PortfoliosLab logoPortfoliosLab logo
^OOI vs. GOOGL
Performance
Return for Risk
Drawdowns
Volatility

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.

Loading charts...

Returns By Period


^OOI

1D
1.32%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

GOOGL

1D
6.73%
1M
-1.05%
6M
5.50%
YTD
13.93%
1Y
88.84%
3Y*
39.78%
5Y*
21.67%
10Y*
24.55%
ALL TIME*
25.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$11.74B$10.31B$11.78B

^OOI vs. GOOGL - Yearly Performance Comparison


2026 (YTD)
^OOI
S&P Global 100 Index
1.32%
GOOGL
Alphabet Inc. Class A
6.73%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

^OOI vs. GOOGL — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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: 9595
Overall Rank
GOOGL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9696
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9595
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

^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.


^OOIGOOGLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

4.11

Martin ratioReturn relative to average drawdown

11.67

^OOI vs. GOOGL - Sharpe Ratio Comparison


Loading charts...

Drawdowns

^OOI vs. GOOGL - Drawdown Comparison

The maximum ^OOI drawdown since its inception was 0.00%, 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.


Loading charts...

Drawdown Indicators


^OOIGOOGLDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-65.29%

+65.29%

Max Drawdown (1Y)

Largest decline over 1 year

-21.05%

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

0.00%

-11.49%

+11.49%

Average Drawdown

Average peak-to-trough decline

0.00%

-13.01%

+13.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.41%

Volatility

^OOI vs. GOOGL - Volatility Comparison


Loading charts...

Volatility by Period


^OOIGOOGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.03%

Volatility (6M)

Calculated over the trailing 6-month period

24.79%

Volatility (1Y)

Calculated over the trailing 1-year period

32.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.43%

Portfolio Optimizer

Find the right allocation for ^OOI and GOOGL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer