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PANW vs. GS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PANW vs. GS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Palo Alto Networks, Inc. (PANW) 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, PANW achieves a 51.80% return, which is significantly higher than GS's 22.08% return. Over the past 10 years, PANW has outperformed GS with an annualized return of 29.12%, while GS has yielded a comparatively lower 24.48% annualized return.


PANW

1D
0.03%
1M
22.75%
YTD
51.80%
6M
45.87%
1Y
41.46%
3Y*
33.77%
5Y*
35.61%
10Y*
29.12%

GS

1D
2.62%
1M
11.72%
YTD
22.08%
6M
20.84%
1Y
73.43%
3Y*
49.31%
5Y*
25.98%
10Y*
24.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PANW vs. GS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PANW
Palo Alto Networks, Inc.
51.80%1.23%23.41%111.32%-24.81%56.66%53.68%22.78%29.95%15.91%
GS
The Goldman Sachs Group, Inc.
22.08%56.64%52.03%15.91%-7.87%47.61%17.45%40.48%-33.53%7.73%

Correlation

The correlation between PANW and GS is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.25

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

0.29

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

0.28

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2012

0.29

Fundamentals

Market Cap

PANW:

$208.04B

GS:

$327.33B

EPS

PANW:

$1.17

GS:

$57.41

PE Ratio

PANW:

238.46

GS:

18.51

PEG Ratio

PANW:

0.02

GS:

2.40

PS Ratio

PANW:

18.95

GS:

3.02

PB Ratio

PANW:

7.52

GS:

2.66

Total Revenue (TTM)

PANW:

$10.61B

GS:

$110.77B

Gross Profit (TTM)

PANW:

$7.63B

GS:

$61.53B

EBITDA (TTM)

PANW:

$1.33B

GS:

$24.94B

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Return for Risk

PANW vs. GS — Risk / Return Rank

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

PANW
PANW Risk / Return Rank: 6969
Overall Rank
PANW Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PANW Sortino Ratio Rank: 6969
Sortino Ratio Rank
PANW Omega Ratio Rank: 7070
Omega Ratio Rank
PANW Calmar Ratio Rank: 6666
Calmar Ratio Rank
PANW Martin Ratio Rank: 6666
Martin Ratio Rank

GS
GS Risk / Return Rank: 9191
Overall Rank
GS Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GS Sortino Ratio Rank: 9191
Sortino Ratio Rank
GS Omega Ratio Rank: 9191
Omega Ratio Rank
GS Calmar Ratio Rank: 8888
Calmar Ratio Rank
GS Martin Ratio Rank: 9292
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.

PANW vs. GS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Palo Alto Networks, Inc. (PANW) 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.


PANWGSDifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.21

1.41

-0.21

Calmar ratioReturn relative to maximum drawdown

1.16

3.80

-2.64

Martin ratioReturn relative to average drawdown

2.62

12.61

-9.99

PANW vs. GS - Sharpe Ratio Comparison

The current PANW Sharpe Ratio is 1.07, which is lower than the GS Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of PANW 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

PANW vs. GS - Drawdown Comparison

The maximum PANW drawdown since its inception was -47.98%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for PANW and GS.


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Drawdown Indicators


PANWGSDifference

Max Drawdown

Largest peak-to-trough decline

-47.98%

-78.84%

+30.86%

Max Drawdown (1Y)

Largest decline over 1 year

-36.01%

-19.42%

-16.59%

Max Drawdown (3Y)

Largest decline over 3 years

-36.01%

-30.90%

-5.11%

Max Drawdown (5Y)

Largest decline over 5 years

-36.01%

-32.84%

-3.17%

Max Drawdown (10Y)

Largest decline over 10 years

-47.98%

-48.75%

+0.77%

Current Drawdown

Current decline from peak

-6.94%

-2.73%

-4.21%

Average Drawdown

Average peak-to-trough decline

-14.68%

-22.65%

+7.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.87%

5.84%

+10.03%

Volatility

PANW vs. GS - Volatility Comparison

Palo Alto Networks, Inc. (PANW) has a higher volatility of 16.97% compared to The Goldman Sachs Group, Inc. (GS) at 11.84%. This indicates that PANW'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


PANWGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.97%

11.84%

+5.13%

Volatility (6M)

Calculated over the trailing 6-month period

32.33%

23.47%

+8.86%

Volatility (1Y)

Calculated over the trailing 1-year period

38.96%

28.55%

+10.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.72%

28.10%

+13.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.62%

29.87%

+8.75%

Dividends

PANW vs. GS - Dividend Comparison

PANW has not paid dividends to shareholders, while GS's dividend yield for the trailing twelve months is around 1.60%.


PositionTTM20252024202320222021202020192018201720162015
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%
PANW
Palo Alto Networks, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

PANW vs. GS - Financials Comparison

This section allows you to compare key financial metrics between Palo Alto Networks, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00B20222023202420252026
3.00B
17.23B
(PANW) Total Revenue
(GS) Total Revenue
Values in USD except per share items

PANW vs. GS - Profitability Comparison

The chart below illustrates the profitability comparison between Palo Alto Networks, Inc. and The Goldman Sachs Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
67.6%
98.2%
Portfolio components
PANW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Palo Alto Networks, Inc. reported a gross profit of 2.03B and revenue of 3.00B. Therefore, the gross margin over that period was 67.6%.

GS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Goldman Sachs Group, Inc. reported a gross profit of 16.91B and revenue of 17.23B. Therefore, the gross margin over that period was 98.2%.

PANW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Palo Alto Networks, Inc. reported an operating income of -186.00M and revenue of 3.00B, resulting in an operating margin of -6.2%.

GS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Goldman Sachs Group, Inc. reported an operating income of 6.49B and revenue of 17.23B, resulting in an operating margin of 37.7%.

PANW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Palo Alto Networks, Inc. reported a net income of -177.00M and revenue of 3.00B, resulting in a net margin of -5.9%.

GS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Goldman Sachs Group, Inc. reported a net income of 5.63B and revenue of 17.23B, resulting in a net margin of 32.7%.


Frequently Asked Questions


PANW and GS have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PANW has higher volatility (16.97%) compared to GS (11.84%). In terms of maximum drawdown, PANW dropped -47.98% vs GS's -78.84%.

GS currently has the higher Sharpe Ratio (2.59 vs 1.07), 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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