WBS vs. GS

Last updated Apr 1, 2026

Compare and contrast key facts about Webster Financial Corporation (WBS) and The Goldman Sachs Group, Inc. (GS).

Performance

WBS vs. GS - Performance Comparison

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

WBS vs. GS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WBS Webster Financial Corporation	10.90%	17.31%	12.48%	11.48%	-12.51%	36.63%	-16.87%	11.54%	-10.38%	5.51%
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 WBS : $11.15B GS : $268.69B
EPS WBS : $6.12 GS : $54.19
PE Ratio WBS : 11.33 GS : 15.61
PEG Ratio WBS : 1.12 GS : 2.02
PS Ratio WBS : 2.57 GS : 2.14
PB Ratio WBS : 1.21 GS : 2.15
Total Revenue (TTM) WBS : $4.42B GS : $125.10B
Gross Profit (TTM) WBS : $2.69B GS : $57.17B
EBITDA (TTM) WBS : $1.31B GS : $21.81B

Returns By Period

In the year-to-date period, WBS achieves a 10.90% return, which is significantly higher than GS's -3.25% return. Over the past 10 years, WBS has underperformed GS with an annualized return of 10.23%, while GS has yielded a comparatively higher 20.59% annualized return.

WBS

• 1D: 2.21%
• 1M: -3.76%
• YTD: 10.90%
• 6M: 18.25%
• 1Y: 38.45%
• 3Y*: 24.82%
• 5Y*: 7.72%
• 10Y*: 10.23%

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

WBS vs. GS — Risk / Return Rank

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

WBS

WBS Risk / Return Rank: 76
WBS Sharpe Ratio Rank: 76
WBS Sortino Ratio Rank: 70
WBS Omega Ratio Rank: 75
WBS Calmar Ratio Rank: 79
WBS Martin Ratio Rank: 81

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.

WBS vs. GS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Webster Financial Corporation (WBS) 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.

	WBS	GS	Difference
Sharpe ratio Return per unit of total volatility	1.09	1.82	-0.72
Sortino ratio Return per unit of downside risk	1.58	2.35	-0.76
Omega ratio Gain probability vs. loss probability	1.24	1.33	-0.09
Calmar ratio Return relative to maximum drawdown	2.10	3.04	-0.94
Martin ratio Return relative to average drawdown	6.34	9.70	-3.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WBS vs. GS - Sharpe Ratio Comparison

The current WBS Sharpe Ratio is 1.09, which is lower than the GS Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of WBS 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

	WBS	GS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	1.82	-0.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	0.87	-0.66
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	0.70	-0.44
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.31	-0.08

Correlation

The correlation between WBS and GS is 0.56, 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

WBS vs. GS - Dividend Comparison

WBS's dividend yield for the trailing twelve months is around 2.30%, more than GS's 1.83% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WBS Webster Financial Corporation	2.30%	2.54%	2.90%	3.15%	3.38%	2.87%	3.80%	2.87%	2.54%	1.83%	1.81%	2.39%
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

WBS vs. GS - Drawdown Comparison

The maximum WBS drawdown since its inception was -93.72%, which is greater than GS's maximum drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for WBS and GS.

Drawdown Indicators

	WBS	GS	Difference
Max Drawdown Largest peak-to-trough decline	-93.72%	-78.84%	-14.88%
Max Drawdown (1Y) Largest decline over 1 year	-18.90%	-19.42%	+0.52%
Max Drawdown (5Y) Largest decline over 5 years	-47.90%	-32.84%	-15.06%
Max Drawdown (10Y) Largest decline over 10 years	-71.99%	-48.75%	-23.24%
Current Drawdown Current decline from peak	-5.97%	-12.85%	+6.88%
Average Drawdown Average peak-to-trough decline	-23.78%	-22.75%	-1.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.29%	6.08%	+0.21%

Volatility

WBS vs. GS - Volatility Comparison

The current volatility for Webster Financial Corporation (WBS) is 6.62%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 9.44%. This indicates that WBS 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

	WBS	GS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.62%	9.44%	-2.82%
Volatility (6M) Calculated over the trailing 6-month period	20.21%	21.70%	-1.49%
Volatility (1Y) Calculated over the trailing 1-year period	35.35%	32.11%	+3.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.94%	27.68%	+9.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.93%	29.71%	+10.22%

Financials

WBS vs. GS - Profitability Comparison

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

WBS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Webster Financial Corporation reported a gross profit of 704.20M and revenue of 1.13B. Therefore, the gross margin over that period was 62.2%.

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%.

WBS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Webster Financial Corporation reported an operating income of 320.97M and revenue of 1.13B, resulting in an operating margin of 28.3%.

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%.

WBS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Webster Financial Corporation reported a net income of 255.82M and revenue of 1.13B, resulting in a net margin of 22.6%.

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%.