STT vs. GS

Last updated Apr 1, 2026

Compare and contrast key facts about State Street Corporation (STT) and The Goldman Sachs Group, Inc. (GS).

Performance

STT vs. GS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Corporation (STT) and The Goldman Sachs Group, Inc. (GS). The values are adjusted to include any dividend payments, if applicable.

STT vs. GS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STT State Street Corporation	-1.26%	35.54%	30.18%	3.54%	-13.75%	31.03%	-4.76%	29.35%	-33.97%	27.84%
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

Market Cap STT : $36.05B GS : $268.69B
EPS STT : $10.23 GS : $54.19
PE Ratio STT : 12.37 GS : 15.61
PEG Ratio STT : 1.26 GS : 2.02
PS Ratio STT : 1.61 GS : 2.14
PB Ratio STT : 1.48 GS : 2.15
Total Revenue (TTM) STT : $22.65B GS : $125.10B
Gross Profit (TTM) STT : $10.25B GS : $57.17B
EBITDA (TTM) STT : $4.10B GS : $21.81B

Returns By Period

In the year-to-date period, STT achieves a -1.26% return, which is significantly higher than GS's -3.25% return. Over the past 10 years, STT has underperformed GS with an annualized return of 11.01%, while GS has yielded a comparatively higher 20.59% annualized return.

STT

• 1D: 2.54%
• 1M: -1.60%
• YTD: -1.26%
• 6M: 10.61%
• 1Y: 45.59%
• 3Y*: 22.39%
• 5Y*: 11.67%
• 10Y*: 11.01%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

STT vs. GS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STT

STT Risk / Return Rank: 85
STT Sharpe Ratio Rank: 86
STT Sortino Ratio Rank: 79
STT Omega Ratio Rank: 82
STT Calmar Ratio Rank: 86
STT Martin Ratio Rank: 89

GS

GS Risk / Return Rank: 87
GS Sharpe Ratio Rank: 89
GS Sortino Ratio Rank: 85
GS Omega Ratio Rank: 86
GS Calmar Ratio Rank: 86
GS Martin Ratio Rank: 89

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STT vs. GS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Corporation (STT) 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.

	STT	GS	Difference
Sharpe ratio Return per unit of total volatility	1.60	1.82	-0.22
Sortino ratio Return per unit of downside risk	1.99	2.35	-0.35
Omega ratio Gain probability vs. loss probability	1.30	1.33	-0.03
Calmar ratio Return relative to maximum drawdown	2.91	3.04	-0.12
Martin ratio Return relative to average drawdown	10.12	9.70	+0.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STT vs. GS - Sharpe Ratio Comparison

The current STT Sharpe Ratio is 1.60, which is comparable to the GS Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of STT and GS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	STT	GS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.60	1.82	-0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	0.87	-0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	0.70	-0.36
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.31	-0.02

Correlation

The correlation between STT and GS is 0.64, 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

STT vs. GS - Dividend Comparison

STT's dividend yield for the trailing twelve months is around 2.53%, more than GS's 1.83% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STT State Street Corporation	2.53%	2.42%	2.18%	3.41%	3.09%	2.34%	2.86%	2.50%	2.82%	1.64%	1.85%	1.99%
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

STT vs. GS - Drawdown Comparison

The maximum STT drawdown since its inception was -82.26%, roughly equal to the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for STT and GS.

Drawdown Indicators

	STT	GS	Difference
Max Drawdown Largest peak-to-trough decline	-82.26%	-78.84%	-3.42%
Max Drawdown (1Y) Largest decline over 1 year	-15.92%	-19.42%	+3.50%
Max Drawdown (5Y) Largest decline over 5 years	-41.45%	-32.84%	-8.61%
Max Drawdown (10Y) Largest decline over 10 years	-59.59%	-48.75%	-10.84%
Current Drawdown Current decline from peak	-7.14%	-12.85%	+5.71%
Average Drawdown Average peak-to-trough decline	-20.57%	-22.75%	+2.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.59%	6.08%	-1.49%

Volatility

STT vs. GS - Volatility Comparison

The current volatility for State Street Corporation (STT) is 7.96%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 9.44%. This indicates that STT 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.

Volatility by Period

	STT	GS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.96%	9.44%	-1.48%
Volatility (6M) Calculated over the trailing 6-month period	18.89%	21.70%	-2.81%
Volatility (1Y) Calculated over the trailing 1-year period	28.60%	32.11%	-3.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.48%	27.68%	+2.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.94%	29.71%	+3.23%

Financials

STT vs. GS - Profitability Comparison

The chart below illustrates the profitability comparison between State Street Corporation and The Goldman Sachs Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

STT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, State Street Corporation reported a gross profit of 0.00 and revenue of 5.61B. Therefore, the gross margin over that period was 0.0%.

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%.

STT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, State Street Corporation reported an operating income of 918.00M and revenue of 5.61B, resulting in an operating margin of 16.4%.

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%.

STT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, State Street Corporation reported a net income of 747.00M and revenue of 5.61B, resulting in a net margin of 13.3%.

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%.