GS Performance Analysis - Goldman Sachs | 40.1% 12M Return

12M Return: 40.1% | +19.3% vs S&P 500 | Volatility: 28.7% | Relative Strength, Momentum & Peer Ranking

RS IBD 64.17
Top 53% in Peers
Idiosyncratic Score 34.69
Top 66% in Peers
Total Return 3m -5.19%
Top 13% in Peers
Total Return 12m 40.13%
Top 26% in Peers
P/E
P/E Trailing16.0
P/E Forward16.1
High / Low 52w
52 Week High1148.37 USD
52 Week Low708.37 USD
Sentiment
Buy Signal ±30.03
VRO Trend ±10040.79
Drawdowns 3y
Max Drawdown30.90%
Median Drawdown2.69%
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 | 40.1% 12M Return

Detailed Performance Metrics Updated: 2026-09-03 03:55

Risk-Adjusted Return
CAGR 50.0%
CAGR / Max DD 1.62
CAGR / Mean DD 10.44
CAGR / Median DD 18.58
Market Sensitivity & Volatility
ATR % 2.63%
Beta 1.763
Beta Downside 1.801
Alpha 6.66%
CAPM 12.18%
Trend & Momentum
Current Price 1.00K USD
SMA 20 Distance +2.32%
SMA 50 Distance +3.55%
SMA 200 Distance -6.76%
RSI 14 42.8
EMA8 Dist. Percentile 18.0%
Distance to 52W High -12.54%
Hurst Exponent 0.434
Key Levels
Support / Resistance (price, strength)
870.2 (0.64) 932.5 (0.95) 965.4 (1.11) 1060.4 (0.93)
Pivot Points (date, price, move %)
2026-01-16: 984.7 2026-03-13: 780.5 (-20.74%) 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 2026-07-15 2026-07-29 2026-08-05
Peer Rankings higher = better
METRIC GS PERCENTILE RANK
RS IBD 64.17 47.0
Performance 1M -1.73% 19.7
Performance 3M -5.19% 13.6
Performance 6M 17.65% 62.1
Performance 12M 40.13% 74.2
Sharpe Ratio 1.10 74.2

Top Performer in Investment Banking & Brokerage 5 of 33 peers

Short Term Performance
SYMBOL 1W 1M 3M
BULL 2.51% 23.97% 44.93%
MRX -0.62% 12.20% 40.84%
BMNR -7.43% 32.38% 28.32%
XP 12.24% 17.38% 24.99%
LCLN 3.39% 27.31% 6.26%
GS -2.99% -1.73% -5.19%
Long Term Performance
SYMBOL 6M 12M 5Y
MRX 65.13% 105.49% 291.18%
U10 37.17% 79.55% 255.34%
OPY 30.34% 63.82% 194.19%
VIRT 47.96% 54.82% 213.01%
MS 28.22% 45.53% 139.82%
GS 17.65% 40.13% 179.96%

Overall Best Picks of Peer Group GARP Metrics

SYMBOL MCAP 1M 12M 5Y P/E P/E fwd PEG EPS cagr
MRX NASDAQ
Marex Ordinary Shares		 4.62B 12.20% 105.49% 291.18% 14.6 8.76 - -%
BGC NASDAQ
BGC		 5.76B 4.23% 23.54% 143.86% 30.3 5.94 3.60 22.49%

Compare GS vs S&P 500

Total Return vs S&P 500
PERIOD GS S&P 500
1 Week -2.99% -0.12%
1 Month -1.73% 0.99%
3 Months -5.19% 1.00%
6 Months 17.65% 12.07%
12 Months 40.13% 20.83%
5 Years 179.96% 81.57%

FAQ

Does GS outperform the market?

Yes, GS significantly outperforms the market. Over the past 12 months, GS returned 40.13% compared to 20.83% for the S&P 500.

What is the GS return over the last 12 months?

GS has returned 40.13% over the past 12 months, including dividends. Over 3 months the return was -5.19%, and over 5 years 179.96%.

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 4.78%.

GS vs Sectors 12m

Relative Performance vs S&P Sectors Sorted by outperformance, Positive = GS beats sector.
SECTOR ETF DIFFERENCE 12M
Consumer Discretionary XLY 39.5%
Communication Services XLC 37.8%
Communication Services XLC 37.8%
Real Estate XLRE 31.4%
Consumer Staples XLP 31.1%
Financials XLF 30.9%
Industrials XLI 23.9%
Materials XLB 22.4%
Health Care XLV 12.2%
Technology XLK -1.9%
Energy XLE -8.2%

GS vs Asset Classes 12m

Relative Performance vs Major Asset Classes
ASSET CLASS ETF DIFFERENCE 12M
S&P 500 SPY 19.3%
Emerging Market EEM 2.7%
Gold GLD 16.4%
Long-Term Bonds TLT 40%
Risk-Free Cash SHY 37.8%