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ALLY vs. GOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALLY and GOOG is 0.34, 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

ALLY vs. GOOG - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
57.17%
581.66%
ALLY
GOOG

Key characteristics

Sharpe Ratio

ALLY:

0.18

GOOG:

1.40

Sortino Ratio

ALLY:

0.47

GOOG:

1.93

Omega Ratio

ALLY:

1.07

GOOG:

1.26

Calmar Ratio

ALLY:

0.16

GOOG:

1.74

Martin Ratio

ALLY:

0.54

GOOG:

4.26

Ulcer Index

ALLY:

11.41%

GOOG:

9.07%

Daily Std Dev

ALLY:

34.38%

GOOG:

27.64%

Max Drawdown

ALLY:

-66.24%

GOOG:

-44.60%

Current Drawdown

ALLY:

-30.11%

GOOG:

-2.62%

Fundamentals

Market Cap

ALLY:

$11.15B

GOOG:

$2.40T

EPS

ALLY:

$2.50

GOOG:

$7.55

PE Ratio

ALLY:

14.64

GOOG:

26.11

PEG Ratio

ALLY:

0.59

GOOG:

1.24

Total Revenue (TTM)

ALLY:

$12.77B

GOOG:

$339.76B

Gross Profit (TTM)

ALLY:

$9.38B

GOOG:

$196.73B

EBITDA (TTM)

ALLY:

$1.96B

GOOG:

$121.22B

Returns By Period

In the year-to-date period, ALLY achieves a 2.97% return, which is significantly lower than GOOG's 37.41% return. Over the past 10 years, ALLY has underperformed GOOG with an annualized return of 6.28%, while GOOG has yielded a comparatively higher 22.07% annualized return.


ALLY

YTD

2.97%

1M

-1.89%

6M

-11.11%

1Y

4.92%

5Y*

5.84%

10Y*

6.28%

GOOG

YTD

37.41%

1M

8.94%

6M

7.31%

1Y

36.57%

5Y*

23.51%

10Y*

22.07%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ALLY vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ally Financial Inc. (ALLY) 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 ALLY, currently valued at 0.18, compared to the broader market-4.00-2.000.002.000.181.40
The chart of Sortino ratio for ALLY, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.000.471.93
The chart of Omega ratio for ALLY, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.26
The chart of Calmar ratio for ALLY, currently valued at 0.16, compared to the broader market0.002.004.006.000.161.74
The chart of Martin ratio for ALLY, currently valued at 0.54, compared to the broader market-5.000.005.0010.0015.0020.0025.000.544.26
ALLY
GOOG

The current ALLY Sharpe Ratio is 0.18, which is lower than the GOOG Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of ALLY 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.18
1.40
ALLY
GOOG

Dividends

ALLY vs. GOOG - Dividend Comparison

ALLY's dividend yield for the trailing twelve months is around 3.44%, more than GOOG's 0.31% yield.


TTM20232022202120202019201820172016
ALLY
Ally Financial Inc.
3.44%3.44%4.91%1.85%2.13%2.23%2.47%1.37%0.84%
GOOG
Alphabet Inc.
0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ALLY vs. GOOG - Drawdown Comparison

The maximum ALLY drawdown since its inception was -66.24%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for ALLY and GOOG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.11%
-2.62%
ALLY
GOOG

Volatility

ALLY vs. GOOG - Volatility Comparison

The current volatility for Ally Financial Inc. (ALLY) is 9.53%, while Alphabet Inc. (GOOG) has a volatility of 11.21%. This indicates that ALLY 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.53%
11.21%
ALLY
GOOG

Financials

ALLY vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Ally Financial 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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