GS Performance Analysis - Goldman Sachs | 44.3% 12M Return

12M Return: 44.3% | +22.9% vs S&P 500 | Volatility: 37.2% | Relative Strength, Momentum & Peer Ranking

RS IBD 74.95
Top 25% in Peers
Idiosyncratic Score 75.49
Top 39% in Peers
Total Return 3m 14.2%
Top 78% in Peers
Total Return 12m 44.31%
Top 22% in Peers
P/E
P/E Trailing15.7
P/E Forward15.9
High / Low 52w
52 Week High1153.99 USD
52 Week Low680.35 USD
Sentiment
Buy Signal ±30.78
VRO Trend ±10047.14
Drawdowns 3y
Max Drawdown30.90%
Median Drawdown2.94%
Compare vs 30 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 | 44.3% 12M Return

Detailed Performance Metrics Updated: 2026-08-04 03:55

Risk-Adjusted Return
CAGR 46.3%
CAGR / Max DD 1.50
CAGR / Mean DD 9.46
CAGR / Median DD 15.75
Market Sensitivity & Volatility
ATR % 3.83%
Beta 1.669
Beta Downside 1.793
Alpha 12.26%
CAPM 11.85%
Trend & Momentum
Current Price 1.03K USD
SMA 20 Distance +2.00%
SMA 50 Distance +2.21%
SMA 200 Distance -11.20%
RSI 14 46.4
EMA8 Dist. Percentile 28.0%
Distance to 52W High -11.00%
Hurst Exponent 0.422
Key Levels
Support / Resistance (price, strength)
869.3 (0.82) 929.9 (1.12) 958.2 (1.15) 1107.4 (0.69)
Pivot Points (date, price, move %)
2025-11-21: 754 2026-01-16: 984.7 (+30.6%) 2026-03-13: 780.5 (-20.74%) 2026-07-15: 1154 (+47.85%) 2026-07-29: 977.7 (-15.28%)
Structural Changepoints
2026-06-22
Peer Rankings higher = better
METRIC GS PERCENTILE RANK
RS IBD 74.95 75.0
Performance 1M -2.68% 31.7
Performance 3M 14.21% 78.3
Performance 6M 10.44% 58.3
Performance 12M 44.31% 78.3
Sharpe Ratio 1.26 78.3

Top Performer in Investment Banking & Brokerage 5 of 30 peers

Short Term Performance
SYMBOL 1W 1M 3M
NMR -2.04% 3.01% 23.42%
SCHW 1.62% 5.22% 16.15%
GS -2.02% -2.68% 14.21%
RJF 2.35% 6.77% 13.71%
LPLA 8.63% 18.24% 12.43%
SF 1.46% 11.29% 9.98%
Long Term Performance
SYMBOL 6M 12M 5Y
SNEX 51.56% 74.52% 477.32%
MRX 65.37% 72.77% 248.66%
OPY 31.20% 55.28% 178.60%
MS 16.74% 52.81% 148.36%
GS 10.44% 44.31% 191.38%
VIRT 55.34% 38.77% 169.63%

Overall Best Picks of Peer Group GARP Metrics

SYMBOL MCAP 1M 12M 5Y P/E P/E fwd PEG EPS cagr
BGC NASDAQ
BGC		 5.60B 2.61% 17.44% 109.24% 31.6 5.94 3.60 22.49%
IBKR NASDAQ
Interactive Brokers		 149B -8.58% 35.83% 455.26% 35.9 33.1 1.74 23.57%
RJF NYSE
Raymond James Financial		 33.8B 6.77% 8.19% 113.87% 15.3 12.5 0.86 12.51%
SF NYSE
Stifel Financial		 12.6B 11.29% 13.60% 102.99% 14.8 13.8 0.99 24.01%

Compare GS vs S&P 500

Total Return vs S&P 500
PERIOD GS S&P 500
1 Week -2.02% 2.51%
1 Month -2.68% 0.85%
3 Months 14.21% 5.80%
6 Months 10.44% 10.47%
12 Months 44.31% 21.37%
5 Years 191.38% 83.21%

FAQ

Does GS outperform the market?

Yes, GS significantly outperforms the market. Over the past 12 months, GS returned 44.31% compared to 21.37% for the S&P 500.

What is the GS return over the last 12 months?

GS has returned 44.31% over the past 12 months, including dividends. Over 3 months the return was 14.21%, and over 5 years 191.38%.

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 4.89%.

GS vs Sectors 12m

Relative Performance vs S&P Sectors Sorted by outperformance, Positive = GS beats sector.
SECTOR ETF DIFFERENCE 12M
Communication Services XLC 40.1%
Communication Services XLC 40.1%
Consumer Staples XLP 36%
Consumer Discretionary XLY 35.3%
Financials XLF 32.1%
Real Estate XLRE 32.1%
Materials XLB 26.1%
Industrials XLI 21.6%
Health Care XLV 20.2%
Technology XLK 7.8%
Energy XLE 2.3%

GS vs Asset Classes 12m

Relative Performance vs Major Asset Classes
ASSET CLASS ETF DIFFERENCE 12M
S&P 500 SPY 22.9%
Emerging Market EEM 9.7%
Gold GLD 24.8%
Long-Term Bonds TLT 46.7%
Risk-Free Cash SHY 42.1%