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ABEA.DE vs. GOOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ABEA.DE vs. GOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Alphabet Inc Class A (ABEA.DE) and Alphabet Inc (GOOG). The values are adjusted to include any dividend payments, if applicable.

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ABEA.DE vs. GOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABEA.DE
Alphabet Inc Class A
-3.80%46.65%44.40%54.77%-36.92%80.66%18.64%31.56%4.53%16.33%
GOOG
Alphabet Inc
-4.40%45.79%44.57%54.07%-34.87%77.53%20.23%32.02%3.61%18.91%
Different Trading Currencies

ABEA.DE is traded in EUR, while GOOG is traded in USD. To make them comparable, the GOOG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ABEA.DE achieves a -3.80% return, which is significantly higher than GOOG's -4.51% return. Both investments have delivered pretty close results over the past 10 years, with ABEA.DE having a 22.66% annualized return and GOOG not far ahead at 22.89%.


ABEA.DE

1D
0.23%
1M
-1.32%
YTD
-3.80%
6M
23.00%
1Y
78.14%
3Y*
39.80%
5Y*
23.56%
10Y*
22.66%

GOOG

1D
0.00%
1M
-2.41%
YTD
-4.51%
6M
21.40%
1Y
74.37%
3Y*
38.74%
5Y*
23.14%
10Y*
22.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ABEA.DE vs. GOOG — Risk / Return Rank

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

ABEA.DE
ABEA.DE Risk / Return Rank: 9393
Overall Rank
ABEA.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ABEA.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
ABEA.DE Omega Ratio Rank: 9191
Omega Ratio Rank
ABEA.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
ABEA.DE Martin Ratio Rank: 9595
Martin Ratio Rank

GOOG
GOOG Risk / Return Rank: 9494
Overall Rank
GOOG Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GOOG Sortino Ratio Rank: 9696
Sortino Ratio Rank
GOOG Omega Ratio Rank: 9393
Omega Ratio Rank
GOOG Calmar Ratio Rank: 9090
Calmar Ratio Rank
GOOG Martin Ratio Rank: 9494
Martin Ratio Rank
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.

ABEA.DE vs. GOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc Class A (ABEA.DE) 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.


ABEA.DEGOOGDifference

Sharpe ratio

Return per unit of total volatility

2.61

2.37

+0.24

Sortino ratio

Return per unit of downside risk

3.43

3.17

+0.26

Omega ratio

Gain probability vs. loss probability

1.42

1.40

+0.02

Calmar ratio

Return relative to maximum drawdown

5.00

3.96

+1.04

Martin ratio

Return relative to average drawdown

17.17

13.49

+3.68

ABEA.DE vs. GOOG - Sharpe Ratio Comparison

The current ABEA.DE Sharpe Ratio is 2.61, which is comparable to the GOOG Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of ABEA.DE 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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Sharpe Ratios by Period


ABEA.DEGOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.61

2.37

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.76

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.79

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.80

+0.01

Correlation

The correlation between ABEA.DE and GOOG is 0.66, 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.


Dividends

ABEA.DE vs. GOOG - Dividend Comparison

ABEA.DE's dividend yield for the trailing twelve months is around 0.28%, less than GOOG's 0.29% yield.


TTM20252024
ABEA.DE
Alphabet Inc Class A
0.28%0.27%0.30%
GOOG
Alphabet Inc
0.29%0.26%0.32%

Drawdowns

ABEA.DE vs. GOOG - Drawdown Comparison

The maximum ABEA.DE drawdown since its inception was -60.31%, which is greater than GOOG's maximum drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for ABEA.DE and GOOG.


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Drawdown Indicators


ABEA.DEGOOGDifference

Max Drawdown

Largest peak-to-trough decline

-60.31%

-44.60%

-15.71%

Max Drawdown (1Y)

Largest decline over 1 year

-17.39%

-20.75%

+3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-38.63%

-44.60%

+5.97%

Max Drawdown (10Y)

Largest decline over 10 years

-38.63%

-44.60%

+5.97%

Current Drawdown

Current decline from peak

-11.81%

-14.56%

+2.75%

Average Drawdown

Average peak-to-trough decline

-12.18%

-8.97%

-3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.06%

5.49%

-0.43%

Volatility

ABEA.DE vs. GOOG - Volatility Comparison

The current volatility for Alphabet Inc Class A (ABEA.DE) is 7.66%, while Alphabet Inc (GOOG) has a volatility of 8.36%. This indicates that ABEA.DE 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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Volatility by Period


ABEA.DEGOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.66%

8.36%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

19.08%

19.55%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

29.81%

31.57%

-1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.47%

30.46%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.61%

29.05%

-1.44%

Financials

ABEA.DE vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Alphabet Inc Class A 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


Please note, different currencies. ABEA.DE values in EUR, GOOG values in USD