GS-P-D vs DOX

Comparison between Goldman Sachs Group Inc (GS-P-D, Company) and Amdocs Ltd (DOX, Company).

5-Year PerformanceGS-P-D has outperformed DOX, delivering a return of +0.6% compared to -5.7%

GS-P-D vs DOX - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GS-P-D(COMPANY)	DOX(COMPANY)
Market Cap	$5.79B	$5.78B
Max Drawdown	32.57%	93.37%
Sharpe Ratio	-0.87	-2.05
5Y Beta	0.19	0.55
Industry	Other	Software - Infrastructure
P/E Ratio	0.34	11.71
Forward P/E	N/A	6.27
PEG Ratio	0.01	0.04
Dividend Yield	N/A	4.40%
5Y Dividends CAGR	9.32%	14.61%
5Y EPS CAGR	15.67%	27.06%
Debt to Equity	0.00%	18.70%
Free Cash Flow Yield	N/A	10.71%
P/S Ratio	N/A	1.18
P/B Ratio	N/A	1.59

Market Cap

Winner

GS-P-D

$5.79B

DOX

$5.78B

Max Drawdown

Winner

GS-P-D

32.57%

DOX

93.37%

Sharpe Ratio

Winner

GS-P-D

-0.87

DOX

-2.05

5Y Beta

Winner

GS-P-D

0.19

DOX

0.55

Industry

GS-P-D

Other

DOX

Software - Infrastructure

P/E Ratio

Winner

GS-P-D

0.34

DOX

11.71

Forward P/E

GS-P-D

N/A

DOX

6.27

PEG Ratio

Winner

GS-P-D

0.01

DOX

0.04

Dividend Yield

GS-P-D

N/A

DOX

4.40%

5Y Dividends CAGR

GS-P-D

9.32%

Winner

DOX

14.61%

5Y EPS CAGR

GS-P-D

15.67%

Winner

DOX

27.06%

Debt to Equity

Winner

GS-P-D

0.00%

DOX

18.70%

Free Cash Flow Yield

GS-P-D

N/A

DOX

10.71%

P/S Ratio

GS-P-D

N/A

DOX

1.18

P/B Ratio

GS-P-D

N/A

DOX

1.59

GS-P-D vs DOX - Historical Returns

Returns include dividend reinvestment.

Period	GS-P-D	DOX
1 month	-0.13%	-9.36%
3 months	+0.50%	-20.39%
6 months	-1.20%	-35.48%
1 year	-3.94%	-41.15%
5 years(CAGR)	+0.59%	-5.68%
10 years(CAGR)	+4.50%	+1.01%
Max(CAGR)	+4.84%	+3.15%

Winner

GS-P-D

-0.13%

DOX

-9.36%

Winner

GS-P-D

+0.50%

DOX

-20.39%

Winner

GS-P-D

-1.20%

DOX

-35.48%

Winner

GS-P-D

-3.94%

DOX

-41.15%

5Y(CAGR)

Winner

GS-P-D

+0.59%

DOX

-5.68%

10Y(CAGR)

Winner

GS-P-D

+4.50%

DOX

+1.01%

Max(CAGR)

Winner

GS-P-D

+4.84%

DOX

+3.15%

GS-P-D vs DOX - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	GS-P-D	DOX
2026	+0.06%	-33.46%
2025	-10.50%	-1.97%
2024	+13.30%	-0.93%
2023	+24.03%	-2.33%
2022	-23.55%	+23.36%
2021	+6.10%	+9.65%
2020	+13.58%	+0.05%
2019	+33.56%	+26.22%
2018	-18.27%	-10.09%
2017	+8.28%	+14.09%
2016	+13.49%	+8.87%
2015	+9.03%	+18.77%
2014	-1.92%	+16.00%
2013	N/A	+21.81%
2012	N/A	+20.32%
2011	N/A	+3.44%
2010	N/A	-4.42%
2009	N/A	+45.34%
2008	N/A	-46.22%
2007	N/A	-9.58%
2006	N/A	+42.25%
2005	N/A	+6.71%
2004	N/A	+17.14%
2003	N/A	+114.50%
2002	N/A	-71.24%
2001	N/A	-45.26%
2000	N/A	+89.29%
1999	N/A	+17.19%

GS-P-D vs DOX Drawdown Comparison

The maximum drawdown for GS-P-D was -31.84%, occurring on Mar 23, 2020. Recovery took 122 trading sessions.

The maximum drawdown for DOX was -93.37%, occurring on Oct 7, 2002. Recovery took 5272 trading sessions.

The current GS-P-D drawdown is -12.43%. The current DOX drawdown is -42.88%.

Rank	GS-P-D	DOX
#1	-31.84% Feb 20, 2020 - Aug 13, 2020	-93.37% Mar 23, 2000 - Mar 9, 2021
#2	-27.37% Aug 31, 2018 - Oct 25, 2019	-46.13% Jun 30, 2023 - Jun 25, 2026
#3	-26.60% Dec 31, 2021 - Jan 30, 2024	-15.80% Oct 22, 2021 - Mar 4, 2022
#4	-15.90% Feb 20, 2025 - Nov 20, 2025	-14.23% Mar 26, 2021 - Oct 21, 2021
#5	-9.47% Oct 21, 2016 - Mar 30, 2017	-14.01% Mar 6, 2000 - Mar 23, 2000
#6	-7.33% Jul 24, 2017 - Jun 29, 2018	-13.08% Feb 16, 2000 - Feb 29, 2000
#7	-6.67% May 8, 2015 - Nov 2, 2015	-13.00% Aug 19, 2022 - Dec 1, 2022
#8	-5.52% Feb 9, 2021 - May 28, 2021	-11.34% Jun 2, 2022 - Jul 22, 2022
#9	-5.11% Nov 23, 2015 - Apr 19, 2016	-10.73% Jan 26, 2000 - Feb 4, 2000
#10	-5.05% Mar 18, 2024 - May 6, 2024	-9.92% Nov 29, 1999 - Jan 10, 2000
#11	-4.97% Nov 29, 2024 - Feb 20, 2025	-8.15% Apr 3, 2023 - May 26, 2023
#12	-4.46% Sep 16, 2020 - Oct 5, 2020	-7.86% Mar 29, 2022 - May 17, 2022
#13	-4.28% Dec 31, 2020 - Feb 9, 2021	-7.37% Feb 1, 2023 - Apr 3, 2023
#14	-4.07% Sep 22, 2014 - Jan 23, 2015	-6.14% Nov 10, 1999 - Nov 26, 1999
#15	-3.97% May 24, 2024 - Oct 15, 2024	-5.56% Mar 1, 2000 - Mar 6, 2000

Correlation

Correlation between GS-P-D and DOX is 0.81 which considered as a strong positive correlation - the stocks tend to move together.

0.81

-101

Dividend Comparison (2012 - 2026)

GS-P-D vs DOX dividend yield comparison.

Year	GS-P-D	DOX
2026	3.09%	2.18%
2025	6.82%	2.62%
2024	6.91%	2.25%
2023	6.77%	1.98%
2022	5.50%	1.74%
2021	3.99%	1.92%
2020	4.01%	1.85%
2019	4.39%	1.58%
2018	5.84%	1.71%
2017	4.49%	1.34%
2016	4.66%	1.34%
2015	4.97%	1.25%
2014	1.29%	1.33%
2013	0.00%	1.26%
2012	0.00%	0.76%