SCHW vs. GS
Compare and contrast key facts about The Charles Schwab Corporation (SCHW) and The Goldman Sachs Group, Inc. (GS).
Performance
SCHW vs. GS - Performance Comparison
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SCHW vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHW The Charles Schwab Corporation | -5.62% | 36.65% | 9.17% | -15.97% | 0.11% | 60.23% | 13.57% | 16.38% | -18.43% | 31.15% |
GS The Goldman Sachs Group, Inc. | -3.25% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
Fundamentals
SCHW:
$167.00B
GS:
$268.69B
SCHW:
$4.91
GS:
$54.19
SCHW:
19.15
GS:
15.61
SCHW:
1.09
GS:
2.02
SCHW:
6.31
GS:
2.14
SCHW:
54.97
GS:
2.15
SCHW:
$26.84B
GS:
$125.10B
SCHW:
$23.92B
GS:
$57.17B
SCHW:
$12.82B
GS:
$21.81B
Returns By Period
In the year-to-date period, SCHW achieves a -5.62% return, which is significantly lower than GS's -3.25% return. Over the past 10 years, SCHW has underperformed GS with an annualized return of 14.15%, while GS has yielded a comparatively higher 20.59% annualized return.
SCHW
- 1D
- 0.99%
- 1M
- -1.28%
- YTD
- -5.62%
- 6M
- -0.95%
- 1Y
- 21.53%
- 3Y*
- 23.31%
- 5Y*
- 8.59%
- 10Y*
- 14.15%
GS
- 1D
- 4.75%
- 1M
- -1.06%
- YTD
- -3.25%
- 6M
- 7.32%
- 1Y
- 58.07%
- 3Y*
- 40.67%
- 5Y*
- 23.83%
- 10Y*
- 20.59%
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Return for Risk
SCHW vs. GS — Risk / Return Rank
SCHW
GS
SCHW vs. GS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Charles Schwab Corporation (SCHW) 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.
| SCHW | GS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.82 | -0.93 |
Sortino ratioReturn per unit of downside risk | 1.24 | 2.35 | -1.11 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.33 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 3.04 | -1.51 |
Martin ratioReturn relative to average drawdown | 4.09 | 9.70 | -5.60 |
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
| SCHW | GS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.82 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.87 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.70 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.31 | +0.12 |
Correlation
The correlation between SCHW and GS is 0.62, 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.
Dividends
SCHW vs. GS - Dividend Comparison
SCHW's dividend yield for the trailing twelve months is around 1.20%, less than GS's 1.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHW The Charles Schwab Corporation | 1.20% | 1.08% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% |
GS The Goldman Sachs Group, Inc. | 1.83% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
Drawdowns
SCHW vs. GS - Drawdown Comparison
The maximum SCHW drawdown since its inception was -86.79%, which is greater than GS's maximum drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for SCHW and GS.
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Drawdown Indicators
| SCHW | GS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.79% | -78.84% | -7.95% |
Max Drawdown (1Y)Largest decline over 1 year | -14.61% | -19.42% | +4.81% |
Max Drawdown (5Y)Largest decline over 5 years | -49.70% | -32.84% | -16.86% |
Max Drawdown (10Y)Largest decline over 10 years | -51.08% | -48.75% | -2.33% |
Current DrawdownCurrent decline from peak | -12.04% | -12.85% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -35.65% | -22.75% | -12.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 6.08% | -0.64% |
Volatility
SCHW vs. GS - Volatility Comparison
The current volatility for The Charles Schwab Corporation (SCHW) is 4.62%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 9.44%. This indicates that SCHW 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.
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Volatility by Period
| SCHW | GS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 9.44% | -4.82% |
Volatility (6M)Calculated over the trailing 6-month period | 16.35% | 21.70% | -5.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.51% | 32.11% | -7.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.12% | 27.68% | +4.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.42% | 29.71% | +3.71% |
Financials
SCHW vs. GS - Financials Comparison
This section allows you to compare key financial metrics between The Charles Schwab 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.
Total Revenue: Total amount of money received from sales and other business activities
SCHW vs. GS - Profitability Comparison
SCHW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Charles Schwab Corporation reported a gross profit of 6.34B and revenue of 6.34B. Therefore, the gross margin over that period was 100.0%.
GS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Goldman Sachs Group, Inc. reported a gross profit of 13.35B and revenue of 30.13B. Therefore, the gross margin over that period was 44.3%.
SCHW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Charles Schwab Corporation reported an operating income of 3.18B and revenue of 6.34B, resulting in an operating margin of 50.2%.
GS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Goldman Sachs Group, Inc. reported an operating income of 3.63B and revenue of 30.13B, resulting in an operating margin of 12.1%.
SCHW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Charles Schwab Corporation reported a net income of 2.46B and revenue of 6.34B, resulting in a net margin of 38.8%.
GS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Goldman Sachs Group, Inc. reported a net income of 4.62B and revenue of 30.13B, resulting in a net margin of 15.3%.