GS Performance Analysis: Goldman Sachs | 43.9% 12M Return

12M Return: 43.9% | +23.5% vs S&P 500 | Volatility: 30.6% | Relative Strength, Momentum & Peer Ranking

RS IBD 73.01
Top 26% in Peers
Idiosyncratic Score 76.68
Top 30% in Peers
Total Return 3m 18.4%
Top 63% in Peers
Total Return 12m 43.92%
Top 26% in Peers
P/E
P/E Trailing18.7
P/E Forward17.3
High / Low 52w
52 Week High1115.98 USD
52 Week Low681.00 USD
Sentiment
Buy Signal ±30.22
VRO Trend ±10053.33
Drawdowns 3y
Max Drawdown30.90%
Median Drawdown2.73%
Compare vs 29 peers in Investment Banking & Brokerage
Total Return: GS vs Peers Total Return of Goldman Sachs versus broad market ETF SPY
5y Drawdown (Underwater) Chart 5 Year Drawdown / Underwater Chart for GS Performance Analysis: Goldman Sachs | 43.9% 12M Return

Detailed Performance Metrics Updated: 2026-07-04 09:13

Risk-Adjusted Return
CAGR 52.1%
CAGR / Max DD 1.69
CAGR / Mean DD 10.81
CAGR / Median DD 19.07
Market Sensitivity & Volatility
ATR % 3.14%
Beta 1.539
Beta Downside 1.508
Alpha 15.99%
CAPM 11.40%
Trend & Momentum
Current Price 1.02K USD
SMA 20 Distance +1.87%
SMA 50 Distance -2.43%
SMA 200 Distance -13.55%
RSI 14 47.0
EMA8 Dist. Percentile 19.6%
Distance to 52W High -8.51%
Hurst Exponent 0.412
Key Levels
Support / Resistance (price, strength)
930.3 (1.3) 956.2 (1.17) 1110.7 (0.5)
Pivot Points (date, price, move %)
2025-10-17: 740 2026-01-16: 984.7 (+33.07%) 2026-03-13: 780.5 (-20.74%) 2026-06-18: 1125 (+44.14%) 2026-07-01: 1003 (-10.84%)
Structural Changepoints
2025-11-18 2025-12-11 2026-06-02 2026-06-10 2026-06-17
Peer Rankings higher = better
METRIC GS PERCENTILE RANK
RS IBD 73.01 74.1
Performance 1M -1.92% 15.5
Performance 3M 18.41% 63.8
Performance 6M 8.69% 63.8
Performance 12M 43.92% 74.1
Sharpe Ratio 1.31 84.5

Top Performer in Investment Banking & Brokerage 5 of 29 peers

Short Term Performance
SYMBOL 1W 1M 3M
BULL 10.14% 21.53% 45.14%
SNEX -12.19% 10.53% 40.81%
MRX -2.50% 15.99% 36.24%
VIRT 1.18% 21.64% 30.70%
SAVE 2.73% 15.32% 23.02%
GS -4.14% -1.92% 18.41%
Long Term Performance
SYMBOL 6M 12M 5Y
SNEX 77.92% 92.76% 546.01%
OPY 48.34% 65.20% 157.59%
MRX 58.69% 63.17% 240.49%
SAVE 42.41% 44.04% 210.39%
GS 8.69% 43.92% 213.47%
VIRT 85.13% 42.00% 169.63%

Compare GS vs S&P 500

Total Return vs S&P 500
PERIOD GS S&P 500
1 Week -4.14% 1.43%
1 Month -1.92% -1.00%
3 Months 18.41% 13.32%
6 Months 8.69% 8.87%
12 Months 43.92% 20.42%
5 Years 213.47% 83.42%

FAQ

Does GS outperform the market?

Yes, GS significantly outperforms the market. Over the past 12 months, GS returned 43.92% compared to 20.42% for the S&P 500.

What is the GS return over the last 12 months?

GS has returned 43.92% over the past 12 months, including dividends. Over 3 months the return was 18.41%, and over 5 years 213.47%.

How risky is GS?

GS has relatively low risk with a maximum drawdown of 30.90% over the past 3 years. The average drawdown is 4.82%.

GS vs Sectors 12m

Relative Performance vs S&P Sectors Sorted by outperformance, Positive = GS beats sector.
SECTOR ETF DIFFERENCE 12M
Communication Services XLC 41.2%
Financials XLF 37.7%
Consumer Staples XLP 37.6%
Consumer Discretionary XLY 37.2%
Real Estate XLRE 33.4%
Real Estate XLRE 33.4%
Materials XLB 28%
Health Care XLV 21%
Industrials XLI 19.3%
Energy XLE 17.8%
Technology XLK 2.6%

GS vs Asset Classes 12m

Relative Performance vs Major Asset Classes
ASSET CLASS ETF DIFFERENCE 12M
S&P 500 SPY 23.5%
Emerging Market EEM 6.5%
Gold GLD 20.8%
Long-Term Bonds TLT 41.1%
Risk-Free Cash SHY 40.8%