SCHW vs. GS
SCHW (The Charles Schwab Corporation) and GS (The Goldman Sachs Group, Inc.) are both stocks. Both operate in the Capital Markets industry within the Financial Services sector. Over the past 10 years, SCHW returned 15.65%/yr vs 23.14%/yr for GS. Their 0.61 correlation means they have sometimes moved together and sometimes differently.
Performance
SCHW vs. GS - Performance Comparison
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Returns By Period
In the year-to-date period, SCHW achieves a 6.07% return, which is significantly lower than GS's 16.98% return. Over the past 10 years, SCHW has underperformed GS with an annualized return of 15.65%, while GS has yielded a comparatively higher 23.14% annualized return.
SCHW
- 1D
- 0.87%
- 1M
- 8.49%
- 6M
- 1.98%
- YTD
- 6.07%
- 1Y
- 11.56%
- 3Y*
- 18.65%
- 5Y*
- 10.60%
- 10Y*
- 15.65%
- ALL TIME*
- 19.09%
GS
- 1D
- -0.63%
- 1M
- -0.26%
- 6M
- 9.93%
- YTD
- 16.98%
- 1Y
- 46.41%
- 3Y*
- 45.09%
- 5Y*
- 25.12%
- 10Y*
- 23.14%
- ALL TIME*
- 11.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.08B | $2.11B | $2.25B | |
| $904.80M | $877.50M | $995.78M |
SCHW vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHW The Charles Schwab Corporation | 6.07% | 36.65% | 9.17% | -15.97% | 0.11% | 60.23% | 13.57% | 16.38% | -18.43% | 31.15% |
GS The Goldman Sachs Group, Inc. | 16.98% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
Correlation
The correlation between SCHW and GS is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since May 4, 1999 | 0.61 |
Over the past year, the correlation between SCHW and GS has dropped to 0.38 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
Fundamentals
SCHW:
$183.03B
GS:
$300.43B
SCHW:
$5.70
GS:
$67.36
SCHW:
18.46
GS:
15.12
SCHW:
1.05
GS:
1.96
SCHW:
9.00
GS:
2.69
SCHW:
59.37
GS:
1.86
SCHW:
$20.71B
GS:
$117.94B
SCHW:
$14.76B
GS:
$67.57B
SCHW:
$11.42B
GS:
$31.39B
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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.
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.
| SCHW | GS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.25 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | 2.25 | -1.80 |
| Martin ratioReturn relative to average drawdown | 1.00 | 6.94 | -5.94 |
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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 | -19.83% | -19.42% | -0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -24.94% | -30.90% | +5.96% |
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 | -1.15% | -11.60% | +10.45% |
Average DrawdownAverage peak-to-trough decline | -35.43% | -22.57% | -12.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.08% | 6.30% | +2.78% |
Volatility
SCHW vs. GS - Volatility Comparison
The current volatility for The Charles Schwab Corporation (SCHW) is 6.44%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 14.38%. 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 | 6.44% | 14.38% | -7.94% |
Volatility (6M)Calculated over the trailing 6-month period | 20.80% | 26.02% | -5.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.34% | 31.51% | -6.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.11% | 28.60% | +3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.11% | 30.06% | +3.05% |
Dividends
SCHW vs. GS - Dividend Comparison
SCHW's dividend yield for the trailing twelve months is around 1.12%, less than GS's 1.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 1.67% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
SCHW The Charles Schwab Corporation | 1.12% | 1.08% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% |
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
Frequently Asked Questions
SCHW and GS have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GS has higher volatility (14.38%) compared to SCHW (6.44%). In terms of maximum drawdown, SCHW dropped -86.79% vs GS's -78.84%.
GS currently has the higher Sharpe Ratio (1.39 vs 0.36), 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.
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