GS vs. STIP
GS (The Goldman Sachs Group, Inc.) is a stock, while STIP (iShares 0-5 Year TIPS Bond ETF) is Inflation-Protected Bonds fund tracking the Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Over the past 10 years, GS returned 25.22%/yr vs 3.07%/yr for STIP. At a correlation of -0.02, they often move in opposite directions.
Performance
GS vs. STIP - Performance Comparison
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Returns By Period
In the year-to-date period, GS achieves a 25.72% return, which is significantly higher than STIP's 1.34% return. Over the past 10 years, GS has outperformed STIP with an annualized return of 25.22%, while STIP has yielded a comparatively lower 3.07% annualized return.
GS
- 1D
- -1.08%
- 1M
- 10.29%
- YTD
- 25.72%
- 6M
- 22.55%
- 1Y
- 72.59%
- 3Y*
- 55.10%
- 5Y*
- 27.35%
- 10Y*
- 25.22%
STIP
- 1D
- 0.01%
- 1M
- -0.29%
- YTD
- 1.34%
- 6M
- 1.51%
- 1Y
- 3.58%
- 3Y*
- 4.99%
- 5Y*
- 3.28%
- 10Y*
- 3.07%
GS vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 25.72% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
STIP iShares 0-5 Year TIPS Bond ETF | 1.34% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 5.18% | 4.89% | 0.54% | 0.74% |
Correlation
The correlation between GS and STIP is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2010 | -0.02 |
The correlation between GS and STIP shifts across timeframes, from -0.03 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
GS vs. STIP — Risk / Return Rank
GS
STIP
GS vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Goldman Sachs Group, Inc. (GS) and iShares 0-5 Year TIPS Bond ETF (STIP). 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 | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.48 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 4.96 | -1.20 |
| Martin ratioReturn relative to average drawdown | 12.47 | 18.20 | -5.73 |
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Drawdowns
GS vs. STIP - Drawdown Comparison
The maximum GS drawdown since its inception was -78.84%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for GS and STIP.
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Drawdown Indicators
| GS | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.84% | -5.50% | -73.34% |
Max Drawdown (1Y)Largest decline over 1 year | -19.42% | -0.73% | -18.69% |
Max Drawdown (3Y)Largest decline over 3 years | -30.90% | -0.95% | -29.95% |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | -5.50% | -27.34% |
Max Drawdown (10Y)Largest decline over 10 years | -48.75% | -5.50% | -43.25% |
Current DrawdownCurrent decline from peak | -1.08% | -0.72% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -22.63% | -0.99% | -21.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | 0.20% | +5.64% |
Volatility
GS vs. STIP - Volatility Comparison
The Goldman Sachs Group, Inc. (GS) has a higher volatility of 10.15% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.64%. This indicates that GS's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GS | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.15% | 0.64% | +9.51% |
Volatility (6M)Calculated over the trailing 6-month period | 23.25% | 1.14% | +22.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.43% | 1.53% | +26.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.04% | 2.74% | +25.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.78% | 2.46% | +27.32% |
Dividends
GS vs. STIP - Dividend Comparison
GS's dividend yield for the trailing twelve months is around 1.55%, less than STIP's 4.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 1.55% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
STIP iShares 0-5 Year TIPS Bond ETF | 4.33% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% |
Frequently Asked Questions
GS and STIP have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GS has higher volatility (10.15%) compared to STIP (0.64%). In terms of maximum drawdown, GS dropped -78.84% vs STIP's -5.50%.
GS currently has the higher Sharpe Ratio (2.57 vs 2.34), 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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