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

Correlation

The correlation between COMP and GOOG is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


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.

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Key characteristics

Sharpe Ratio

COMP:

1.00

GOOG:

-0.19

Sortino Ratio

COMP:

2.34

GOOG:

-0.08

Omega Ratio

COMP:

1.30

GOOG:

0.99

Calmar Ratio

COMP:

1.17

GOOG:

-0.22

Martin Ratio

COMP:

7.04

GOOG:

-0.47

Ulcer Index

COMP:

13.82%

GOOG:

13.41%

Daily Std Dev

COMP:

66.75%

GOOG:

30.86%

Max Drawdown

COMP:

-90.82%

GOOG:

-44.60%

Current Drawdown

COMP:

-67.89%

GOOG:

-23.08%

Fundamentals

Market Cap

COMP:

$3.26B

GOOG:

$1.86T

EPS

COMP:

-$0.13

GOOG:

$8.95

PS Ratio

COMP:

0.55

GOOG:

5.18

PB Ratio

COMP:

5.10

GOOG:

5.37

Total Revenue (TTM)

COMP:

$4.58B

GOOG:

$359.71B

Gross Profit (TTM)

COMP:

$614.20M

GOOG:

$210.76B

EBITDA (TTM)

COMP:

$44.60M

GOOG:

$149.88B

Returns By Period

In the year-to-date period, COMP achieves a 10.60% return, which is significantly higher than GOOG's -16.11% return.


COMP

YTD

10.60%

1M

-13.85%

6M

-4.85%

1Y

65.90%

5Y*

N/A

10Y*

N/A

GOOG

YTD

-16.11%

1M

0.11%

6M

-12.10%

1Y

-5.85%

5Y*

18.98%

10Y*

19.70%

*Annualized

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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 8888
Overall Rank
The Sharpe Ratio Rank of COMP is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of COMP is 9191
Sortino Ratio Rank
The Omega Ratio Rank of COMP is 8888
Omega Ratio Rank
The Calmar Ratio Rank of COMP is 8686
Calmar Ratio Rank
The Martin Ratio Rank of COMP is 9191
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 3737
Overall Rank
The Sharpe Ratio Rank of GOOG is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 3434
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 3434
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 3535
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 3939
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.


The current COMP Sharpe Ratio is 1.00, which is higher than the GOOG Sharpe Ratio of -0.19. 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.


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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 0.50%.


TTM2024
COMP
Compass, Inc.
0.00%0.00%
GOOG
Alphabet Inc
0.50%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.


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Volatility

COMP vs. GOOG - Volatility Comparison

Compass, Inc. (COMP) has a higher volatility of 24.60% compared to Alphabet Inc (GOOG) at 11.49%. 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.


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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


0.0020.00B40.00B60.00B80.00B100.00B20212022202320242025
1.38B
90.23B
(COMP) Total Revenue
(GOOG) Total Revenue
Values in USD except per share items

COMP vs. GOOG - Profitability Comparison

The chart below illustrates the profitability comparison between Compass, Inc. and Alphabet Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20212022202320242025
17.5%
59.7%
(COMP) Gross Margin
(GOOG) Gross Margin
COMP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Compass, Inc. reported a gross profit of 241.10M and revenue of 1.38B. Therefore, the gross margin over that period was 17.5%.

GOOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Alphabet Inc reported a gross profit of 53.87B and revenue of 90.23B. Therefore, the gross margin over that period was 59.7%.

COMP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Compass, Inc. reported an operating income of -40.60M and revenue of 1.38B, resulting in an operating margin of -2.9%.

GOOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Alphabet Inc reported an operating income of 30.61B and revenue of 90.23B, resulting in an operating margin of 33.9%.

COMP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Compass, Inc. reported a net income of -40.50M and revenue of 1.38B, resulting in a net margin of -2.9%.

GOOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Alphabet Inc reported a net income of 34.54B and revenue of 90.23B, resulting in a net margin of 38.3%.