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.
Key characteristics
| STT | GS | |
|---|---|---|
| YTD Return | 24.91% | 55.51% |
| 1Y Return | 39.99% | 79.15% |
| 3Y Return (Ann) | 1.47% | 16.46% |
| 5Y Return (Ann) | 8.87% | 24.83% |
| 10Y Return (Ann) | 5.04% | 14.22% |
| Sharpe Ratio | 1.98 | 3.03 |
| Sortino Ratio | 2.75 | 4.21 |
| Omega Ratio | 1.35 | 1.56 |
| Calmar Ratio | 1.42 | 4.75 |
| Martin Ratio | 9.38 | 30.85 |
| Ulcer Index | 4.44% | 2.55% |
| Daily Std Dev | 20.98% | 25.96% |
| Max Drawdown | -82.26% | -78.84% |
| Current Drawdown | -2.72% | -2.28% |
Fundamentals
| STT | GS | |
|---|---|---|
| Market Cap | $27.91B | $189.08B |
| EPS | $6.38 | $33.54 |
| PE Ratio | 14.92 | 17.67 |
| PEG Ratio | 0.64 | 4.07 |
| Total Revenue (TTM) | $19.22B | $69.79B |
| Gross Profit (TTM) | $18.77B | $52.24B |
| EBITDA (TTM) | $1.11B | $18.43B |
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
In the year-to-date period, STT achieves a 24.91% return, which is significantly lower than GS's 55.51% return. Over the past 10 years, STT has underperformed GS with an annualized return of 5.04%, while GS has yielded a comparatively higher 14.22% 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
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 3.00%, more than GS's 1.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STT State Street Corporation | 3.00% | 3.41% | 3.09% | 2.34% | 2.86% | 2.50% | 2.82% | 1.64% | 1.85% | 1.99% | 1.48% | 1.42% |
GS The Goldman Sachs Group, Inc. | 1.91% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% | 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 6.88%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 14.15%. 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