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ABEC.DE vs. GOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABEC.DE and GOOG is 0.63, 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.


-0.50.00.51.00.6

Performance

ABEC.DE vs. GOOG - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.63%
4.94%
ABEC.DE
GOOG

Key characteristics

Sharpe Ratio

ABEC.DE:

1.66

GOOG:

1.39

Sortino Ratio

ABEC.DE:

2.27

GOOG:

1.89

Omega Ratio

ABEC.DE:

1.32

GOOG:

1.26

Calmar Ratio

ABEC.DE:

1.98

GOOG:

1.66

Martin Ratio

ABEC.DE:

4.91

GOOG:

4.08

Ulcer Index

ABEC.DE:

9.36%

GOOG:

9.06%

Daily Std Dev

ABEC.DE:

27.74%

GOOG:

26.71%

Max Drawdown

ABEC.DE:

-38.74%

GOOG:

-44.60%

Current Drawdown

ABEC.DE:

-1.21%

GOOG:

-2.94%

Fundamentals

Market Cap

ABEC.DE:

€2.02T

GOOG:

$2.14T

EPS

ABEC.DE:

€7.18

GOOG:

$7.46

PE Ratio

ABEC.DE:

23.19

GOOG:

23.37

PEG Ratio

ABEC.DE:

1.09

GOOG:

1.10

Total Revenue (TTM)

ABEC.DE:

€339.86B

GOOG:

$339.76B

Gross Profit (TTM)

ABEC.DE:

€196.59B

GOOG:

$196.73B

EBITDA (TTM)

ABEC.DE:

€124.94B

GOOG:

$121.22B

Returns By Period

In the year-to-date period, ABEC.DE achieves a 37.31% return, which is significantly higher than GOOG's 32.83% return. Over the past 10 years, ABEC.DE has outperformed GOOG with an annualized return of 23.55%, while GOOG has yielded a comparatively lower 21.95% annualized return.


ABEC.DE

YTD

37.31%

1M

3.95%

6M

6.73%

1Y

40.95%

5Y (annualized)

23.42%

10Y (annualized)

23.55%

GOOG

YTD

32.83%

1M

3.83%

6M

4.94%

1Y

38.98%

5Y (annualized)

22.71%

10Y (annualized)

21.95%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ABEC.DE vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (ABEC.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.


Sharpe ratio
The chart of Sharpe ratio for ABEC.DE, currently valued at 1.25, compared to the broader market-4.00-2.000.002.001.251.34
The chart of Sortino ratio for ABEC.DE, currently valued at 1.80, compared to the broader market-4.00-2.000.002.004.001.801.84
The chart of Omega ratio for ABEC.DE, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.26
The chart of Calmar ratio for ABEC.DE, currently valued at 1.55, compared to the broader market0.002.004.006.001.551.60
The chart of Martin ratio for ABEC.DE, currently valued at 3.80, compared to the broader market-10.000.0010.0020.0030.003.803.89
ABEC.DE
GOOG

The current ABEC.DE Sharpe Ratio is 1.66, which is comparable to the GOOG Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of ABEC.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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.25
1.34
ABEC.DE
GOOG

Dividends

ABEC.DE vs. GOOG - Dividend Comparison

ABEC.DE's dividend yield for the trailing twelve months is around 0.32%, which matches GOOG's 0.32% yield.


TTM
ABEC.DE
Alphabet Inc
0.32%
GOOG
Alphabet Inc.
0.32%

Drawdowns

ABEC.DE vs. GOOG - Drawdown Comparison

The maximum ABEC.DE drawdown since its inception was -38.74%, smaller than the maximum GOOG drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for ABEC.DE and GOOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.93%
-2.94%
ABEC.DE
GOOG

Volatility

ABEC.DE vs. GOOG - Volatility Comparison

Alphabet Inc (ABEC.DE) and Alphabet Inc. (GOOG) have volatilities of 8.78% and 9.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
8.78%
9.11%
ABEC.DE
GOOG

Financials

ABEC.DE vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Alphabet 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


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

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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