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HESAY vs. GS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HESAY and GS is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

HESAY vs. GS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hermes International SA (HESAY) and The Goldman Sachs Group, Inc. (GS). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%December2025FebruaryMarchAprilMay
1,176.18%
384.95%
HESAY
GS

Key characteristics

Sharpe Ratio

HESAY:

0.40

GS:

0.87

Sortino Ratio

HESAY:

0.83

GS:

1.43

Omega Ratio

HESAY:

1.11

GS:

1.20

Calmar Ratio

HESAY:

0.59

GS:

0.98

Martin Ratio

HESAY:

1.45

GS:

3.30

Ulcer Index

HESAY:

8.86%

GS:

9.19%

Daily Std Dev

HESAY:

29.29%

GS:

33.99%

Max Drawdown

HESAY:

-45.94%

GS:

-78.84%

Current Drawdown

HESAY:

-7.24%

GS:

-15.42%

Fundamentals

Market Cap

HESAY:

$296.43B

GS:

$173.91B

EPS

HESAY:

$4.95

GS:

$43.08

PE Ratio

HESAY:

57.12

GS:

12.99

PEG Ratio

HESAY:

5.31

GS:

6.39

PS Ratio

HESAY:

18.88

GS:

3.28

PB Ratio

HESAY:

14.49

GS:

1.42

Total Revenue (TTM)

HESAY:

$9.25B

GS:

$51.47B

Gross Profit (TTM)

HESAY:

$6.48B

GS:

$46.36B

EBITDA (TTM)

HESAY:

$3.93B

GS:

$18.47B

Returns By Period

In the year-to-date period, HESAY achieves a 15.09% return, which is significantly higher than GS's -0.72% return. Over the past 10 years, HESAY has outperformed GS with an annualized return of 23.80%, while GS has yielded a comparatively lower 13.13% annualized return.


HESAY

YTD

15.09%

1M

13.08%

6M

18.66%

1Y

11.68%

5Y*

31.09%

10Y*

23.80%

GS

YTD

-0.72%

1M

22.39%

6M

-1.86%

1Y

29.36%

5Y*

28.17%

10Y*

13.13%

*Annualized

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Risk-Adjusted Performance

HESAY vs. GS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HESAY
The Risk-Adjusted Performance Rank of HESAY is 6767
Overall Rank
The Sharpe Ratio Rank of HESAY is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of HESAY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of HESAY is 6060
Omega Ratio Rank
The Calmar Ratio Rank of HESAY is 7676
Calmar Ratio Rank
The Martin Ratio Rank of HESAY is 6969
Martin Ratio Rank

GS
The Risk-Adjusted Performance Rank of GS is 8080
Overall Rank
The Sharpe Ratio Rank of GS is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of GS is 7676
Sortino Ratio Rank
The Omega Ratio Rank of GS is 7777
Omega Ratio Rank
The Calmar Ratio Rank of GS is 8484
Calmar Ratio Rank
The Martin Ratio Rank of GS is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HESAY vs. GS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hermes International SA (HESAY) and The Goldman Sachs Group, Inc. (GS). 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.


The current HESAY Sharpe Ratio is 0.40, which is lower than the GS Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of HESAY and GS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.40
0.87
HESAY
GS

Dividends

HESAY vs. GS - Dividend Comparison

HESAY's dividend yield for the trailing twelve months is around 0.52%, less than GS's 2.08% yield.


TTM20242023202220212020201920182017201620152014
HESAY
Hermes International SA
0.52%1.12%0.65%0.58%0.31%0.81%0.68%0.90%0.76%0.92%2.57%1.04%
GS
The Goldman Sachs Group, Inc.
2.08%2.01%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%

Drawdowns

HESAY vs. GS - Drawdown Comparison

The maximum HESAY drawdown since its inception was -45.94%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for HESAY and GS. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.24%
-15.42%
HESAY
GS

Volatility

HESAY vs. GS - Volatility Comparison

The current volatility for Hermes International SA (HESAY) is 7.48%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 14.21%. This indicates that HESAY experiences smaller price fluctuations and is considered to be less risky than GS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
7.48%
14.21%
HESAY
GS

Financials

HESAY vs. GS - Financials Comparison

This section allows you to compare key financial metrics between Hermes International SA and The Goldman Sachs Group, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20212022202320242025
1.74B
12.17B
(HESAY) Total Revenue
(GS) Total Revenue
Values in USD except per share items

HESAY vs. GS - Profitability Comparison

The chart below illustrates the profitability comparison between Hermes International SA and The Goldman Sachs Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
68.1%
58.0%
(HESAY) Gross Margin
(GS) Gross Margin
HESAY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Hermes International SA reported a gross profit of 1.19B and revenue of 1.74B. Therefore, the gross margin over that period was 68.1%.

GS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Goldman Sachs Group, Inc. reported a gross profit of 7.06B and revenue of 12.17B. Therefore, the gross margin over that period was 58.0%.

HESAY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Hermes International SA reported an operating income of 559.30M and revenue of 1.74B, resulting in an operating margin of 32.1%.

GS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Goldman Sachs Group, Inc. reported an operating income of 3.04B and revenue of 12.17B, resulting in an operating margin of 25.0%.

HESAY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Hermes International SA reported a net income of 369.95M and revenue of 1.74B, resulting in a net margin of 21.2%.

GS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Goldman Sachs Group, Inc. reported a net income of 4.74B and revenue of 12.17B, resulting in a net margin of 38.9%.