STT vs. GS
Compare and contrast key facts about State Street Corporation (STT) 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: STT or GS.
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.
Performance
STT vs. GS - Performance Comparison
Key characteristics
STT:
0.08
GS:
0.52
STT:
0.27
GS:
0.91
STT:
1.04
GS:
1.13
STT:
0.08
GS:
0.55
STT:
0.38
GS:
2.54
STT:
5.46%
GS:
6.38%
STT:
25.65%
GS:
31.23%
STT:
-82.26%
GS:
-78.84%
STT:
-24.77%
GS:
-29.61%
Fundamentals
STT:
$22.01B
GS:
$146.32B
STT:
$8.21
GS:
$40.54
STT:
9.29
GS:
11.61
STT:
0.81
GS:
5.62
STT:
$11.84B
GS:
$39.30B
STT:
$11.62B
GS:
$39.30B
STT:
$2.03B
GS:
$14.93B
Returns By Period
In the year-to-date period, STT achieves a -21.04% return, which is significantly lower than GS's -17.37% return. Over the past 10 years, STT has underperformed GS with an annualized return of 2.85%, while GS has yielded a comparatively higher 11.45% annualized return.
STT
-21.04%
-14.22%
-11.23%
4.10%
9.87%
2.85%
GS
-17.37%
-15.88%
-3.97%
17.92%
26.32%
11.45%
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Risk-Adjusted Performance
STT vs. GS — Risk-Adjusted Performance Rank
STT
GS
STT vs. GS - Risk-Adjusted Performance 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.
Dividends
STT vs. GS - Dividend Comparison
STT's dividend yield for the trailing twelve months is around 3.90%, more than GS's 2.50% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STT State Street Corporation | 3.90% | 2.18% | 3.41% | 3.09% | 2.34% | 2.86% | 2.50% | 2.82% | 1.64% | 1.85% | 1.99% | 1.48% |
GS The Goldman Sachs Group, Inc. | 2.50% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% |
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. For additional features, visit the drawdowns tool.
Volatility
STT vs. GS - Volatility Comparison
The current volatility for State Street Corporation (STT) is 13.17%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 15.46%. 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.
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