GOLDMAN SACHS Competition
| GCSCX Fund | USD 19.85 0.03 0.15% |
Correlation: GOLDMAN SACHS vs BlackRock Financial View
Experienced investors tracking GOLDMAN SACHS's watch for mean reversion setups where price has deviated from its long-run average. Sentiment extremes, news events, or liquidity shocks are common catalysts for these temporary dislocations in GOLDMAN SACHS. Prices periodically overshoot their intrinsic value in both directions, creating mean reversion opportunities in GOLDMAN SACHS. The mean reversion signal is most useful when combined with fundamental confirmation for GOLDMAN SACHS's.
GOLDMAN SACHS Competition Correlation Matrix
Studying peer correlation around Goldman Sachs Small gives investors a cleaner read on how much independent price behavior still exists across the competitive set. Used correctly, correlation analysis helps separate broad industry exposure from company-specific behavior before additional capital is allocated across the peer group.
| 0.0 | -0.11 | 0.17 | -0.02 | 0.04 | 0.0 | MSVIX | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | FTIXX | ||
| -0.11 | 0.0 | 0.83 | 0.57 | 0.48 | 0.0 | PFSQX | ||
| 0.17 | 0.0 | 0.83 | 0.79 | 0.73 | 0.0 | ICFAX | ||
| -0.02 | 0.0 | 0.57 | 0.79 | 0.9 | 0.0 | GCFSX | ||
| 0.04 | 0.0 | 0.48 | 0.73 | 0.9 | 0.0 | BTO | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | MCBXX | ||
High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
GOLDMAN SACHS Mutual Fund can look attractive on recent price action while risk efficiency lags the peer group. Reviewing GOLDMAN SACHS's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| MSVIX | 2.13 | -0.96 | 0.00 | -1.19 | 0.00 | 1.38 | 62.89 | |||
| FTIXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PFSQX | 1.05 | 0.05 | 0.00 | -0.03 | 0.00 | 1.61 | 14.31 | |||
| ICFAX | 0.72 | -0.08 | 0.00 | -0.15 | 0.00 | 1.54 | 4.61 | |||
| GCFSX | 0.63 | -0.01 | 0.00 | -0.08 | 0.00 | 0.98 | 3.16 | |||
| BTO | 0.95 | 0.01 | 0.00 | -0.06 | 0.00 | 1.76 | 9.02 | |||
| MCBXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
GOLDMAN SACHS Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
GOLDMAN SACHS Competition Peer Performance Charts
How to Analyze GOLDMAN SACHS Against Peers
GOLDMAN SACHS's peer analysis compares GOLDMAN SACHS with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether GOLDMAN SACHS trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where GOLDMAN SACHS leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
GOLDMAN SACHS has a wider economic moat score than the average competitor, based on return spread and reinvestment patterns. All values are based on available data and provided as reference information. Peer benchmarking can improve context for valuation without relying only on standalone multiples.
For Goldman Sachs Small, this section uses fund disclosures and market reference feeds and standardizes the results for cross-period comparison. Intraday timing differences may exist.