GS Performance Analysis - Goldman Sachs | 16.4% 12M Return

12M Return: 16.4% | +0.9% vs S&P 500 | Volatility: 29.9% | Relative Strength, Momentum & Peer Ranking

RS IBD 38.91
Top 57% in Peers
Idiosyncratic Score 20.68
Top 63% in Peers
Total Return 3m -11.6%
Top 16% in Peers
Total Return 12m 16.40%
Top 41% in Peers
P/E
P/E Trailing14.3
P/E Forward12.8
High / Low 52w
52 Week High1148.37 USD
52 Week Low728.78 USD
Sentiment
Buy Signal ±3-0.19
VRO Trend ±10028.89
Drawdowns 3y
Max Drawdown30.90%
Median Drawdown2.57%
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 | 16.4% 12M Return

Detailed Performance Metrics Updated: 2026-10-02 03:55

Risk-Adjusted Return
CAGR 46.1%
CAGR / Max DD 1.49
CAGR / Mean DD 9.60
CAGR / Median DD 17.95
Market Sensitivity & Volatility
ATR % 2.75%
Beta 1.789
Beta Downside 1.863
Alpha -10.31%
CAPM 12.27%
Trend & Momentum
Current Price 896.67 USD
SMA 20 Distance +6.33%
SMA 50 Distance +12.01%
SMA 200 Distance +6.17%
RSI 14 29.8
EMA8 Dist. Percentile 19.7%
Distance to 52W High -21.92%
Hurst Exponent 0.403
Key Levels
Support / Resistance (price, strength)
870.2 (0.64) 934.8 (1.06) 963 (1.23) 982.2 (1.32)
Pivot Points (date, price, move %)
2026-03-13: 780.5 2026-07-15: 1154 (+47.85%) 2026-07-29: 977.7 (-15.28%) 2026-08-05: 1077.2 (+10.18%)
Structural Changepoints
2026-06-22
Peer Rankings higher = better
METRIC GS PERCENTILE RANK
RS IBD 38.91 43.9
Performance 1M -10.56% 43.9
Performance 3M -11.63% 16.7
Performance 6M 5.21% 43.9
Performance 12M 16.40% 59.1
Sharpe Ratio 0.50 59.1

Top Performer in Investment Banking & Brokerage 5 of 33 peers

Short Term Performance
SYMBOL 1W 1M 3M
USDE 9.07% 85.53% 645.67%
USDE 9.07% 85.53% 645.67%
BMNR -4.64% 14.38% 88.90%
XP 3.17% 13.09% 30.84%
FRHC -1.68% 0.90% 10.37%
GS -2.88% -10.56% -11.63%
Long Term Performance
SYMBOL 6M 12M 5Y
USDE 319.19% 319.19% 319.19%
USDE 319.19% 319.19% 319.19%
MRX 65.67% 134.72% 287.30%
OPY 33.86% 68.33% 177.19%
VIRT 26.36% 66.47% 167.30%
GS 5.21% 16.40% 162.36%

Compare GS vs S&P 500

Total Return vs S&P 500
PERIOD GS S&P 500
1 Week -2.88% -0.42%
1 Month -10.56% 0.54%
3 Months -11.63% 2.70%
6 Months 5.21% 17.19%
12 Months 16.40% 15.53%
5 Years 162.36% 88.61%

FAQ

Does GS outperform the market?

Yes, GS slightly outperforms the market. Over the past 12 months, GS returned 16.40% compared to 15.53% for the S&P 500.

What is the GS return over the last 12 months?

GS has returned 16.40% over the past 12 months, including dividends. Over 3 months the return was -11.63%, and over 5 years 162.36%.

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 4.80%.

GS vs Sectors 12m

Relative Performance vs S&P Sectors Sorted by outperformance, Positive = GS beats sector.
SECTOR ETF DIFFERENCE 12M
Consumer Discretionary XLY 25.4%
Consumer Discretionary XLY 25.4%
Communication Services XLC 21%
Real Estate XLRE 16.4%
Financials XLF 14.7%
Consumer Staples XLP 10.9%
Industrials XLI 5.5%
Materials XLB 4.9%
Health Care XLV -1.4%
Technology XLK -23.3%
Energy XLE -28%

GS vs Asset Classes 12m

Relative Performance vs Major Asset Classes
ASSET CLASS ETF DIFFERENCE 12M
S&P 500 SPY 0.9%
Emerging Market EEM -10.2%
Gold GLD 8.9%
Long-Term Bonds TLT 25.7%
Risk-Free Cash SHY 15.2%