^OOI vs. GOOGL

Last updated Jul 14, 2026

^OOI (S&P Global 100 Index) is an index, while GOOGL (Alphabet Inc. Class A) is a stock.

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.

Returns By Period

^OOI

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GOOGL

• 1D: -1.31%
• 1M: -1.99%
• 6M: 6.36%
• YTD: 12.77%
• 1Y: 96.19%
• 3Y*: 41.54%
• 5Y*: 22.63%
• 10Y*: 25.47%

*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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GOOGL

GOOGL Risk / Return Rank: 96
GOOGL Sharpe Ratio Rank: 97
GOOGL Sortino Ratio Rank: 98
GOOGL Omega Ratio Rank: 96
GOOGL Calmar Ratio Rank: 93
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	^OOI	GOOGL	Difference
Sharpe ratio: Return per unit of total volatility	—	3.24	—
Sortino ratio: Return per unit of downside risk	—	4.48	—
Omega ratio: Gain probability vs. loss probability	—	1.54	—
Calmar ratio: Return relative to maximum drawdown	—	4.75	—
Martin ratio: Return relative to average drawdown	—	14.91	—

Drawdowns

Drawdown Indicators

	^OOI	GOOGL	Difference
Max Drawdown Largest peak-to-trough decline	—	-65.29%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-20.37%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-29.81%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-44.32%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.32%	—
Current Drawdown Current decline from peak	—	-12.39%	—
Average Drawdown Average peak-to-trough decline	—	-13.01%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.47%	—

Volatility

Volatility by Period

	^OOI	GOOGL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.15%	—
Volatility (6M) Calculated over the trailing 6-month period	—	21.88%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	29.88%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	31.56%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	29.22%	—