RISR vs. GS
RISR (FolioBeyond Alternative Income and Interest Rate Hedge ETF) is Nontraditional Bonds fund actively managed by FolioBeyond, while GS (The Goldman Sachs Group, Inc.) is a stock. Over the past 3 years, RISR returned 10.98%/yr vs 49.31%/yr for GS. At a correlation of -0.04, they often move in opposite directions.
Performance
RISR vs. GS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RISR achieves a 3.07% return, which is significantly lower than GS's 22.08% return.
RISR
- 1D
- -0.18%
- 1M
- -0.33%
- YTD
- 3.07%
- 6M
- 3.20%
- 1Y
- 5.26%
- 3Y*
- 10.98%
- 5Y*
- —
- 10Y*
- —
GS
- 1D
- 2.62%
- 1M
- 12.54%
- YTD
- 22.08%
- 6M
- 20.84%
- 1Y
- 76.70%
- 3Y*
- 49.31%
- 5Y*
- 25.98%
- 10Y*
- 24.48%
RISR vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 3.07% | 4.63% | 24.20% | 7.02% | 31.98% | -0.04% |
GS The Goldman Sachs Group, Inc. | 22.08% | 56.64% | 52.03% | 15.91% | -7.87% | 1.73% |
Correlation
The correlation between RISR and GS is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2021 | -0.04 |
The correlation between RISR and GS shifts across timeframes, from -0.20 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RISR vs. GS — Risk / Return Rank
RISR
GS
RISR vs. GS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) 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.
| RISR | GS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.41 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 3.80 | -1.97 |
| Martin ratioReturn relative to average drawdown | 4.33 | 12.61 | -8.28 |
Loading charts...
Drawdowns
RISR vs. GS - Drawdown Comparison
The maximum RISR drawdown since its inception was -14.31%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for RISR and GS.
Loading charts...
Drawdown Indicators
| RISR | GS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.31% | -78.84% | +64.53% |
Max Drawdown (1Y)Largest decline over 1 year | -2.61% | -19.42% | +16.81% |
Max Drawdown (3Y)Largest decline over 3 years | -8.07% | -30.90% | +22.83% |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.75% | — |
Current DrawdownCurrent decline from peak | -0.44% | -2.73% | +2.29% |
Average DrawdownAverage peak-to-trough decline | -2.17% | -22.65% | +20.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 5.84% | -4.74% |
Volatility
RISR vs. GS - Volatility Comparison
The current volatility for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) is 1.30%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 11.84%. This indicates that RISR 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.
Loading charts...
Volatility by Period
| RISR | GS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 11.84% | -10.54% |
Volatility (6M)Calculated over the trailing 6-month period | 3.98% | 23.47% | -19.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.45% | 28.55% | -23.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.82% | 28.10% | -16.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.82% | 29.87% | -18.05% |
Dividends
RISR vs. GS - Dividend Comparison
RISR's dividend yield for the trailing twelve months is around 5.91%, 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% |
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 5.91% | 5.95% | 5.67% | 7.96% | 4.26% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RISR 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.
GS has higher volatility (11.84%) compared to RISR (1.30%). In terms of maximum drawdown, RISR dropped -14.31% vs GS's -78.84%.
GS currently has the higher Sharpe Ratio (2.59 vs 0.87), 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.
Find the right allocation for RISR and GS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer