STT vs. GS
STT (State Street Corporation) and GS (The Goldman Sachs Group, Inc.) are both stocks. Both are in the Financial Services sector — STT in Asset Management, GS in Capital Markets. Over the past 10 years, STT returned 15.46%/yr vs 25.36%/yr for GS. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
STT vs. GS - Performance Comparison
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Returns By Period
In the year-to-date period, STT achieves a 36.44% return, which is significantly higher than GS's 27.09% return. Over the past 10 years, STT has underperformed GS with an annualized return of 15.46%, while GS has yielded a comparatively higher 25.36% annualized return.
STT
- 1D
- 3.21%
- 1M
- 12.84%
- YTD
- 36.44%
- 6M
- 34.50%
- 1Y
- 79.26%
- 3Y*
- 39.21%
- 5Y*
- 20.27%
- 10Y*
- 15.46%
GS
- 1D
- 0.89%
- 1M
- 11.49%
- YTD
- 27.09%
- 6M
- 24.26%
- 1Y
- 76.13%
- 3Y*
- 55.66%
- 5Y*
- 28.17%
- 10Y*
- 25.36%
STT vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STT State Street Corporation | 36.44% | 35.54% | 30.18% | 3.54% | -13.75% | 31.03% | -4.76% | 29.35% | -33.97% | 27.84% |
GS The Goldman Sachs Group, Inc. | 27.09% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
Correlation
The correlation between STT and GS is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since May 4, 1999 | 0.64 |
The correlation between STT and GS has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.
Fundamentals
STT:
$10.18
GS:
$57.41
STT:
17.06
GS:
19.27
STT:
1.73
GS:
2.49
STT:
2.22
GS:
3.14
STT:
$22.63B
GS:
$110.77B
STT:
$13.89B
GS:
$61.53B
STT:
$4.29B
GS:
$24.94B
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Return for Risk
STT vs. GS — Risk / Return Rank
STT
GS
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.
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.
| STT | GS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.43 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 6.76 | 3.94 | +2.82 |
| Martin ratioReturn relative to average drawdown | 20.63 | 13.07 | +7.55 |
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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.
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Drawdown Indicators
| STT | GS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.26% | -78.84% | -3.42% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -19.42% | +7.63% |
Max Drawdown (3Y)Largest decline over 3 years | -25.68% | -30.90% | +5.22% |
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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -20.46% | -22.63% | +2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 5.84% | -1.98% |
Volatility
STT vs. GS - Volatility Comparison
The current volatility for State Street Corporation (STT) is 7.06%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 10.02%. 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.
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Volatility by Period
| STT | GS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 10.02% | -2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 18.74% | 23.22% | -4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.08% | 28.46% | -3.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.30% | 28.03% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.94% | 29.87% | +3.07% |
Dividends
STT vs. GS - Dividend Comparison
STT's dividend yield for the trailing twelve months is around 1.89%, more than GS's 1.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 1.54% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
STT State Street Corporation | 1.89% | 2.42% | 2.18% | 3.41% | 3.09% | 2.34% | 2.86% | 2.50% | 2.82% | 1.64% | 1.85% | 1.99% |
Financials
STT vs. GS - Financials Comparison
This section allows you to compare key financial metrics between State Street 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
STT vs. GS - Profitability Comparison
STT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported a gross profit of 3.64B and revenue of 5.59B. Therefore, the gross margin over that period was 65.1%.
GS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Goldman Sachs Group, Inc. reported a gross profit of 16.91B and revenue of 17.23B. Therefore, the gross margin over that period was 98.2%.
STT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported an operating income of 918.00M and revenue of 5.59B, 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 Jun 2026, The Goldman Sachs Group, Inc. reported an operating income of 6.49B and revenue of 17.23B, resulting in an operating margin of 37.7%.
STT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported a net income of 747.00M and revenue of 5.59B, resulting in a net margin of 13.4%.
GS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Goldman Sachs Group, Inc. reported a net income of 5.63B and revenue of 17.23B, resulting in a net margin of 32.7%.
Frequently Asked Questions
STT and GS have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GS has higher volatility (10.02%) compared to STT (7.06%). In terms of maximum drawdown, STT dropped -82.26% vs GS's -78.84%.
STT currently has the higher Sharpe Ratio (3.18 vs 2.69), 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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