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

Correlation

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.


-0.50.00.51.00.4

Performance

COMP vs. GOOG - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
17.48%
3.25%
COMP
GOOG

Key characteristics

Sharpe Ratio

COMP:

0.93

GOOG:

1.21

Sortino Ratio

COMP:

1.78

GOOG:

1.73

Omega Ratio

COMP:

1.20

GOOG:

1.23

Calmar Ratio

COMP:

0.71

GOOG:

1.50

Martin Ratio

COMP:

5.19

GOOG:

3.68

Ulcer Index

COMP:

11.71%

GOOG:

9.08%

Daily Std Dev

COMP:

65.64%

GOOG:

27.75%

Max Drawdown

COMP:

-90.82%

GOOG:

-44.60%

Current Drawdown

COMP:

-72.31%

GOOG:

-3.59%

Fundamentals

Market Cap

COMP:

$3.08B

GOOG:

$2.33T

EPS

COMP:

-$0.40

GOOG:

$7.54

Total Revenue (TTM)

COMP:

$4.25B

GOOG:

$253.45B

Gross Profit (TTM)

COMP:

$465.60M

GOOG:

$147.99B

EBITDA (TTM)

COMP:

-$46.80M

GOOG:

$95.96B

Returns By Period

In the year-to-date period, COMP achieves a -4.62% return, which is significantly lower than GOOG's 0.32% return.


COMP

YTD

-4.62%

1M

-17.58%

6M

17.47%

1Y

64.12%

5Y*

N/A

10Y*

N/A

GOOG

YTD

0.32%

1M

-0.17%

6M

3.24%

1Y

32.93%

5Y*

21.54%

10Y*

22.50%

*Annualized

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

COMP vs. GOOG — Risk-Adjusted Performance Rank

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

COMP
The Risk-Adjusted Performance Rank of COMP is 7979
Overall Rank
The Sharpe Ratio Rank of COMP is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of COMP is 7979
Sortino Ratio Rank
The Omega Ratio Rank of COMP is 7575
Omega Ratio Rank
The Calmar Ratio Rank of COMP is 7676
Calmar Ratio Rank
The Martin Ratio Rank of COMP is 8484
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 8181
Overall Rank
The Sharpe Ratio Rank of GOOG is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 7878
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 7878
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 8888
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for COMP, currently valued at 0.93, compared to the broader market-2.000.002.000.931.21
The chart of Sortino ratio for COMP, currently valued at 1.78, compared to the broader market-4.00-2.000.002.004.001.781.73
The chart of Omega ratio for COMP, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.23
The chart of Calmar ratio for COMP, currently valued at 0.71, compared to the broader market0.002.004.006.000.711.50
The chart of Martin ratio for COMP, currently valued at 5.19, compared to the broader market0.0010.0020.005.193.68
COMP
GOOG

The current COMP Sharpe Ratio is 0.93, which is comparable to the GOOG Sharpe Ratio of 1.21. 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.93
1.21
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 0.31%.


TTM2024
COMP
Compass, Inc.
0.00%0.00%
GOOG
Alphabet Inc.
0.31%0.32%

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%AugustSeptemberOctoberNovemberDecember2025
-72.31%
-3.59%
COMP
GOOG

Volatility

COMP vs. GOOG - Volatility Comparison

Compass, Inc. (COMP) has a higher volatility of 14.53% compared to Alphabet Inc. (GOOG) at 7.23%. 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%AugustSeptemberOctoberNovemberDecember2025
14.53%
7.23%
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
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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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