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ADT vs. GOOGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADT and GOOGL is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

ADT vs. GOOGL - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-3.96%
7.19%
ADT
GOOGL

Key characteristics

Sharpe Ratio

ADT:

0.09

GOOGL:

1.38

Sortino Ratio

ADT:

0.43

GOOGL:

1.92

Omega Ratio

ADT:

1.06

GOOGL:

1.26

Calmar Ratio

ADT:

0.07

GOOGL:

1.74

Martin Ratio

ADT:

0.43

GOOGL:

4.21

Ulcer Index

ADT:

8.38%

GOOGL:

9.13%

Daily Std Dev

ADT:

38.45%

GOOGL:

27.96%

Max Drawdown

ADT:

-67.33%

GOOGL:

-65.29%

Current Drawdown

ADT:

-44.61%

GOOGL:

-4.14%

Fundamentals

Market Cap

ADT:

$6.38B

GOOGL:

$2.40T

EPS

ADT:

$0.01

GOOGL:

$7.53

PE Ratio

ADT:

716.00

GOOGL:

25.95

Total Revenue (TTM)

ADT:

$4.88B

GOOGL:

$339.69B

Gross Profit (TTM)

ADT:

$2.84B

GOOGL:

$196.73B

EBITDA (TTM)

ADT:

$2.42B

GOOGL:

$124.94B

Returns By Period

In the year-to-date period, ADT achieves a 2.72% return, which is significantly lower than GOOGL's 35.44% return.


ADT

YTD

2.72%

1M

-9.39%

6M

-3.96%

1Y

6.95%

5Y*

-0.70%

10Y*

N/A

GOOGL

YTD

35.44%

1M

5.95%

6M

7.19%

1Y

36.76%

5Y*

22.93%

10Y*

21.72%

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Risk-Adjusted Performance

ADT vs. GOOGL - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for ADT, currently valued at 0.09, compared to the broader market-4.00-2.000.002.000.091.38
The chart of Sortino ratio for ADT, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.000.431.92
The chart of Omega ratio for ADT, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.26
The chart of Calmar ratio for ADT, currently valued at 0.07, compared to the broader market0.002.004.006.000.071.74
The chart of Martin ratio for ADT, currently valued at 0.43, compared to the broader market0.0010.0020.000.434.21
ADT
GOOGL

The current ADT Sharpe Ratio is 0.09, which is lower than the GOOGL Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of ADT and GOOGL, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.09
1.38
ADT
GOOGL

Dividends

ADT vs. GOOGL - Dividend Comparison

ADT's dividend yield for the trailing twelve months is around 3.24%, more than GOOGL's 0.32% yield.


TTM202320222021202020192018
ADT
ADT Inc.
3.24%2.05%1.54%1.66%1.78%10.15%2.33%
GOOGL
Alphabet Inc.
0.32%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ADT vs. GOOGL - Drawdown Comparison

The maximum ADT drawdown since its inception was -67.33%, roughly equal to the maximum GOOGL drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for ADT and GOOGL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-44.61%
-4.14%
ADT
GOOGL

Volatility

ADT vs. GOOGL - Volatility Comparison

The current volatility for ADT Inc. (ADT) is 5.07%, while Alphabet Inc. (GOOGL) has a volatility of 11.57%. This indicates that ADT experiences smaller price fluctuations and is considered to be less risky than GOOGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.07%
11.57%
ADT
GOOGL

Financials

ADT vs. GOOGL - Financials Comparison

This section allows you to compare key financial metrics between ADT 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


Values in USD except per share items
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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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