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KBE vs. GS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KBE vs. GS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Bank ETF (KBE) and The Goldman Sachs Group, Inc. (GS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KBE achieves a 11.37% return, which is significantly lower than GS's 25.72% return. Over the past 10 years, KBE has underperformed GS with an annualized return of 11.09%, while GS has yielded a comparatively higher 25.22% annualized return.


KBE

1D
1.33%
1M
5.76%
YTD
11.37%
6M
8.58%
1Y
26.10%
3Y*
27.71%
5Y*
8.00%
10Y*
11.09%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KBE vs. GS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KBE
SPDR S&P Bank ETF
11.37%12.36%23.78%5.30%-14.83%33.46%-8.75%29.78%-19.65%10.49%
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%

Correlation

The correlation between KBE and GS is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2005

0.72

Over the past year, the correlation between KBE and GS has dropped to 0.51 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

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Return for Risk

KBE vs. GS — Risk / Return Rank

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

KBE
KBE Risk / Return Rank: 3535
Overall Rank
KBE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
KBE Sortino Ratio Rank: 3434
Sortino Ratio Rank
KBE Omega Ratio Rank: 3636
Omega Ratio Rank
KBE Calmar Ratio Rank: 3737
Calmar Ratio Rank
KBE Martin Ratio Rank: 3333
Martin Ratio Rank

GS
GS Risk / Return Rank: 9090
Overall Rank
GS Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GS Sortino Ratio Rank: 9090
Sortino Ratio Rank
GS Omega Ratio Rank: 9090
Omega Ratio Rank
GS Calmar Ratio Rank: 8787
Calmar Ratio Rank
GS Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KBE vs. GS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Bank ETF (KBE) 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.

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.


KBEGSDifference
Sharpe ratioReturn per unit of total volatility

-1.35

Sortino ratioReturn per unit of downside risk

-1.43

Omega ratioGain probability vs. loss probability

1.23

1.41

-0.18

Calmar ratioReturn relative to maximum drawdown

1.79

3.76

-1.96

Martin ratioReturn relative to average drawdown

4.71

12.47

-7.76

KBE vs. GS - Sharpe Ratio Comparison

The current KBE Sharpe Ratio is 1.22, which is lower than the GS Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of KBE and GS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KBE vs. GS - Drawdown Comparison

The maximum KBE drawdown since its inception was -83.15%, which is greater than GS's maximum drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for KBE and GS.


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Drawdown Indicators


KBEGSDifference

Max Drawdown

Largest peak-to-trough decline

-83.15%

-78.84%

-4.31%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-19.42%

+4.79%

Max Drawdown (3Y)

Largest decline over 3 years

-25.97%

-30.90%

+4.93%

Max Drawdown (5Y)

Largest decline over 5 years

-45.25%

-32.84%

-12.41%

Max Drawdown (10Y)

Largest decline over 10 years

-53.14%

-48.75%

-4.39%

Current Drawdown

Current decline from peak

0.00%

-1.08%

+1.08%

Average Drawdown

Average peak-to-trough decline

-27.47%

-22.63%

-4.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.56%

5.84%

-0.28%

Volatility

KBE vs. GS - Volatility Comparison

The current volatility for SPDR S&P Bank ETF (KBE) is 5.85%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 10.15%. This indicates that KBE 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.


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Volatility by Period


KBEGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

10.15%

-4.30%

Volatility (6M)

Calculated over the trailing 6-month period

15.12%

23.25%

-8.13%

Volatility (1Y)

Calculated over the trailing 1-year period

21.63%

28.43%

-6.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.25%

28.04%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.77%

29.78%

-0.01%

Dividends

KBE vs. GS - Dividend Comparison

KBE's dividend yield for the trailing twelve months is around 2.19%, more than GS's 1.55% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
KBE
SPDR S&P Bank ETF
2.19%2.51%2.35%2.78%2.99%2.16%2.44%2.33%2.18%1.36%1.39%1.70%

Frequently Asked Questions


KBE and GS have a correlation of 0.51, 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 KBE (5.85%). In terms of maximum drawdown, KBE dropped -83.15% vs GS's -78.84%.

GS currently has the higher Sharpe Ratio (2.57 vs 1.22), 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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