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 sector. Data as of 2026-09-13.
| Last close price | $1,029.18 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +48.80% |
| Total return over period | +226.88% |
| Annualized volatility | 29.69% |
| Period volatility | 51.25% |
| Sharpe ratio | 1.51 |
| Sortino ratio | 2.33 |
| Max drawdown | -30.90% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.11% |
| Correlation with the S&P 500 | 0.70 |
| Period range | $272.49 – $1,152.07 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Goldman Sachs (GS) has posted an annualized return of +48.80% with annual volatility of 29.69%, a Sharpe ratio of 1.51. 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 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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