JUST vs. GS
Compare and contrast key facts about Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) and The Goldman Sachs Group, Inc. (GS).
JUST is a passively managed fund by Goldman Sachs that tracks the performance of the JUST US Large Cap Diversified Index. It was launched on Jun 7, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JUST or GS.
Key characteristics
| JUST | GS | |
|---|---|---|
| YTD Return | 20.55% | 35.13% |
| 1Y Return | 32.45% | 60.42% |
| 3Y Return (Ann) | 7.85% | 10.94% |
| 5Y Return (Ann) | 14.68% | 21.58% |
| Sharpe Ratio | 2.85 | 2.97 |
| Sortino Ratio | 3.77 | 3.78 |
| Omega Ratio | 1.53 | 1.51 |
| Calmar Ratio | 3.81 | 3.36 |
| Martin Ratio | 17.30 | 26.57 |
| Ulcer Index | 1.95% | 2.54% |
| Daily Std Dev | 11.83% | 22.41% |
| Max Drawdown | -33.83% | -78.84% |
| Current Drawdown | -2.83% | -3.47% |
Correlation
The correlation between JUST and GS is 0.66, 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
JUST vs. GS - Performance Comparison
In the year-to-date period, JUST achieves a 20.55% return, which is significantly lower than GS's 35.13% return. 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
JUST vs. GS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) 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.
Dividends
JUST vs. GS - Dividend Comparison
JUST's dividend yield for the trailing twelve months is around 1.17%, less than GS's 2.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF | 1.17% | 1.37% | 1.51% | 1.07% | 1.36% | 1.86% | 1.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GS The Goldman Sachs Group, Inc. | 2.20% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% | 1.16% |
Drawdowns
JUST vs. GS - Drawdown Comparison
The maximum JUST drawdown since its inception was -33.83%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for JUST and GS. For additional features, visit the drawdowns tool.
Volatility
JUST vs. GS - Volatility Comparison
The current volatility for Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) is 3.03%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 5.83%. This indicates that JUST 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.