PCKPX vs. GS
Compare and contrast key facts about PIMCO StocksPLUS Small Fund (PCKPX) and The Goldman Sachs Group, Inc. (GS).
PCKPX is managed by PIMCO. It was launched on Apr 30, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PCKPX or GS.
Key characteristics
| PCKPX | GS | |
|---|---|---|
| YTD Return | 4.55% | 21.27% |
| 1Y Return | 20.95% | 45.14% |
| 3Y Return (Ann) | -2.23% | 10.80% |
| 5Y Return (Ann) | 6.84% | 21.63% |
| 10Y Return (Ann) | 7.71% | 13.58% |
| Sharpe Ratio | 1.16 | 2.26 |
| Daily Std Dev | 20.45% | 21.83% |
| Max Drawdown | -55.55% | -78.84% |
| Current Drawdown | -14.62% | -0.34% |
Correlation
The correlation between PCKPX and GS is 0.65, 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.
Performance
PCKPX vs. GS - Performance Comparison
In the year-to-date period, PCKPX achieves a 4.55% return, which is significantly lower than GS's 21.27% return. Over the past 10 years, PCKPX has underperformed GS with an annualized return of 7.71%, while GS has yielded a comparatively higher 13.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PCKPX vs. GS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Small Fund (PCKPX) 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.
Dividends
PCKPX vs. GS - Dividend Comparison
PCKPX's dividend yield for the trailing twelve months is around 3.41%, more than GS's 2.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCKPX PIMCO StocksPLUS Small Fund | 3.41% | 2.31% | 26.78% | 19.38% | 5.69% | 5.92% | 12.87% | 5.82% | 3.37% | 8.93% | 12.56% | 13.24% |
GS The Goldman Sachs Group, Inc. | 2.31% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% | 1.16% |
Drawdowns
PCKPX vs. GS - Drawdown Comparison
The maximum PCKPX drawdown since its inception was -55.55%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for PCKPX and GS. For additional features, visit the drawdowns tool.
Volatility
PCKPX vs. GS - Volatility Comparison
PIMCO StocksPLUS Small Fund (PCKPX) and The Goldman Sachs Group, Inc. (GS) have volatilities of 4.83% and 4.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.