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GS vs PM

Comparison between Goldman Sachs Group Inc (GS, Company) and Philip Morris International Inc (PM, Company).

GS is from the Financial Services sector, while PM is from the Consumer Defensive sector.

5-Year PerformanceGS has outperformed PM, delivering a return of +23.3% compared to +17.4%

GS vs PM - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap
Winner
GS
$276B
PM
$266B
Max Drawdown
GS
79.03%
Winner
PM
51.20%
Sharpe Ratio
Winner
GS
2.04
PM
0.03
5Y Beta
GS
1.36
Winner
PM
0.10
Industry
GS
Capital Markets
PM
Tobacco
P/E Ratio
Winner
GS
15.46
PM
22.80
Forward P/E
Winner
GS
15.92
PM
20.24
PEG Ratio
Winner
GS
0.57
PM
1.14
Dividend Yield
GS
1.67%
Winner
PM
3.37%
5Y Dividends CAGR
Winner
GS
25.39%
PM
3.66%
5Y EPS CAGR
GS
6.59%
Winner
PM
7.46%
Debt to Equity
GS
0.00%
Winner
PM
-61.35%
Free Cash Flow Yield
GS
-15.18%
Winner
PM
4.01%
P/S Ratio
Winner
GS
4.44
PM
6.41
P/B Ratio
Winner
GS
2.54
PM
1318.70

GS vs PM - Historical Returns

Returns include dividend reinvestment.

1M
GS
+3.41%
Winner
PM
+6.24%
3M
Winner
GS
-0.22%
PM
-5.12%
6M
Winner
GS
+20.32%
PM
+13.50%
1Y
Winner
GS
+68.99%
PM
+2.96%
5Y(CAGR)
Winner
GS
+23.27%
PM
+17.38%
10Y(CAGR)
Winner
GS
+22.01%
PM
+10.87%
Max(CAGR)
GS
+11.85%
Winner
PM
+12.24%

GS vs PM - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearGSPM
2026+2.97%+7.63%
2025+55.97%+37.15%
2024+51.03%+32.25%
2023+14.96%-1.87%
2022-10.84%+11.50%
2021+46.87%+22.71%
2020+15.28%+3.74%
2019+36.40%+33.87%
2018-33.76%-32.43%
2017+6.79%+20.22%
2016+37.26%+9.71%
2015-6.07%+14.02%
2014+11.02%-0.86%
2013+36.40%+4.62%
2012+35.95%+10.48%
2011-47.13%+39.42%
2010-1.92%+24.21%
2009+97.00%+14.91%
2008-58.99%-9.06%
2007+7.85%N/A
2006+56.00%N/A
2005+22.81%N/A
2004+8.25%N/A
2003+43.04%N/A
2002-24.73%N/A
2001-7.04%N/A
2000+21.66%N/A
1999+35.76%N/A

GS vs PM Drawdown Comparison

The maximum drawdown for GS was -78.84%, occurring on Nov 20, 2008. Recovery took 2288 trading sessions.

The maximum drawdown for PM was -42.75%, occurring on Mar 23, 2020. Recovery took 1002 trading sessions.

The current GS drawdown is -3.52%. The current PM drawdown is -9.10%.

RankGSPM
#1-78.84%
Oct 31, 2007 - Dec 1, 2016
-42.75%
Jun 19, 2017 - Jun 11, 2021
#2-54.58%
Sep 11, 2000 - Nov 1, 2005
-40.87%
Aug 12, 2008 - Mar 19, 2010
#3-48.75%
Mar 12, 2018 - Dec 28, 2020
-22.74%
Feb 17, 2022 - May 9, 2024
#4-42.37%
Mar 24, 2000 - Aug 28, 2000
-20.63%
Jun 23, 2025 - Feb 4, 2026
#5-32.82%
Nov 2, 2021 - Mar 20, 2024
-19.33%
Apr 12, 2013 - Oct 15, 2015
#6-30.91%
Feb 18, 2025 - Jun 25, 2025
-18.53%
Feb 25, 2026 - Apr 21, 2026
#7-29.29%
Jun 13, 2007 - Oct 9, 2007
-18.47%
Apr 12, 2010 - Aug 9, 2010
#8-19.43%
Jan 15, 2026 - Mar 13, 2026
-17.97%
Sep 3, 2021 - Jan 14, 2022
#9-17.48%
Apr 20, 2006 - Sep 22, 2006
-14.85%
Jul 15, 2016 - Feb 7, 2017
#10-16.17%
Mar 3, 2017 - Dec 4, 2017
-13.61%
Jul 28, 2011 - Oct 28, 2011
#11-15.39%
Dec 31, 1999 - Mar 1, 2000
-12.11%
Oct 5, 2012 - Feb 21, 2013
#12-14.00%
Feb 20, 2007 - Apr 23, 2007
-10.98%
Nov 29, 2024 - Feb 6, 2025
#13-11.92%
Jan 14, 2021 - Feb 16, 2021
-9.30%
May 2, 2012 - Jul 3, 2012
#14-10.89%
Jun 4, 2021 - Aug 6, 2021
-8.41%
May 31, 2011 - Jul 21, 2011
#15-10.42%
Aug 27, 2021 - Nov 2, 2021
-7.92%
Apr 3, 2025 - Apr 17, 2025

Correlation

Correlation between GS and PM is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94
-101

Dividend Comparison (2000 - 2026)

GS vs PM dividend yield comparison.

YearGSPM
20260.48%0.86%
20251.59%3.52%
20242.01%4.40%
20232.72%5.46%
20222.62%4.98%
20211.70%5.16%
20201.90%5.73%
20191.80%5.43%
20181.89%6.73%
20171.14%3.99%
20161.09%4.50%
20151.41%4.60%
20141.16%4.76%
20131.16%4.11%
20121.39%3.87%
20111.55%3.59%
20100.83%4.17%
20090.90%4.65%
20081.66%3.54%
20070.65%0.00%
20060.65%0.00%
20050.78%0.00%
20040.96%0.00%
20030.75%0.00%
20020.74%0.00%
20010.52%0.00%
20000.45%0.00%

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