^OOI vs. GOOGL

Last updated Apr 2, 2026

Compare and contrast key facts about S&P Global 100 Index (^OOI) and Alphabet Inc Class A (GOOGL).

Performance

^OOI vs. GOOGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P Global 100 Index (^OOI) and Alphabet Inc Class A (GOOGL). The values are adjusted to include any dividend payments, if applicable.

^OOI vs. GOOGL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^OOI S&P Global 100 Index	-4.02%	25.76%	25.21%	25.35%	-17.62%	23.90%	16.63%	26.80%	-8.23%	20.59%
GOOGL Alphabet Inc Class A	-4.92%	65.99%	36.01%	58.32%	-39.09%	65.30%	30.85%	28.18%	-0.80%	32.93%

Returns By Period

In the year-to-date period, ^OOI achieves a -4.02% return, which is significantly higher than GOOGL's -4.92% return. Over the past 10 years, ^OOI has underperformed GOOGL with an annualized return of 13.05%, while GOOGL has yielded a comparatively higher 22.79% annualized return.

^OOI

• 1D: 1.29%
• 1M: -4.29%
• YTD: -4.02%
• 6M: 0.93%
• 1Y: 26.19%
• 3Y*: 20.37%
• 5Y*: 12.96%
• 10Y*: 13.05%

GOOGL

• 1D: 3.42%
• 1M: -2.91%
• YTD: -4.92%
• 6M: 21.60%
• 1Y: 89.99%
• 3Y*: 42.45%
• 5Y*: 23.00%
• 10Y*: 22.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^OOI vs. GOOGL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^OOI

^OOI Risk / Return Rank: 91
^OOI Sharpe Ratio Rank: 87
^OOI Sortino Ratio Rank: 88
^OOI Omega Ratio Rank: 90
^OOI Calmar Ratio Rank: 92
^OOI Martin Ratio Rank: 95

GOOGL

GOOGL Risk / Return Rank: 95
GOOGL Sharpe Ratio Rank: 96
GOOGL Sortino Ratio Rank: 96
GOOGL Omega Ratio Rank: 94
GOOGL Calmar Ratio Rank: 92
GOOGL Martin Ratio Rank: 95

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^OOI vs. GOOGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P Global 100 Index (^OOI) and Alphabet Inc Class A (GOOGL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	^OOI	GOOGL	Difference
Sharpe ratio Return per unit of total volatility	1.51	2.95	-1.44
Sortino ratio Return per unit of downside risk	2.14	3.90	-1.76
Omega ratio Gain probability vs. loss probability	1.32	1.48	-0.16
Calmar ratio Return relative to maximum drawdown	3.11	4.57	-1.46
Martin ratio Return relative to average drawdown	14.62	17.62	-3.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^OOI vs. GOOGL - Sharpe Ratio Comparison

The current ^OOI Sharpe Ratio is 1.51, which is lower than the GOOGL Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of ^OOI and GOOGL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^OOI	GOOGL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	2.95	-1.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.75	+0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.79	0.79	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.64	-0.35

Correlation

The correlation between ^OOI and GOOGL is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

^OOI vs. GOOGL - Drawdown Comparison

The maximum ^OOI drawdown since its inception was -57.27%, smaller than the maximum GOOGL drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for ^OOI and GOOGL.

Drawdown Indicators

	^OOI	GOOGL	Difference
Max Drawdown Largest peak-to-trough decline	-57.27%	-65.29%	+8.02%
Max Drawdown (1Y) Largest decline over 1 year	-11.92%	-20.37%	+8.45%
Max Drawdown (5Y) Largest decline over 5 years	-24.25%	-44.32%	+20.07%
Max Drawdown (10Y) Largest decline over 10 years	-31.27%	-44.32%	+13.05%
Current Drawdown Current decline from peak	-6.38%	-13.41%	+7.03%
Average Drawdown Average peak-to-trough decline	-14.20%	-19.15%	+4.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.12%	5.28%	-3.16%

Volatility

^OOI vs. GOOGL - Volatility Comparison

The current volatility for S&P Global 100 Index (^OOI) is 5.32%, while Alphabet Inc Class A (GOOGL) has a volatility of 9.76%. This indicates that ^OOI experiences smaller price fluctuations and is considered to be less risky than GOOGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^OOI	GOOGL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.32%	9.76%	-4.44%
Volatility (6M) Calculated over the trailing 6-month period	9.75%	19.99%	-10.24%
Volatility (1Y) Calculated over the trailing 1-year period	16.69%	30.72%	-14.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.57%	30.87%	-15.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.95%	28.85%	-12.90%