(GS) Performance 75.9% Return (12 Months)
GS returned 75.9% over 12 months, outperforming the S&P 500 (28.0%). Volatility: 25.8%.
RS IBD
82.65
Top 13% in Peers
Idiosyncratic Score
88.56
Top 19% in Peers
Volatility
25.8%
Top 8% in Peers
Total Return 12m
75.87%
Top 6% in Peers
P/E
P/E Trailing18.5
P/E Forward16.9
High / Low 52w
52 Week High1092.61 USD
52 Week Low587.39 USD
Sentiment
Buy Signal ±30.77
VRO Trend ±10097.86
Drawdowns 3y
Max Drawdown30.90%
Median Drawdown2.87%
Compare vs 29 peers in
Investment Banking & Brokerage
12m Total Return: GS (75.9%) vs Peers
5y Drawdown (Underwater) Chart
Detailed Performance Metrics Updated: 2026-06-05 03:06
Risk-Adjusted Return
| CAGR | 52.3% |
| CAGR / Max DD | 1.69 |
| CAGR / Mean DD | 10.73 |
| CAGR / Median DD | 18.24 |
Market Sensitivity & Volatility
| ATR % | 2.62% |
| Beta | 1.554 |
| Beta Downside | 1.552 |
| Alpha | 42.71% |
| CAPM | 11.45% |
Trend & Momentum
| Current Price | 1.09K USD |
| SMA 20 Distance | -8.88% |
| SMA 50 Distance | -15.05% |
| SMA 200 Distance | -21.98% |
| RSI 14 | 75.3 |
| EMA8 Dist. Percentile | 100.0% |
| Distance to 52W High | +0.00% |
| Hurst Exponent | 0.484 |
Key Levels
Support / Resistance (price, strength)
957 (0.79)
Pivot Points (date, price, move %)
2026-01-16: 984.7
2026-03-13: 780.5 (-20.74%)
2026-04-21: 952 (+21.97%)
Structural Changepoints
2025-11-18
2025-12-11
2026-03-13
2026-05-19
Peer Rankings
higher = better
| METRIC | GS | PERCENTILE RANK |
|---|---|---|
| RS IBD | 82.65 | 87.9 |
| Performance 1M | 15.76% | 98.3 |
| Performance 3M | 21.22% | 74.1 |
| Performance 6M | 25.65% | 81.0 |
| Performance 12M | 75.87% | 94.8 |
| Sharpe Ratio | 2.24 | 98.3 |
Top Performer in Investment Banking & Brokerage 5 of 29 peers
Short Term Performance
| SYMBOL | 1W | 1M | 3M |
|---|---|---|---|
| MRX | 0.67% | 3.43% | 31.00% |
| SNEX | -2.96% | 3.01% | 30.49% |
| MS | 4.23% | 11.77% | 27.31% |
| IBKR | 7.77% | 6.75% | 25.70% |
| FRHC | 11.58% | 12.74% | 24.72% |
| GS | 4.93% | 15.76% | 21.22% |
Long Term Performance
| SYMBOL | 6M | 12M | 5Y |
|---|---|---|---|
| SNEX | 75.17% | 92.57% | 446.81% |
| GS | 25.65% | 75.87% | 205.46% |
| IBKR | 34.44% | 68.44% | 423.21% |
| OPY | 39.67% | 51.90% | 110.94% |
| VIRT | 47.09% | 29.03% | 93.69% |
| MRX | 46.72% | 28.52% | 193.54% |
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 |
3.73B | 3.43% | 28.52% | 193.54% | 11.8 | 8.76 | - | -% |
| BGC NASDAQ BGC |
5.01B | -9.13% | 10.29% | 69.45% | 28.2 | 5.94 | 3.60 | 21.91% |
Compare GS vs S&P 500
Total Return vs S&P 500
| PERIOD | GS | S&P 500 |
|---|---|---|
| 1 Week | 4.93% | 0.50% |
| 1 Month | 15.76% | 5.05% |
| 3 Months | 21.22% | 11.17% |
| 6 Months | 25.65% | 10.91% |
| 12 Months | 75.87% | 27.98% |
| 5 Years | 205.46% | 91.24% |
FAQ
Does GS outperform the market?
Yes, GS significantly outperforms the market. Over the past 12 months, GS returned 75.87% compared to 27.98% for the S&P 500.
What is the GS return over the last 12 months?
GS has returned 75.87% over the past 12 months, including dividends. Over 3 months the return was 21.22%, and over 5 years 205.46%.
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 4.88%.
GS vs Sectors 12m
Relative Performance vs S&P Sectors
Sorted by outperformance, Positive = GS beats sector.
| SECTOR | ETF | DIFFERENCE 12M |
|---|---|---|
| Financials | XLF | 74.7% |
| Consumer Staples | XLP | 73.9% |
| Real Estate | XLRE | 67.8% |
| Real Estate | XLRE | 67.8% |
| Consumer Discretionary | XLY | 66.7% |
| Communication Services | XLC | 64.2% |
| Health Care | XLV | 63% |
| Materials | XLB | 55.9% |
| Industrials | XLI | 53.2% |
| Energy | XLE | 30.9% |
| Technology | XLK | 8.9% |
GS vs Asset Classes 12m
Relative Performance vs Major Asset Classes
| ASSET CLASS | ETF | DIFFERENCE 12M |
|---|---|---|
| S&P 500 | SPY | 47.9% |
| Emerging Market | EEM | 20.1% |
| Gold | GLD | 43.8% |
| Long-Term Bonds | TLT | 70.9% |
| Risk-Free Cash | SHY | 72.6% |