LFT vs. GS
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 -2.43%/yr vs 23.72%/yr for GS. At a 0.19 correlation, their price movements are largely independent.
Performance
LFT vs. GS - Performance Comparison
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Returns By Period
In the year-to-date period, LFT achieves a -21.67% return, which is significantly lower than GS's 22.29% return. Over the past 10 years, LFT has underperformed GS with an annualized return of -2.43%, while GS has yielded a comparatively higher 23.72% annualized return.
LFT
- 1D
- 1.90%
- 1M
- -10.08%
- YTD
- -21.67%
- 6M
- -23.75%
- 1Y
- -52.61%
- 3Y*
- -5.44%
- 5Y*
- -13.11%
- 10Y*
- -2.43%
GS
- 1D
- 1.53%
- 1M
- 15.76%
- YTD
- 22.29%
- 6M
- 31.86%
- 1Y
- 81.39%
- 3Y*
- 52.24%
- 5Y*
- 25.32%
- 10Y*
- 23.72%
LFT vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LFT Lument Finance Trust, Inc. | -21.67% | -39.33% | 29.40% | 38.64% | -45.07% | 28.63% | 15.69% | 23.31% | -22.06% | -9.69% |
GS The Goldman Sachs Group, Inc. | 22.29% | 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 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
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
LFT:
$56.07M
GS:
$327.89B
LFT:
-$0.06
GS:
$57.41
LFT:
0.99
GS:
3.02
LFT:
0.35
GS:
2.67
LFT:
$56.81M
GS:
$110.77B
LFT:
$63.50M
GS:
$61.53B
LFT:
$37.56M
GS:
$24.94B
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Return for Risk
LFT vs. GS — Risk / Return Rank
LFT
GS
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 ratioReturn per unit of total volatility | -1.13 | 3.02 | -4.15 |
Sortino ratioReturn per unit of downside risk | -1.84 | 3.62 | -5.46 |
Omega ratioGain probability vs. loss probability | 0.79 | 1.48 | -0.69 |
Calmar ratioReturn relative to maximum drawdown | -0.93 | 4.16 | -5.09 |
Martin ratioReturn relative to average drawdown | -1.46 | 13.99 | -15.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LFT | GS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.13 | 3.02 | -4.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.37 | 0.91 | -1.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | 0.80 | -0.86 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.15 | 0.34 | -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.
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Drawdown Indicators
| LFT | GS | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -58.50% | 0.00% | -58.50% |
Average DrawdownAverage peak-to-trough decline | -32.91% | -22.63% | -10.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.79% | 5.78% | +30.01% |
Volatility
LFT vs. GS - Volatility Comparison
Lument Finance Trust, Inc. (LFT) has a higher volatility of 13.63% 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.
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Volatility by Period
| LFT | GS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.63% | 8.10% | +5.53% |
Volatility (6M)Calculated over the trailing 6-month period | 38.46% | 22.02% | +16.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.67% | 27.14% | +19.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.21% | 27.85% | +7.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.42% | 29.76% | +11.66% |
Dividends
LFT vs. GS - Dividend Comparison
LFT's dividend yield for the trailing twelve months is around 16.82%, more than GS's 1.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 1.60% | 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. | 16.82% | 15.60% | 15.50% | 11.16% | 12.63% | 9.38% | 11.16% | 9.13% | 9.79% | 13.75% | 41.20% | 24.73% |
Financials
LFT vs. GS - Financials Comparison
This section allows you to compare key financial metrics between Lument Finance Trust, Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
LFT and GS have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LFT has higher volatility (13.63%) compared to GS (8.10%). In terms of maximum drawdown, LFT dropped -81.57% vs GS's -78.84%.
GS currently has the higher Sharpe Ratio (3.02 vs -1.13), 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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