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BNB-USD vs. GOOGL
Performance
Return for Risk
Drawdowns
Volatility

Performance

BNB-USD vs. GOOGL - Performance Comparison

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

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Returns By Period

In the year-to-date period, BNB-USD achieves a -29.49% return, which is significantly lower than GOOGL's 15.06% return.


BNB-USD

1D
0.91%
1M
-10.19%
YTD
-29.49%
6M
-32.13%
1Y
-7.11%
3Y*
36.86%
5Y*
10.55%
10Y*

GOOGL

1D
0.53%
1M
-10.27%
YTD
15.06%
6M
16.44%
1Y
106.51%
3Y*
43.10%
5Y*
24.46%
10Y*
25.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNB-USD vs. GOOGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNB-USD
BNB
-29.49%23.21%124.36%26.83%-51.86%1,277.47%170.06%126.63%-29.71%320.60%
GOOGL
Alphabet Inc. Class A
15.06%65.99%36.01%58.32%-39.09%65.30%30.85%28.18%-0.80%-0.46%

Correlation

The correlation between BNB-USD and GOOGL is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.13

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Return for Risk

BNB-USD vs. GOOGL — Risk / Return Rank

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

BNB-USD
BNB-USD Risk / Return Rank: 8484
Overall Rank
BNB-USD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BNB-USD Sortino Ratio Rank: 8383
Sortino Ratio Rank
BNB-USD Omega Ratio Rank: 8282
Omega Ratio Rank
BNB-USD Calmar Ratio Rank: 8787
Calmar Ratio Rank
BNB-USD Martin Ratio Rank: 8787
Martin Ratio Rank

GOOGL
GOOGL Risk / Return Rank: 9696
Overall Rank
GOOGL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9696
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9595
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.

BNB-USD vs. GOOGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNB (BNB-USD) and Alphabet Inc. Class A (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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BNB-USDGOOGLDifference
Sharpe ratioReturn per unit of total volatility

-3.75

Sortino ratioReturn per unit of downside risk

-4.73

Omega ratioGain probability vs. loss probability

1.02

1.59

-0.57

Calmar ratioReturn relative to maximum drawdown

-0.13

5.20

-5.33

Martin ratioReturn relative to average drawdown

-0.20

18.48

-18.68

BNB-USD vs. GOOGL - Sharpe Ratio Comparison

The current BNB-USD Sharpe Ratio is -0.13, which is lower than the GOOGL Sharpe Ratio of 3.62. The chart below compares the historical Sharpe Ratios of BNB-USD and GOOGL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BNB-USD vs. GOOGL - Drawdown Comparison

The maximum BNB-USD drawdown since its inception was -79.74%, which is greater than GOOGL's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for BNB-USD and GOOGL.


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Drawdown Indicators


BNB-USDGOOGLDifference

Max Drawdown

Largest peak-to-trough decline

-79.74%

-65.29%

-14.45%

Max Drawdown (1Y)

Largest decline over 1 year

-56.24%

-20.37%

-35.87%

Max Drawdown (3Y)

Largest decline over 3 years

-56.24%

-29.81%

-26.43%

Max Drawdown (5Y)

Largest decline over 5 years

-69.89%

-44.32%

-25.57%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

Current Drawdown

Current decline from peak

-53.42%

-10.61%

-42.81%

Average Drawdown

Average peak-to-trough decline

-38.71%

-13.01%

-25.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.27%

5.72%

+36.55%

Volatility

BNB-USD vs. GOOGL - Volatility Comparison

BNB (BNB-USD) has a higher volatility of 17.28% compared to Alphabet Inc. Class A (GOOGL) at 7.24%. This indicates that BNB-USD's price experiences larger fluctuations and is considered to be riskier than GOOGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNB-USDGOOGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.28%

7.24%

+10.04%

Volatility (6M)

Calculated over the trailing 6-month period

34.73%

20.82%

+13.91%

Volatility (1Y)

Calculated over the trailing 1-year period

44.38%

29.31%

+15.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.42%

31.33%

+19.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.06%

29.13%

+50.93%

Frequently Asked Questions


BNB-USD and GOOGL have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNB-USD has higher volatility (17.28%) compared to GOOGL (7.24%). In terms of maximum drawdown, BNB-USD dropped -79.74% vs GOOGL's -65.29%.

GOOGL currently has the higher Sharpe Ratio (3.62 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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