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

Key characteristics


SCHWGS
YTD Return8.37%8.95%
1Y Return40.49%26.02%
3Y Return (Ann)4.79%10.00%
5Y Return (Ann)12.16%18.69%
10Y Return (Ann)12.04%12.33%
Sharpe Ratio1.311.23
Daily Std Dev30.47%22.02%
Max Drawdown-86.79%-78.84%
Current Drawdown-19.75%-0.08%

Fundamentals


SCHWGS
Market Cap$134.13B$131.11B
EPS$2.39$25.65
PE Ratio30.7215.75
PEG Ratio1.193.14
Revenue (TTM)$18.46B$46.73B
Gross Profit (TTM)$20.17B$37.53B
EBITDA (TTM)$1.17B$10.30B

Correlation

-0.50.00.51.00.6

The correlation between SCHW and GS is 0.63, 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

SCHW vs. GS - Performance Comparison

In the year-to-date period, SCHW achieves a 8.37% return, which is significantly lower than GS's 8.95% return. Both investments have delivered pretty close results over the past 10 years, with SCHW having a 12.04% annualized return and GS not far ahead at 12.33%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2024FebruaryMarchApril
195.01%
725.86%
SCHW
GS

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The Charles Schwab Corporation

The Goldman Sachs Group, Inc.

Risk-Adjusted Performance

SCHW vs. GS - Risk-Adjusted Performance 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
Sharpe ratio
The chart of Sharpe ratio for SCHW, currently valued at 1.31, compared to the broader market-2.00-1.000.001.002.003.001.31
Sortino ratio
The chart of Sortino ratio for SCHW, currently valued at 2.15, compared to the broader market-4.00-2.000.002.004.002.15
Omega ratio
The chart of Omega ratio for SCHW, currently valued at 1.25, compared to the broader market0.501.001.501.25
Calmar ratio
The chart of Calmar ratio for SCHW, currently valued at 0.80, compared to the broader market0.001.002.003.004.005.000.80
Martin ratio
The chart of Martin ratio for SCHW, currently valued at 3.55, compared to the broader market0.0010.0020.0030.003.55
GS
Sharpe ratio
The chart of Sharpe ratio for GS, currently valued at 1.23, compared to the broader market-2.00-1.000.001.002.003.001.23
Sortino ratio
The chart of Sortino ratio for GS, currently valued at 1.97, compared to the broader market-4.00-2.000.002.004.001.97
Omega ratio
The chart of Omega ratio for GS, currently valued at 1.22, compared to the broader market0.501.001.501.22
Calmar ratio
The chart of Calmar ratio for GS, currently valued at 0.98, compared to the broader market0.001.002.003.004.005.000.98
Martin ratio
The chart of Martin ratio for GS, currently valued at 4.30, compared to the broader market0.0010.0020.0030.004.30

SCHW vs. GS - Sharpe Ratio Comparison

The current SCHW Sharpe Ratio is 1.31, which roughly equals the GS Sharpe Ratio of 1.23. The chart below compares the 12-month rolling Sharpe Ratio of SCHW and GS.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
1.31
1.23
SCHW
GS

Dividends

SCHW vs. GS - Dividend Comparison

SCHW's dividend yield for the trailing twelve months is around 1.35%, less than GS's 2.58% yield.


TTM20232022202120202019201820172016201520142013
SCHW
The Charles Schwab Corporation
1.35%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%0.92%
GS
The Goldman Sachs Group, Inc.
2.58%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%1.16%

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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-19.75%
-0.08%
SCHW
GS

Volatility

SCHW vs. GS - Volatility Comparison

The current volatility for The Charles Schwab Corporation (SCHW) is 4.84%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 7.17%. 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
4.84%
7.17%
SCHW
GS

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.


Quarterly
Annual

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



Values in USD except per share items