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

Key characteristics


COMPGOOG
YTD Return78.19%30.40%
1Y Return243.59%37.51%
3Y Return (Ann)-16.34%7.12%
Sharpe Ratio3.351.41
Sortino Ratio3.751.94
Omega Ratio1.431.26
Calmar Ratio2.681.66
Martin Ratio21.184.24
Ulcer Index11.42%8.74%
Daily Std Dev72.11%26.22%
Max Drawdown-90.82%-44.60%
Current Drawdown-66.75%-4.72%

Fundamentals


COMPGOOG
Market Cap$3.40B$2.23T
EPS-$0.40$7.53
Total Revenue (TTM)$5.35B$339.76B
Gross Profit (TTM)$564.40M$196.73B
EBITDA (TTM)-$47.50M$122.41B

Correlation

-0.50.00.51.00.4

The correlation between COMP and GOOG is 0.37, 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.

Performance

COMP vs. GOOG - Performance Comparison

In the year-to-date period, COMP achieves a 78.19% return, which is significantly higher than GOOG's 30.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
55.08%
6.89%
COMP
GOOG

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Risk-Adjusted Performance

COMP vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Compass, Inc. (COMP) 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.


COMP
Sharpe ratio
The chart of Sharpe ratio for COMP, currently valued at 3.35, compared to the broader market-4.00-2.000.002.004.003.35
Sortino ratio
The chart of Sortino ratio for COMP, currently valued at 3.75, compared to the broader market-4.00-2.000.002.004.006.003.75
Omega ratio
The chart of Omega ratio for COMP, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for COMP, currently valued at 2.68, compared to the broader market0.002.004.006.002.68
Martin ratio
The chart of Martin ratio for COMP, currently valued at 21.18, compared to the broader market0.0010.0020.0030.0021.18
GOOG
Sharpe ratio
The chart of Sharpe ratio for GOOG, currently valued at 1.41, compared to the broader market-4.00-2.000.002.004.001.41
Sortino ratio
The chart of Sortino ratio for GOOG, currently valued at 1.94, compared to the broader market-4.00-2.000.002.004.006.001.94
Omega ratio
The chart of Omega ratio for GOOG, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for GOOG, currently valued at 1.66, compared to the broader market0.002.004.006.001.66
Martin ratio
The chart of Martin ratio for GOOG, currently valued at 4.24, compared to the broader market0.0010.0020.0030.004.24

COMP vs. GOOG - Sharpe Ratio Comparison

The current COMP Sharpe Ratio is 3.35, which is higher than the GOOG Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of COMP 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.35
1.41
COMP
GOOG

Dividends

COMP vs. GOOG - Dividend Comparison

COMP has not paid dividends to shareholders, while GOOG's dividend yield for the trailing twelve months is around 0.22%.


TTM
COMP
Compass, Inc.
0.00%
GOOG
Alphabet Inc.
0.22%

Drawdowns

COMP vs. GOOG - Drawdown Comparison

The maximum COMP drawdown since its inception was -90.82%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for COMP and GOOG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-66.75%
-4.72%
COMP
GOOG

Volatility

COMP vs. GOOG - Volatility Comparison

Compass, Inc. (COMP) has a higher volatility of 19.11% compared to Alphabet Inc. (GOOG) at 6.76%. This indicates that COMP's price experiences larger fluctuations and is considered to be riskier 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%25.00%JuneJulyAugustSeptemberOctoberNovember
19.11%
6.76%
COMP
GOOG

Financials

COMP vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Compass, 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