Goldman Sachs (GS): analysis and statistics
Return, volatility, Sharpe ratio and risk for Goldman Sachs, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $1,024.74 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +45.93% |
| Total return over period | +208.91% |
| Annualized volatility | 29.52% |
| Sharpe ratio | 1.43 |
| Sortino ratio | 2.21 |
| Max drawdown | -30.90% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.10% |
| Correlation with the S&P 500 | 0.70 |
| Period range | $272.49 – $1,152.07 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Goldman Sachs (GS) has posted an annualized return of +45.93% with annual volatility of 29.52%, a Sharpe ratio of 1.43. Its worst stretch (max drawdown from a peak) was -30.90%. Its correlation with the S&P 500 is 0.70, 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 S&P 500 stocks, try the optimizer.
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