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DVN vs. GOOGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DVN vs. GOOGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Devon Energy Corporation (DVN) 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, DVN achieves a 24.34% return, which is significantly higher than GOOGL's 15.06% return. Over the past 10 years, DVN has underperformed GOOGL with an annualized return of 6.14%, while GOOGL has yielded a comparatively higher 25.76% annualized return.


DVN

1D
1.57%
1M
-3.39%
YTD
24.34%
6M
22.17%
1Y
35.40%
3Y*
-0.45%
5Y*
14.12%
10Y*
6.14%

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)

DVN vs. GOOGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DVN
Devon Energy Corporation
24.34%15.03%-25.21%-23.08%50.86%199.88%-35.34%16.81%-45.09%-8.74%
GOOGL
Alphabet Inc. Class A
15.06%65.99%36.01%58.32%-39.09%65.30%30.85%28.18%-0.80%32.93%

Correlation

The correlation between DVN and GOOGL is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

0.01

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

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2004

0.25

The correlation between DVN and GOOGL shifts across timeframes, from -0.16 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

DVN:

$4.54

GOOGL:

$13.11

PE Ratio

DVN:

9.99

GOOGL:

27.43

PEG Ratio

DVN:

0.77

GOOGL:

1.35

PS Ratio

DVN:

1.75

GOOGL:

10.40

Total Revenue (TTM)

DVN:

$12.24B

GOOGL:

$422.57B

Gross Profit (TTM)

DVN:

$2.67B

GOOGL:

$255.12B

EBITDA (TTM)

DVN:

$5.67B

GOOGL:

$174.08B

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Return for Risk

DVN vs. GOOGL — Risk / Return Rank

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

DVN
DVN Risk / Return Rank: 7373
Overall Rank
DVN Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DVN Sortino Ratio Rank: 6969
Sortino Ratio Rank
DVN Omega Ratio Rank: 6767
Omega Ratio Rank
DVN Calmar Ratio Rank: 7979
Calmar Ratio Rank
DVN Martin Ratio Rank: 7878
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.

DVN vs. GOOGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Devon Energy Corporation (DVN) 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.


DVNGOOGLDifference
Sharpe ratioReturn per unit of total volatility

-2.58

Sortino ratioReturn per unit of downside risk

-3.35

Omega ratioGain probability vs. loss probability

1.19

1.59

-0.40

Calmar ratioReturn relative to maximum drawdown

2.31

5.20

-2.88

Martin ratioReturn relative to average drawdown

5.17

18.48

-13.31

DVN vs. GOOGL - Sharpe Ratio Comparison

The current DVN Sharpe Ratio is 1.04, which is lower than the GOOGL Sharpe Ratio of 3.62. The chart below compares the historical Sharpe Ratios of DVN 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

DVN vs. GOOGL - Drawdown Comparison

The maximum DVN drawdown since its inception was -94.93%, which is greater than GOOGL's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for DVN and GOOGL.


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Drawdown Indicators


DVNGOOGLDifference

Max Drawdown

Largest peak-to-trough decline

-94.93%

-65.29%

-29.64%

Max Drawdown (1Y)

Largest decline over 1 year

-15.36%

-20.37%

+5.01%

Max Drawdown (3Y)

Largest decline over 3 years

-49.22%

-29.81%

-19.41%

Max Drawdown (5Y)

Largest decline over 5 years

-61.45%

-44.32%

-17.13%

Max Drawdown (10Y)

Largest decline over 10 years

-88.51%

-44.32%

-44.19%

Current Drawdown

Current decline from peak

-42.02%

-10.61%

-31.41%

Average Drawdown

Average peak-to-trough decline

-35.93%

-13.01%

-22.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.86%

5.72%

+1.14%

Volatility

DVN vs. GOOGL - Volatility Comparison

Devon Energy Corporation (DVN) has a higher volatility of 12.66% compared to Alphabet Inc. Class A (GOOGL) at 7.24%. This indicates that DVN'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


DVNGOOGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.66%

7.24%

+5.42%

Volatility (6M)

Calculated over the trailing 6-month period

26.63%

20.82%

+5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

34.17%

29.31%

+4.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.13%

31.33%

+9.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.62%

29.13%

+20.49%

Dividends

DVN vs. GOOGL - Dividend Comparison

DVN's dividend yield for the trailing twelve months is around 2.12%, more than GOOGL's 0.24% yield.


PositionTTM20252024202320222021202020192018201720162015
DVN
Devon Energy Corporation
1.59%2.62%4.43%4.55%8.41%5.24%4.30%1.35%1.33%0.58%0.92%3.00%
GOOGL
Alphabet Inc. Class A
0.24%0.27%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

DVN vs. GOOGL - Financials Comparison

This section allows you to compare key financial metrics between Devon Energy Corporation 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


0.0020.00B40.00B60.00B80.00B100.00B120.00B20222023202420252026
3.81M
109.90B
(DVN) Total Revenue
(GOOGL) Total Revenue
Values in USD except per share items

DVN vs. GOOGL - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%202220232024202520260
62.5%
Portfolio components
DVN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Devon Energy Corporation reported a gross profit of 0.00 and revenue of 3.81M. Therefore, the gross margin over that period was 0.0%.

GOOGL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alphabet Inc. Class A reported a gross profit of 68.63B and revenue of 109.90B. Therefore, the gross margin over that period was 62.5%.

DVN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Devon Energy Corporation reported an operating income of 0.00 and revenue of 3.81M, resulting in an operating margin of 0.0%.

GOOGL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc. Class A reported an operating income of 39.70B and revenue of 109.90B, resulting in an operating margin of 36.1%.

DVN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Devon Energy Corporation reported a net income of 120.00K and revenue of 3.81M, resulting in a net margin of 3.2%.

GOOGL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc. Class A reported a net income of 62.58B and revenue of 109.90B, resulting in a net margin of 56.9%.


Frequently Asked Questions


DVN and GOOGL have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DVN has higher volatility (12.66%) compared to GOOGL (7.24%). In terms of maximum drawdown, DVN dropped -94.93% vs GOOGL's -65.29%.

GOOGL currently has the higher Sharpe Ratio (3.62 vs 1.04), 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.

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