Cramer said on "Squawk on the Street" the bank has "given us all she's got."
"I mean, there's 12 companies that need to increase double digits in order to get back to where they were. Why do we keep asking Goldman to do so much? First of all, they don't even have Gary Cohn anymore. They don't even have a repeal of the Volcker Rule yet," Cramer said.
Cohn is leaving Goldman to become President-elect Donald Trump's chief economic adviser.
On Friday, the Dow rose about 65 points, with Goldman and Walt Disney contributing the most gains. The index also came within 0.37 points of hitting 20,000 for the first time.
The Dow fell about 30 points in intraday trade on Monday, with ExxonMobil contributing the most losses.
Separately, Goldman on Monday lowered its rating of Coca-Cola stock to "sell" from "neutral." It said the company's earnings results will come in below expectations in the coming year. It also downgraded Procter & Gamble. Cramer said it might have been the wrong time for the call.
"Because interest rates are down big today. So, that's going to put pressure on the banks," Cramer said. "If we're trying to get to Dow 20,000, you may see on the tape in the bottom a lot of good things, but you lose Procter, you close Coca-Cola and you lose Goldman Sachs and you lose JPMorgan, you're not going to get where you need to go."