UBS vs. GS
UBS (UBS Group AG) and GS (The Goldman Sachs Group, Inc.) are both stocks. Both are in the Financial Services sector — UBS in Banks - Diversified, GS in Capital Markets. Over the past 10 years, UBS returned 15.82%/yr vs 23.96%/yr for GS. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
UBS vs. GS - Performance Comparison
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Returns By Period
In the year-to-date period, UBS achieves a 3.43% return, which is significantly lower than GS's 20.04% return. Over the past 10 years, UBS has underperformed GS with an annualized return of 15.82%, while GS has yielded a comparatively higher 23.96% annualized return.
UBS
- 1D
- 0.60%
- 1M
- 4.55%
- YTD
- 3.43%
- 6M
- 16.80%
- 1Y
- 42.47%
- 3Y*
- 37.29%
- 5Y*
- 26.95%
- 10Y*
- 15.82%
GS
- 1D
- 0.61%
- 1M
- 12.08%
- YTD
- 20.04%
- 6M
- 21.74%
- 1Y
- 73.62%
- 3Y*
- 49.42%
- 5Y*
- 25.24%
- 10Y*
- 23.96%
UBS vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBS UBS Group AG | 3.43% | 60.21% | 2.03% | 67.65% | 5.92% | 27.93% | 17.99% | 7.15% | -32.68% | 21.53% |
GS The Goldman Sachs Group, Inc. | 20.04% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
Correlation
The correlation between UBS and GS is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2014 | 0.61 |
The correlation between UBS and GS has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.
Fundamentals
UBS:
$191.26B
GS:
$321.86B
UBS:
$2.24
GS:
$57.41
UBS:
21.14
GS:
18.20
UBS:
0.38
GS:
2.36
UBS:
2.58
GS:
2.97
UBS:
2.06
GS:
2.62
UBS:
$64.08B
GS:
$110.77B
UBS:
$42.48B
GS:
$61.53B
UBS:
$11.15B
GS:
$24.94B
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Return for Risk
UBS vs. GS — Risk / Return Rank
UBS
GS
UBS vs. GS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS Group AG (UBS) 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.
| UBS | GS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.43 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 3.81 | -2.17 |
| Martin ratioReturn relative to average drawdown | 4.36 | 12.74 | -8.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UBS | GS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 2.64 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.91 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.81 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.33 | +0.06 |
Drawdowns
UBS vs. GS - Drawdown Comparison
The maximum UBS drawdown since its inception was -61.38%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for UBS and GS.
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Drawdown Indicators
| UBS | GS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.38% | -78.84% | +17.46% |
Max Drawdown (1Y)Largest decline over 1 year | -26.07% | -19.42% | -6.65% |
Max Drawdown (3Y)Largest decline over 3 years | -27.00% | -30.90% | +3.90% |
Max Drawdown (5Y)Largest decline over 5 years | -33.41% | -32.84% | -0.57% |
Max Drawdown (10Y)Largest decline over 10 years | -61.38% | -48.75% | -12.63% |
Current DrawdownCurrent decline from peak | -2.74% | -4.36% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -19.25% | -22.62% | +3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.81% | 5.80% | +4.01% |
Volatility
UBS vs. GS - Volatility Comparison
The current volatility for UBS Group AG (UBS) is 7.09%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 10.56%. This indicates that UBS 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
| UBS | GS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.09% | 10.56% | -3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 20.67% | 23.02% | -2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.85% | 28.14% | -2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.31% | 28.03% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.38% | 29.84% | +0.54% |
Dividends
UBS vs. GS - Dividend Comparison
UBS's dividend yield for the trailing twelve months is around 1.16%, less than GS's 1.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 1.63% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
UBS UBS Group AG | 1.16% | 2.92% | 3.46% | 0.89% | 1.34% | 1.04% | 3.87% | 5.48% | 0.00% | 3.30% | 5.42% | 3.87% |
Financials
UBS vs. GS - Financials Comparison
This section allows you to compare key financial metrics between UBS Group AG 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
UBS vs. GS - Profitability Comparison
UBS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, UBS Group AG reported a gross profit of 14.51B and revenue of 20.20B. Therefore, the gross margin over that period was 71.8%.
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%.
UBS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, UBS Group AG reported an operating income of 3.77B and revenue of 20.20B, resulting in an operating margin of 18.7%.
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%.
UBS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, UBS Group AG reported a net income of 2.98B and revenue of 20.20B, resulting in a net margin of 14.8%.
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
UBS and GS have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GS has higher volatility (10.56%) compared to UBS (7.09%). In terms of maximum drawdown, UBS dropped -61.38% vs GS's -78.84%.
GS currently has the higher Sharpe Ratio (2.64 vs 1.65), 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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