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DOU.DE vs. GOOGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DOU.DE vs. GOOGL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Douglas AG (DOU.DE) and Alphabet Inc. Class A (GOOGL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DOU.DE is traded in EUR, while GOOGL is traded in USD. To make them comparable, the GOOGL values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DOU.DE achieves a -27.04% return, which is significantly lower than GOOGL's 20.14% return.


DOU.DE

1D
0.55%
1M
-2.67%
YTD
-27.04%
6M
-24.75%
1Y
-21.11%
3Y*
5Y*
10Y*

GOOGL

1D
-0.19%
1M
-5.59%
YTD
20.14%
6M
16.07%
1Y
118.39%
3Y*
39.41%
5Y*
26.80%
10Y*
25.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOU.DE vs. GOOGL - Yearly Performance Comparison


2026 (YTD)20252024
DOU.DE
Douglas AG
-27.04%-38.24%-12.23%
GOOGL
Alphabet Inc. Class A
20.14%46.30%35.04%

Correlation

The correlation between DOU.DE and GOOGL is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2024

0.07

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Return for Risk

DOU.DE vs. GOOGL — Risk / Return Rank

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

DOU.DE
DOU.DE Risk / Return Rank: 1313
Overall Rank
DOU.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
DOU.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
DOU.DE Omega Ratio Rank: 1616
Omega Ratio Rank
DOU.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
DOU.DE Martin Ratio Rank: 44
Martin Ratio Rank

GOOGL
GOOGL Risk / Return Rank: 9696
Overall Rank
GOOGL Sharpe Ratio Rank: 9898
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: 9696
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.

DOU.DE vs. GOOGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Douglas AG (DOU.DE) 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.


DOU.DEGOOGLDifference
Sharpe ratioReturn per unit of total volatility

-4.73

Sortino ratioReturn per unit of downside risk

-6.04

Omega ratioGain probability vs. loss probability

0.91

1.66

-0.75

Calmar ratioReturn relative to maximum drawdown

-0.67

6.55

-7.23

Martin ratioReturn relative to average drawdown

-1.60

22.40

-23.99

DOU.DE vs. GOOGL - Sharpe Ratio Comparison

The current DOU.DE Sharpe Ratio is -0.65, which is lower than the GOOGL Sharpe Ratio of 4.09. The chart below compares the historical Sharpe Ratios of DOU.DE 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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Sharpe Ratios by Period


DOU.DEGOOGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.65

4.09

-4.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.90

0.69

-1.58

Drawdowns

DOU.DE vs. GOOGL - Drawdown Comparison

The maximum DOU.DE drawdown since its inception was -63.49%, roughly equal to the maximum GOOGL drawdown of -60.91%. Use the drawdown chart below to compare losses from any high point for DOU.DE and GOOGL.


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Drawdown Indicators


DOU.DEGOOGLDifference

Max Drawdown

Largest peak-to-trough decline

-63.49%

-60.91%

-2.58%

Max Drawdown (1Y)

Largest decline over 1 year

-35.33%

-18.17%

-17.16%

Max Drawdown (3Y)

Largest decline over 3 years

-35.42%

Max Drawdown (5Y)

Largest decline over 5 years

-38.62%

Max Drawdown (10Y)

Largest decline over 10 years

-38.62%

Current Drawdown

Current decline from peak

-60.45%

-6.92%

-53.53%

Average Drawdown

Average peak-to-trough decline

-36.07%

-12.56%

-23.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.94%

5.31%

+9.63%

Volatility

DOU.DE vs. GOOGL - Volatility Comparison

Douglas AG (DOU.DE) and Alphabet Inc. Class A (GOOGL) have volatilities of 8.20% and 8.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOU.DEGOOGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.20%

8.36%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

26.69%

20.04%

+6.65%

Volatility (1Y)

Calculated over the trailing 1-year period

36.71%

29.15%

+7.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.34%

31.04%

+7.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.34%

29.34%

+9.00%

Dividends

DOU.DE vs. GOOGL - Dividend Comparison

DOU.DE has not paid dividends to shareholders, while GOOGL's dividend yield for the trailing twelve months is around 0.23%.


PositionTTM20252024
DOU.DE
Douglas AG
0.00%0.00%0.00%
GOOGL
Alphabet Inc. Class A
0.23%0.27%0.32%

Financials

DOU.DE vs. GOOGL - Financials Comparison

This section allows you to compare key financial metrics between Douglas AG and Alphabet Inc. Class A. 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


Please note, different currencies. DOU.DE values in EUR, GOOGL values in USD

Frequently Asked Questions


DOU.DE and GOOGL have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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