WBS vs. GS
WBS (Webster Financial Corporation) and GS (The Goldman Sachs Group, Inc.) are both stocks. Both are in the Financial Services sector — WBS in Banks - Regional, GS in Capital Markets. Over the past 10 years, WBS returned 11.02%/yr vs 22.78%/yr for GS. Their 0.56 correlation means they have sometimes moved together and sometimes differently.
Performance
WBS vs. GS - Performance Comparison
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Returns By Period
In the year-to-date period, WBS achieves a 25.17% return, which is significantly higher than GS's 17.98% return. Over the past 10 years, WBS has underperformed GS with an annualized return of 11.02%, while GS has yielded a comparatively higher 22.78% annualized return.
WBS
- 1D
- 0.91%
- 1M
- 1.56%
- 6M
- 19.36%
- YTD
- 25.17%
- 1Y
- 42.66%
- 3Y*
- 22.59%
- 5Y*
- 13.39%
- 10Y*
- 11.02%
- ALL TIME*
- 9.54%
GS
- 1D
- 0.85%
- 1M
- 0.59%
- 6M
- 9.58%
- YTD
- 17.98%
- 1Y
- 47.66%
- 3Y*
- 46.11%
- 5Y*
- 25.13%
- 10Y*
- 22.78%
- ALL TIME*
- 11.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.08B | $2.12B | $2.27B | |
| $327.85M | $305.78M | $268.74M |
WBS vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WBS Webster Financial Corporation | 25.17% | 17.31% | 12.48% | 11.48% | -12.51% | 36.63% | -16.87% | 11.54% | -10.38% | 5.51% |
GS The Goldman Sachs Group, Inc. | 17.98% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
Correlation
The correlation between WBS and GS is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since May 4, 1999 | 0.56 |
The correlation between WBS and GS has been stable across timeframes, ranging from 0.55 to 0.65 - a consistent structural relationship.
Fundamentals
WBS:
$12.63B
GS:
$302.99B
WBS:
$6.33
GS:
$67.36
WBS:
12.32
GS:
15.25
WBS:
1.22
GS:
1.97
WBS:
2.94
GS:
2.71
WBS:
1.32
GS:
1.88
WBS:
$4.27B
GS:
$117.94B
WBS:
$2.03B
GS:
$67.57B
WBS:
$976.73M
GS:
$31.39B
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Return for Risk
WBS vs. GS — Risk / Return Rank
WBS
GS
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.
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.
| WBS | GS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.27 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | 2.47 | +0.59 |
| Martin ratioReturn relative to average drawdown | 9.25 | 7.55 | +1.70 |
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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.
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Drawdown Indicators
| WBS | GS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.72% | -78.84% | -14.88% |
Max Drawdown (1Y)Largest decline over 1 year | -14.02% | -19.42% | +5.40% |
Max Drawdown (3Y)Largest decline over 3 years | -33.08% | -30.90% | -2.18% |
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 DrawdownCurrent decline from peak | 0.00% | -10.85% | +10.85% |
Average DrawdownAverage peak-to-trough decline | -23.59% | -22.56% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.62% | 6.33% | -1.71% |
Volatility
WBS vs. GS - Volatility Comparison
The current volatility for Webster Financial Corporation (WBS) is 4.81%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 14.40%. 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.
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Volatility by Period
| WBS | GS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 14.40% | -9.59% |
Volatility (6M)Calculated over the trailing 6-month period | 14.10% | 26.03% | -11.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.97% | 31.49% | -7.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.76% | 28.61% | +7.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.60% | 30.07% | +9.53% |
Dividends
WBS vs. GS - Dividend Comparison
WBS's dividend yield for the trailing twelve months is around 2.05%, more than GS's 1.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 1.66% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
WBS Webster Financial Corporation | 2.05% | 2.54% | 2.90% | 3.15% | 3.38% | 2.87% | 3.80% | 2.87% | 2.54% | 1.83% | 1.81% | 2.39% |
Financials
WBS vs. GS - Financials Comparison
This section allows you to compare key financial metrics between Webster Financial 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
WBS vs. GS - Profitability Comparison
WBS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Webster Financial Corporation reported a gross profit of 0.00 and revenue of 1.01B. Therefore, the gross margin over that period was 0.0%.
GS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Goldman Sachs Group, Inc. reported a gross profit of 20.24B and revenue of 38.43B. Therefore, the gross margin over that period was 52.7%.
WBS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Webster Financial Corporation reported an operating income of 0.00 and revenue of 1.01B, resulting in an operating margin of 0.0%.
GS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Goldman Sachs Group, Inc. reported an operating income of 11.52B and revenue of 38.43B, resulting in an operating margin of 30.0%.
WBS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Webster Financial Corporation reported a net income of 256.79M and revenue of 1.01B, resulting in a net margin of 25.3%.
GS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Goldman Sachs Group, Inc. reported a net income of 6.63B and revenue of 38.43B, resulting in a net margin of 17.3%.
Frequently Asked Questions
WBS and GS have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GS has higher volatility (14.40%) compared to WBS (4.81%). In terms of maximum drawdown, WBS dropped -93.72% vs GS's -78.84%.
WBS currently has the higher Sharpe Ratio (1.79 vs 1.52), 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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