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1AAPL.MI vs. GOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 1AAPL.MI and GOOG is 0.41, 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.


Performance

1AAPL.MI vs. GOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Apple Inc. (1AAPL.MI) and Alphabet Inc (GOOG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

1AAPL.MI:

-0.01

GOOG:

0.00

Sortino Ratio

1AAPL.MI:

0.19

GOOG:

0.11

Omega Ratio

1AAPL.MI:

1.03

GOOG:

1.01

Calmar Ratio

1AAPL.MI:

-0.01

GOOG:

-0.08

Martin Ratio

1AAPL.MI:

-0.03

GOOG:

-0.17

Ulcer Index

1AAPL.MI:

12.66%

GOOG:

14.06%

Daily Std Dev

1AAPL.MI:

30.89%

GOOG:

31.25%

Max Drawdown

1AAPL.MI:

-37.21%

GOOG:

-44.60%

Current Drawdown

1AAPL.MI:

-28.28%

GOOG:

-16.69%

Fundamentals

Market Cap

1AAPL.MI:

€2.64T

GOOG:

$2.09T

EPS

1AAPL.MI:

€5.65

GOOG:

$8.95

PE Ratio

1AAPL.MI:

31.04

GOOG:

19.31

PEG Ratio

1AAPL.MI:

2.03

GOOG:

1.33

PS Ratio

1AAPL.MI:

6.60

GOOG:

5.81

PB Ratio

1AAPL.MI:

44.61

GOOG:

6.08

Returns By Period

In the year-to-date period, 1AAPL.MI achieves a -27.58% return, which is significantly lower than GOOG's -9.13% return.


1AAPL.MI

YTD

-27.58%

1M

-5.38%

6M

-21.54%

1Y

0.37%

3Y*

8.86%

5Y*

20.44%

10Y*

N/A

GOOG

YTD

-9.13%

1M

6.18%

6M

1.61%

1Y

-0.17%

3Y*

15.05%

5Y*

19.44%

10Y*

20.48%

*Annualized

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Apple Inc.

Alphabet Inc

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

1AAPL.MI vs. GOOG — Risk-Adjusted Performance Rank

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

1AAPL.MI
The Risk-Adjusted Performance Rank of 1AAPL.MI is 4646
Overall Rank
The Sharpe Ratio Rank of 1AAPL.MI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of 1AAPL.MI is 4141
Sortino Ratio Rank
The Omega Ratio Rank of 1AAPL.MI is 4242
Omega Ratio Rank
The Calmar Ratio Rank of 1AAPL.MI is 5050
Calmar Ratio Rank
The Martin Ratio Rank of 1AAPL.MI is 4949
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 4444
Overall Rank
The Sharpe Ratio Rank of GOOG is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 3939
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 3939
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 4545
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

1AAPL.MI vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Apple Inc. (1AAPL.MI) and Alphabet Inc (GOOG). 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.


The current 1AAPL.MI Sharpe Ratio is -0.01, which is lower than the GOOG Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of 1AAPL.MI and GOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

1AAPL.MI vs. GOOG - Dividend Comparison

1AAPL.MI's dividend yield for the trailing twelve months is around 0.47%, more than GOOG's 0.46% yield.


TTM20242023202220212020201920182017
1AAPL.MI
Apple Inc.
0.47%0.33%0.58%0.64%0.40%0.57%0.93%1.56%0.33%
GOOG
Alphabet Inc
0.46%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

1AAPL.MI vs. GOOG - Drawdown Comparison

The maximum 1AAPL.MI drawdown since its inception was -37.21%, smaller than the maximum GOOG drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for 1AAPL.MI and GOOG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

1AAPL.MI vs. GOOG - Volatility Comparison

The current volatility for Apple Inc. (1AAPL.MI) is 9.91%, while Alphabet Inc (GOOG) has a volatility of 11.00%. This indicates that 1AAPL.MI experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

1AAPL.MI vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Apple Inc. and Alphabet Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


40.00B50.00B60.00B70.00B80.00B90.00B100.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
90.23B
(1AAPL.MI) Total Revenue
(GOOG) Total Revenue
Please note, different currencies. 1AAPL.MI values in EUR, GOOG values in USD