since its inception was -78.84%, smaller than the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for GS and SCHW. For additional features, visit the drawdowns tool.
Volatility
GS vs. SCHW - Volatility Comparison
The current volatility for The Goldman Sachs Group, Inc. (GS) is 4.74%, while The Charles Schwab Corporation (SCHW) has a volatility of 5.64%. This indicates that GS experiences smaller price fluctuations and is considered to be less risky than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GS vs. SCHW - Financials Comparison
This section allows you to compare key financial metrics between The Goldman Sachs Group, Inc. and The Charles Schwab 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