GS vs. USD=X
GS (The Goldman Sachs Group, Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, GS returned 24.48%/yr vs 0.00%/yr for USD=X.
Performance
GS vs. USD=X - Performance Comparison
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Returns By Period
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%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
GS vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 22.08% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
GS vs. USD=X — Risk / Return Rank
GS
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GS vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Goldman Sachs Group, Inc. (GS) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.41 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | — | — |
| Martin ratioReturn relative to average drawdown | 12.61 | — | — |
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Drawdowns
GS vs. USD=X - Drawdown Comparison
The maximum GS drawdown since its inception was -78.84%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GS and USD=X.
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Drawdown Indicators
| GS | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.84% | 0.00% | -78.84% |
Max Drawdown (1Y)Largest decline over 1 year | -19.42% | 0.00% | -19.42% |
Max Drawdown (3Y)Largest decline over 3 years | -30.90% | 0.00% | -30.90% |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | 0.00% | -32.84% |
Max Drawdown (10Y)Largest decline over 10 years | -48.75% | 0.00% | -48.75% |
Current DrawdownCurrent decline from peak | -2.73% | 0.00% | -2.73% |
Average DrawdownAverage peak-to-trough decline | -22.65% | 0.00% | -22.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | 0.00% | +5.84% |
Volatility
GS vs. USD=X - Volatility Comparison
The Goldman Sachs Group, Inc. (GS) has a higher volatility of 11.84% compared to USD Cash (USD=X) at 0.00%. This indicates that GS's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GS | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.84% | 0.00% | +11.84% |
Volatility (6M)Calculated over the trailing 6-month period | 23.47% | 0.00% | +23.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.55% | 0.00% | +28.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.10% | 0.00% | +28.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.87% | 0.00% | +29.87% |
Frequently Asked Questions
GS has higher volatility (11.84%) compared to USD=X (0.00%). In terms of maximum drawdown, GS dropped -78.84% vs USD=X's 0.00%.
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