GS correlations (Goldman Sachs)
Every correlation that matters for GS: the assets it tracks, the ones that offset it, and where it sits among 4756 US stocks and ETFs.
Data as of 2026-08-27 · refreshed every trading day · Financials · Investment Banking & Brokerage
Volatility (ann.)
27.0%
3y weekly
Beta vs S&P 500
1.34
3y weekly
1-year return
+41.6%
price, adjusted
5-year return
+184.1%
price, adjusted
Market cap
$303.1B
latest
P/E ratio
16.1
trailing
Dividend yield
1.63%
trailing
Max drawdown
-30.9%
3y, daily closes
GS over the last 12 months, weekly closes indexed to 100 at the start.
Stocks and ETFs most correlated with GS
| Asset | Correlation (3Y) | ||
|---|---|---|---|
| MS | Morgan Stanley | 0.89 | |
| XLF | Financial Select Sector SPDR Fund | 0.82 | |
| EVR | Evercore Inc. | 0.79 | |
| C | Citigroup | 0.78 | |
| JPM | JPMorgan Chase | 0.77 | |
| DIA | SPDR Dow Jones Industrial Average ETF | 0.77 | |
| BAC | Bank of America | 0.77 | |
| VYM | Vanguard High Dividend Yield ETF | 0.77 | |
| PIPR | Piper Sandler Companies | 0.76 | |
| SF | Stifel Financial Corporation | 0.76 | |
| VTV | Vanguard Value ETF | 0.75 | |
| KEY | KeyCorp | 0.75 | |
| SPYV | SPDR Portfolio S&P 500 Value ETF | 0.75 | |
| CFG | Citizens Financial Group | 0.75 | |
| GDV | Gabelli Dividend & Income Trust | 0.75 |
Best diversifiers for GS
The least-correlated liquid assets in our universe, meaning the ones that historically moved most independently from GS.
| Asset | Correlation (3Y) | ||
|---|---|---|---|
| VXZ | iPath Series B S&P 500 VIX Mid-Term Futures ETN | -0.71 | |
| VXX | iPath Series B S&P 500 VIX Short-Term Futures ETN | -0.71 | |
| FNGD | MicroSectors FANG Index -3X Inverse Leveraged ETNs due | -0.51 | |
| LICN | Lichen International Limited - Class A | -0.23 | |
| RETO | ReTo Eco-Solutions, Inc. - Class A Shares | -0.22 | |
| LANV | Lanvin Group Holdings Limited | -0.18 | |
| ADAG | Adagene Inc. | -0.17 | |
| BJ | BJ's Wholesale Club Holdings, Inc. | -0.16 | |
| EHGO | Eshallgo Inc. - Class A | -0.16 | |
| MLGO | MicroAlgo, Inc. | -0.15 |
GS vs benchmarks
GS vs its peers
Get GS data as JSON
$ curl https://www.pairbook.io/api/v1/symbols/gs.jsonCorrelations, diversifiers, beta and volatility for GS, plus one endpoint per pair. API documentation.
GS inside major ETFs
| ETF | GS weight | |
|---|---|---|
| DIA | SPDR Dow Jones Industrial Average ETF | 11.56% |
| XLF | Financial Select Sector SPDR Fund | 3.73% |
| MTUM | iShares MSCI USA Momentum Factor ETF | 1.38% |
| VIG | Vanguard Dividend Appreciation ETF | 1.24% |
| VYM | Vanguard High Dividend Yield ETF | 1.14% |
| DGRO | iShares Core Dividend Growth ETF | 1.11% |
| VTV | Vanguard Value ETF | 1.06% |
| SPYG | SPDR Portfolio S&P 500 Growth ETF | 0.56% |
| IVV | iShares Core S&P 500 ETF | 0.46% |
| SPY | SPDR S&P 500 ETF Trust | 0.46% |
