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

Correlation

The correlation between MNST and GS is 0.68, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

MNST vs. GS - Performance Comparison

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

0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%NovemberDecember2025FebruaryMarchApril
103,415.90%
1,002.99%
MNST
GS

Key characteristics

Sharpe Ratio

MNST:

0.37

GS:

0.99

Sortino Ratio

MNST:

0.64

GS:

1.54

Omega Ratio

MNST:

1.09

GS:

1.22

Calmar Ratio

MNST:

0.36

GS:

1.09

Martin Ratio

MNST:

1.09

GS:

3.94

Ulcer Index

MNST:

8.54%

GS:

8.52%

Daily Std Dev

MNST:

25.54%

GS:

33.88%

Max Drawdown

MNST:

-69.17%

GS:

-78.84%

Current Drawdown

MNST:

-3.71%

GS:

-18.46%

Fundamentals

Market Cap

MNST:

$57.02B

GS:

$164.50B

EPS

MNST:

$1.49

GS:

$43.09

PE Ratio

MNST:

39.32

GS:

12.28

PEG Ratio

MNST:

2.11

GS:

5.87

PS Ratio

MNST:

7.61

GS:

3.10

PB Ratio

MNST:

9.65

GS:

1.30K

Total Revenue (TTM)

MNST:

$5.59B

GS:

$39.30B

Gross Profit (TTM)

MNST:

$3.02B

GS:

$39.30B

EBITDA (TTM)

MNST:

$1.46B

GS:

$14.93B

Returns By Period

In the year-to-date period, MNST achieves a 11.47% return, which is significantly higher than GS's -4.29% return. Over the past 10 years, MNST has underperformed GS with an annualized return of 9.40%, while GS has yielded a comparatively higher 13.01% annualized return.


MNST

YTD

11.47%

1M

1.30%

6M

9.64%

1Y

7.84%

5Y*

14.45%

10Y*

9.40%

GS

YTD

-4.29%

1M

-6.92%

6M

5.01%

1Y

31.76%

5Y*

28.42%

10Y*

13.01%

*Annualized

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Risk-Adjusted Performance

MNST vs. GS — Risk-Adjusted Performance Rank

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

MNST
The Risk-Adjusted Performance Rank of MNST is 6363
Overall Rank
The Sharpe Ratio Rank of MNST is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of MNST is 5656
Sortino Ratio Rank
The Omega Ratio Rank of MNST is 5858
Omega Ratio Rank
The Calmar Ratio Rank of MNST is 6969
Calmar Ratio Rank
The Martin Ratio Rank of MNST is 6666
Martin Ratio Rank

GS
The Risk-Adjusted Performance Rank of GS is 8383
Overall Rank
The Sharpe Ratio Rank of GS is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of GS is 7979
Sortino Ratio Rank
The Omega Ratio Rank of GS is 8080
Omega Ratio Rank
The Calmar Ratio Rank of GS is 8686
Calmar Ratio Rank
The Martin Ratio Rank of GS is 8484
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.

MNST vs. GS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Monster Beverage Corporation (MNST) 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 chart of Sharpe ratio for MNST, currently valued at 0.37, compared to the broader market-2.00-1.000.001.002.003.00
MNST: 0.37
GS: 0.99
The chart of Sortino ratio for MNST, currently valued at 0.64, compared to the broader market-6.00-4.00-2.000.002.004.00
MNST: 0.64
GS: 1.54
The chart of Omega ratio for MNST, currently valued at 1.09, compared to the broader market0.501.001.502.00
MNST: 1.09
GS: 1.22
The chart of Calmar ratio for MNST, currently valued at 0.36, compared to the broader market0.001.002.003.004.005.00
MNST: 0.36
GS: 1.09
The chart of Martin ratio for MNST, currently valued at 1.09, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
MNST: 1.09
GS: 3.94

The current MNST Sharpe Ratio is 0.37, which is lower than the GS Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of MNST 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.37
0.99
MNST
GS

Dividends

MNST vs. GS - Dividend Comparison

MNST has not paid dividends to shareholders, while GS's dividend yield for the trailing twelve months is around 2.15%.


TTM20242023202220212020201920182017201620152014
MNST
Monster Beverage Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GS
The Goldman Sachs Group, Inc.
2.15%2.01%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%

Drawdowns

MNST vs. GS - Drawdown Comparison

The maximum MNST drawdown since its inception was -69.17%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for MNST 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%NovemberDecember2025FebruaryMarchApril
-3.71%
-18.46%
MNST
GS

Volatility

MNST vs. GS - Volatility Comparison

The current volatility for Monster Beverage Corporation (MNST) is 9.27%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 20.02%. This indicates that MNST 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%NovemberDecember2025FebruaryMarchApril
9.27%
20.02%
MNST
GS

Financials

MNST vs. GS - Financials Comparison

This section allows you to compare key financial metrics between Monster Beverage Corporation 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


Values in USD except per share items