GS Performance Analysis - Goldman Sachs | 15.4% 12M Return

12M Return: 15.4% | +3.1% vs S&P 500 | Volatility: 34.6% | Relative Strength, Momentum & Peer Ranking

RS IBD 29.54
Top 32% in Peers
Idiosyncratic Score 37.07
Top 44% in Peers
Total Return 3m -12.3%
Top 43% in Peers
Total Return 12m 15.44%
Top 35% in Peers
P/E
P/E Trailing13.0
P/E Forward12.8
High / Low 52w
52 Week High1148.37 USD
52 Week Low757.30 USD
Sentiment
Buy Signal ±3-0.30
VRO Trend ±10033.97
Drawdowns 3y
Max Drawdown30.90%
Median Drawdown2.72%
Compare vs 33 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 | 15.4% 12M Return

Detailed Performance Metrics Updated: 2026-10-31 03:04

Risk-Adjusted Return
CAGR 43.4%
CAGR / Max DD 1.40
CAGR / Mean DD 8.13
CAGR / Median DD 15.96
Market Sensitivity & Volatility
ATR % 2.50%
Beta 1.699
Beta Downside 1.839
Alpha 0.38%
CAPM 11.34%
Trend & Momentum
Current Price 894.55 USD
SMA 20 Distance +1.16%
SMA 50 Distance +5.86%
SMA 200 Distance +6.38%
RSI 14 45.0
EMA8 Dist. Percentile 43.5%
Distance to 52W High -22.10%
Hurst Exponent 0.422
Key Levels
Support / Resistance (price, strength)
865 (1.35) 924 (1.25) 994.4 (1.03) 1054.5 (1.03)
Pivot Points (date, price, move %)
2026-02-12: 968.4 2026-03-13: 780.5 (-19.4%) 2026-06-18: 1125 (+44.14%) 2026-07-01: 1003 (-10.84%) 2026-07-15: 1154 (+15.05%) 2026-07-29: 977.7 (-15.28%) 2026-08-05: 1077.2 (+10.18%) 2026-10-15: 859 (-20.25%)
Structural Changepoints (date, price, move %)
2026-03-13: 775 2026-06-22: 1101 (+42.06%) 2026-10-23: 875.7 (-20.46%)
Peer Rankings higher = better
METRIC GS PERCENTILE RANK
RS IBD 29.54 68.2
Performance 1M -2.37% 62.1
Performance 3M -12.29% 43.9
Performance 6M -0.30% 65.2
Performance 12M 15.44% 65.2
Sharpe Ratio 0.48 59.1

Top Performer in Investment Banking & Brokerage 5 of 33 peers

Short Term Performance
SYMBOL 1W 1M 3M
LCLN 6.16% 7.08% 22.50%
FRHC 9.22% 10.01% 20.54%
HLI 5.09% 8.27% 8.09%
EVR 15.33% 12.40% -6.87%
LAZ 3.06% 7.12% -7.49%
GS 2.15% -2.37% -12.29%
Long Term Performance
SYMBOL 6M 12M 5Y
MRX 20.73% 116.23% 251.55%
XTB 44.09% 111.91% 1211.63%
VIRT 6.68% 58.58% 144.85%
NMR 21.88% 37.33% 162.25%
FRHC 26.69% 21.78% 170.70%
GS -0.30% 15.44% 138.24%

Overall Best Picks of Peer Group GARP Metrics

SYMBOL MCAP 1M 12M 5Y P/E P/E fwd PEG EPS cagr
XTB WAR
X Trade Brokers Dom		 4.07B -7.88% 111.91% 1211.63% 12.8 0.00 - -0.77%
BGC NASDAQ
BGC		 5.33B -1.92% 22.92% 111.49% 28.6 5.94 3.60 22.49%
IBKR NASDAQ
Interactive Brokers		 139B -10.77% 12.72% 325.38% 31.2 24.1 1.19 24.17%

Compare GS vs S&P 500

Total Return vs S&P 500
PERIOD GS S&P 500
1 Week 2.15% -0.56%
1 Month -2.37% -1.11%
3 Months -12.29% 2.14%
6 Months -0.30% 6.74%
12 Months 15.44% 12.36%
5 Years 138.24% 74.93%

FAQ

Does GS outperform the market?

Yes, GS slightly outperforms the market. Over the past 12 months, GS returned 15.44% compared to 12.36% for the S&P 500.

What is the GS return over the last 12 months?

GS has returned 15.44% over the past 12 months, including dividends. Over 3 months the return was -12.29%, and over 5 years 138.24%.

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 5.34%.

GS vs Sectors 12m

Relative Performance vs S&P Sectors Sorted by outperformance, Positive = GS beats sector.
SECTOR ETF DIFFERENCE 12M
Communication Services XLC 27%
Consumer Discretionary XLY 15.9%
Consumer Discretionary XLY 15.9%
Real Estate XLRE 6.1%
Industrials XLI 6%
Financials XLF 5.5%
Consumer Staples XLP -4.7%
Technology XLK -4.7%
Materials XLB -9.2%
Health Care XLV -14.8%
Energy XLE -49.2%

GS vs Asset Classes 12m

Relative Performance vs Major Asset Classes
ASSET CLASS ETF DIFFERENCE 12M
S&P 500 SPY 3.1%
Emerging Market EEM 3.2%
Gold GLD 19.3%
Long-Term Bonds TLT 20.9%
Risk-Free Cash SHY 13.4%