LFT vs. GS

Last updated Jun 4, 2026

LFT (Lument Finance Trust, Inc.) and GS (The Goldman Sachs Group, Inc.) are both stocks. LFT operates in REIT - Mortgage (Real Estate), while GS operates in Capital Markets (Financial Services). Over the past 10 years, LFT returned -2.71%/yr vs 23.44%/yr for GS. At a 0.19 correlation, their price movements are largely independent.

Performance

LFT vs. GS - Performance Comparison

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

Returns By Period

In the year-to-date period, LFT achieves a -23.86% return, which is significantly lower than GS's 19.58% return. Over the past 10 years, LFT has underperformed GS with an annualized return of -2.71%, while GS has yielded a comparatively higher 23.44% annualized return.

LFT

• 1D: -2.80%
• 1M: -10.34%
• YTD: -23.86%
• 6M: -32.26%
• 1Y: -54.48%
• 3Y*: -6.33%
• 5Y*: -13.47%
• 10Y*: -2.71%

GS

• 1D: -2.21%
• 1M: 15.76%
• YTD: 19.58%
• 6M: 25.65%
• 1Y: 75.87%
• 3Y*: 51.11%
• 5Y*: 24.59%
• 10Y*: 23.44%

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

LFT vs. GS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LFT Lument Finance Trust, Inc.	-23.86%	-39.33%	29.40%	38.64%	-45.07%	28.63%	15.69%	23.31%	-22.06%	-9.69%
GS The Goldman Sachs Group, Inc.	19.58%	56.64%	52.03%	15.91%	-7.87%	47.61%	17.45%	40.48%	-33.53%	7.73%

Correlation

The correlation between LFT and GS is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (10Y) Calculated over the trailing 10-year period	0.20
Correlation (All Time) Calculated using the full available price history since Mar 25, 2013	0.19

Fundamentals

Market Cap LFT : $54.50M GS : $320.63B
EPS LFT : -$0.06 GS : $57.41
PS Ratio LFT : 0.96 GS : 2.96
PB Ratio LFT : 0.34 GS : 2.61
Total Revenue (TTM) LFT : $56.81M GS : $110.77B
Gross Profit (TTM) LFT : $63.50M GS : $61.53B
EBITDA (TTM) LFT : $37.56M GS : $24.94B

Return for Risk

LFT vs. GS — Risk / Return Rank

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

LFT

LFT Risk / Return Rank: 3
LFT Sharpe Ratio Rank: 2
LFT Sortino Ratio Rank: 3
LFT Omega Ratio Rank: 4
LFT Calmar Ratio Rank: 2
LFT Martin Ratio Rank: 5

GS

GS Risk / Return Rank: 90
GS Sharpe Ratio Rank: 93
GS Sortino Ratio Rank: 91
GS Omega Ratio Rank: 90
GS Calmar Ratio Rank: 87
GS Martin Ratio Rank: 91

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.

LFT vs. GS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lument Finance Trust, Inc. (LFT) 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.

	LFT	GS	Difference
Sharpe ratio Return per unit of total volatility	-1.17	2.80	-3.97
Sortino ratio Return per unit of downside risk	-1.94	3.42	-5.36
Omega ratio Gain probability vs. loss probability	0.77	1.45	-0.67
Calmar ratio Return relative to maximum drawdown	-0.97	3.93	-4.90
Martin ratio Return relative to average drawdown	-1.52	13.17	-14.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LFT vs. GS - Sharpe Ratio Comparison

The current LFT Sharpe Ratio is -1.17, which is lower than the GS Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of LFT 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.

Sharpe Ratios by Period

	LFT	GS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.17	2.80	-3.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.38	0.89	-1.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.07	0.79	-0.86
Sharpe Ratio (All Time) Calculated using the full available price history	-0.15	0.33	-0.49

Drawdowns

LFT vs. GS - Drawdown Comparison

The maximum LFT drawdown since its inception was -81.57%, roughly equal to the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for LFT and GS.

Drawdown Indicators

	LFT	GS	Difference
Max Drawdown Largest peak-to-trough decline	-81.57%	-78.84%	-2.73%
Max Drawdown (1Y) Largest decline over 1 year	-56.13%	-19.42%	-36.71%
Max Drawdown (3Y) Largest decline over 3 years	-58.29%	-30.90%	-27.39%
Max Drawdown (5Y) Largest decline over 5 years	-58.29%	-32.84%	-25.45%
Max Drawdown (10Y) Largest decline over 10 years	-77.00%	-48.75%	-28.25%
Current Drawdown Current decline from peak	-59.67%	-2.21%	-57.46%
Average Drawdown Average peak-to-trough decline	-32.92%	-22.63%	-10.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.96%	5.78%	+30.18%

Volatility

LFT vs. GS - Volatility Comparison

Lument Finance Trust, Inc. (LFT) has a higher volatility of 13.68% compared to The Goldman Sachs Group, Inc. (GS) at 8.10%. This indicates that LFT's price experiences larger fluctuations and is considered to be riskier than GS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LFT	GS	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.68%	8.10%	+5.58%
Volatility (6M) Calculated over the trailing 6-month period	37.83%	22.06%	+15.77%
Volatility (1Y) Calculated over the trailing 1-year period	46.72%	27.25%	+19.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.23%	27.86%	+7.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.43%	29.76%	+11.67%

Dividends

LFT vs. GS - Dividend Comparison

LFT's dividend yield for the trailing twelve months is around 17.31%, more than GS's 1.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GS The Goldman Sachs Group, Inc.	1.63%	1.59%	2.01%	2.72%	2.62%	1.70%	1.90%	1.80%	1.89%	1.14%	1.09%	1.41%
LFT Lument Finance Trust, Inc.	17.31%	15.60%	15.50%	11.16%	12.63%	9.38%	11.16%	9.13%	9.79%	13.75%	41.20%	24.73%

Financials

Frequently Asked Questions

Can I hold both LFT and GS in my portfolio?

LFT and GS have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LFT or GS?

LFT has higher volatility (13.68%) compared to GS (8.10%). In terms of maximum drawdown, LFT dropped -81.57% vs GS's -78.84%.

Which has better risk-adjusted returns?

GS currently has the higher Sharpe Ratio (2.80 vs -1.17), 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.