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EBAY vs. GOOGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


EBAYGOOGL
YTD Return43.12%30.34%
1Y Return62.19%37.84%
3Y Return (Ann)-4.08%7.02%
5Y Return (Ann)13.95%22.78%
10Y Return (Ann)11.50%20.75%
Sharpe Ratio2.281.41
Sortino Ratio2.951.96
Omega Ratio1.391.26
Calmar Ratio1.151.69
Martin Ratio17.654.24
Ulcer Index3.27%8.79%
Daily Std Dev25.26%26.42%
Max Drawdown-82.56%-65.29%
Current Drawdown-19.02%-4.87%

Fundamentals


EBAYGOOGL
Market Cap$29.90B$2.23T
EPS$3.91$7.54
PE Ratio15.7324.09
PEG Ratio1.341.12
Total Revenue (TTM)$10.28B$339.69B
Gross Profit (TTM)$7.40B$196.73B
EBITDA (TTM)$2.75B$124.57B

Correlation

-0.50.00.51.00.5

The correlation between EBAY and GOOGL is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

EBAY vs. GOOGL - Performance Comparison

In the year-to-date period, EBAY achieves a 43.12% return, which is significantly higher than GOOGL's 30.34% return. Over the past 10 years, EBAY has underperformed GOOGL with an annualized return of 11.50%, while GOOGL has yielded a comparatively higher 20.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
18.46%
5.54%
EBAY
GOOGL

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Risk-Adjusted Performance

EBAY vs. GOOGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for eBay Inc. (EBAY) and Alphabet Inc. (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.


EBAY
Sharpe ratio
The chart of Sharpe ratio for EBAY, currently valued at 2.28, compared to the broader market-4.00-2.000.002.004.002.28
Sortino ratio
The chart of Sortino ratio for EBAY, currently valued at 2.95, compared to the broader market-4.00-2.000.002.004.006.002.95
Omega ratio
The chart of Omega ratio for EBAY, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for EBAY, currently valued at 1.15, compared to the broader market0.002.004.006.001.15
Martin ratio
The chart of Martin ratio for EBAY, currently valued at 17.65, compared to the broader market0.0010.0020.0030.0017.65
GOOGL
Sharpe ratio
The chart of Sharpe ratio for GOOGL, 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 GOOGL, currently valued at 1.96, compared to the broader market-4.00-2.000.002.004.006.001.96
Omega ratio
The chart of Omega ratio for GOOGL, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for GOOGL, currently valued at 1.69, compared to the broader market0.002.004.006.001.69
Martin ratio
The chart of Martin ratio for GOOGL, currently valued at 4.24, compared to the broader market0.0010.0020.0030.004.24

EBAY vs. GOOGL - Sharpe Ratio Comparison

The current EBAY Sharpe Ratio is 2.28, which is higher than the GOOGL Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of EBAY and GOOGL, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.28
1.41
EBAY
GOOGL

Dividends

EBAY vs. GOOGL - Dividend Comparison

EBAY's dividend yield for the trailing twelve months is around 1.72%, more than GOOGL's 0.22% yield.


TTM20232022202120202019
EBAY
eBay Inc.
1.72%2.29%2.12%1.08%1.27%1.55%
GOOGL
Alphabet Inc.
0.22%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EBAY vs. GOOGL - Drawdown Comparison

The maximum EBAY drawdown since its inception was -82.56%, which is greater than GOOGL's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for EBAY and GOOGL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-19.02%
-4.87%
EBAY
GOOGL

Volatility

EBAY vs. GOOGL - Volatility Comparison

eBay Inc. (EBAY) has a higher volatility of 10.45% compared to Alphabet Inc. (GOOGL) at 6.80%. This indicates that EBAY'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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
10.45%
6.80%
EBAY
GOOGL

Financials

EBAY vs. GOOGL - Financials Comparison

This section allows you to compare key financial metrics between eBay 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