SCHW vs. GS
Compare and contrast key facts about The Charles Schwab Corporation (SCHW) and The Goldman Sachs Group, Inc. (GS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHW or GS.
Key characteristics
| SCHW | GS | |
|---|---|---|
| YTD Return | -3.02% | 29.14% |
| 1Y Return | 1.00% | 41.65% |
| 3Y Return (Ann) | 0.44% | 12.37% |
| 5Y Return (Ann) | 10.11% | 20.21% |
| 10Y Return (Ann) | 10.34% | 13.01% |
| Sharpe Ratio | 0.10 | 2.03 |
| Daily Std Dev | 28.46% | 21.11% |
| Max Drawdown | -86.79% | -78.84% |
| Current Drawdown | -28.18% | -2.25% |
Fundamentals
| SCHW | GS | |
|---|---|---|
| Market Cap | $119.09B | $156.94B |
| EPS | $2.40 | $31.15 |
| PE Ratio | 27.14 | 15.62 |
| PEG Ratio | 1.19 | 3.14 |
| Total Revenue (TTM) | $15.51B | $55.23B |
| Gross Profit (TTM) | $9.58B | $28.23B |
| EBITDA (TTM) | $2.26B | $3.02B |
Correlation
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 -3.02% return, which is significantly lower than GS's 29.14% return. Over the past 10 years, SCHW has underperformed GS with an annualized return of 10.34%, while GS has yielded a comparatively higher 13.01% 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
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.
Dividends
SCHW vs. GS - Dividend Comparison
SCHW's dividend yield for the trailing twelve months is around 1.51%, less than GS's 2.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHW The Charles Schwab Corporation | 1.51% | 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. | 2.24% | 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.
Volatility
SCHW vs. GS - Volatility Comparison
The Charles Schwab Corporation (SCHW) has a higher volatility of 14.10% compared to The Goldman Sachs Group, Inc. (GS) at 6.58%. This indicates that SCHW'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.
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