Goldman Sachs (GS): analysis and statistics
Return, volatility, Sharpe ratio and risk for Goldman Sachs, a component of the S&P 500 in the Financials. Data as of 2026-10-29.
| Last close price | $925.17 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +50.63% |
| Total return over period | +239.52% |
| Annualized volatility | 29.82% |
| Period volatility | 51.51% |
| Period T-bill | 12.40% |
| Sharpe ratio | 4.41 |
| Sortino ratio | 6.80 |
| Max drawdown | -30.90% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.15% |
| Correlation with the S&P 500 | 0.69 |
| Period range | $282.76 – $1,152.07 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Goldman Sachs (GS) has posted an annualized return of +50.63% with annual volatility of 29.82%, a Sharpe ratio of 4.41. Its worst stretch (max drawdown from a peak) was -30.90%. Its correlation with the S&P 500 is 0.69, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how GS would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Goldman Sachs (GS) is of the S&P 500.
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