PortfoliosLab logoPortfoliosLab logo
EXEL vs. GOOGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EXEL vs. GOOGL - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, EXEL achieves a 21.22% return, which is significantly higher than GOOGL's 15.06% return. Over the past 10 years, EXEL has underperformed GOOGL with an annualized return of 21.91%, while GOOGL has yielded a comparatively higher 25.76% annualized return.


EXEL

1D
-0.69%
1M
3.59%
YTD
21.22%
6M
29.97%
1Y
27.17%
3Y*
40.39%
5Y*
18.25%
10Y*
21.91%

GOOGL

1D
0.53%
1M
-10.61%
YTD
15.06%
6M
16.44%
1Y
105.30%
3Y*
43.10%
5Y*
24.46%
10Y*
25.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXEL vs. GOOGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXEL
Exelixis, Inc.
21.22%31.62%38.81%49.56%-12.25%-8.92%13.90%-10.42%-35.30%103.89%
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 EXEL and GOOGL is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.15

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

0.22

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

0.26

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

0.30

The correlation between EXEL and GOOGL shifts across timeframes, from 0.15 (3 years) to 0.30 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EXEL:

$14.20B

GOOGL:

$4.40T

EPS

EXEL:

$3.00

GOOGL:

$13.11

PE Ratio

EXEL:

17.72

GOOGL:

27.43

PEG Ratio

EXEL:

0.31

GOOGL:

1.35

PS Ratio

EXEL:

6.22

GOOGL:

10.40

PB Ratio

EXEL:

7.34

GOOGL:

9.19

Total Revenue (TTM)

EXEL:

$2.38B

GOOGL:

$422.57B

Gross Profit (TTM)

EXEL:

$1.70B

GOOGL:

$255.12B

EBITDA (TTM)

EXEL:

$991.79M

GOOGL:

$174.08B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EXEL vs. GOOGL — Risk / Return Rank

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

EXEL
EXEL Risk / Return Rank: 6464
Overall Rank
EXEL Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EXEL Sortino Ratio Rank: 5959
Sortino Ratio Rank
EXEL Omega Ratio Rank: 6363
Omega Ratio Rank
EXEL Calmar Ratio Rank: 6565
Calmar Ratio Rank
EXEL Martin Ratio Rank: 6666
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.

EXEL vs. GOOGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exelixis, Inc. (EXEL) 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.


EXELGOOGLDifference
Sharpe ratioReturn per unit of total volatility

-2.94

Sortino ratioReturn per unit of downside risk

-3.80

Omega ratioGain probability vs. loss probability

1.16

1.59

-0.43

Calmar ratioReturn relative to maximum drawdown

1.08

5.20

-4.11

Martin ratioReturn relative to average drawdown

2.61

18.48

-15.87

EXEL vs. GOOGL - Sharpe Ratio Comparison

The current EXEL Sharpe Ratio is 0.68, which is lower than the GOOGL Sharpe Ratio of 3.62. The chart below compares the historical Sharpe Ratios of EXEL 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.


Loading charts...

Drawdowns

EXEL vs. GOOGL - Drawdown Comparison

The maximum EXEL drawdown since its inception was -97.38%, which is greater than GOOGL's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for EXEL and GOOGL.


Loading charts...

Drawdown Indicators


EXELGOOGLDifference

Max Drawdown

Largest peak-to-trough decline

-97.38%

-65.29%

-32.09%

Max Drawdown (1Y)

Largest decline over 1 year

-25.16%

-20.37%

-4.79%

Max Drawdown (3Y)

Largest decline over 3 years

-25.34%

-29.81%

+4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-36.12%

-44.32%

+8.20%

Max Drawdown (10Y)

Largest decline over 10 years

-57.20%

-44.32%

-12.88%

Current Drawdown

Current decline from peak

-0.69%

-10.61%

+9.92%

Average Drawdown

Average peak-to-trough decline

-71.03%

-13.01%

-58.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.42%

5.72%

+4.70%

Volatility

EXEL vs. GOOGL - Volatility Comparison

Exelixis, Inc. (EXEL) has a higher volatility of 9.96% compared to Alphabet Inc. Class A (GOOGL) at 7.24%. This indicates that EXEL'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.


Loading charts...

Volatility by Period


EXELGOOGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.96%

7.24%

+2.72%

Volatility (6M)

Calculated over the trailing 6-month period

25.50%

20.82%

+4.68%

Volatility (1Y)

Calculated over the trailing 1-year period

40.27%

29.31%

+10.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.16%

31.33%

+5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.47%

29.13%

+15.34%

Dividends

EXEL vs. GOOGL - Dividend Comparison

EXEL has not paid dividends to shareholders, while GOOGL's dividend yield for the trailing twelve months is around 0.24%.


PositionTTM20252024
EXEL
Exelixis, Inc.
0.00%0.00%0.00%
GOOGL
Alphabet Inc. Class A
0.24%0.27%0.32%

Financials

EXEL vs. GOOGL - Financials Comparison

This section allows you to compare key financial metrics between Exelixis, Inc. 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
610.81M
109.90B
(EXEL) Total Revenue
(GOOGL) Total Revenue
Values in USD except per share items

EXEL vs. GOOGL - Profitability Comparison

The chart below illustrates the profitability comparison between Exelixis, Inc. 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%20.0%40.0%60.0%80.0%100.0%202220232024202520260
62.5%
Portfolio components
EXEL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Exelixis, Inc. reported a gross profit of 0.00 and revenue of 610.81M. 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%.

EXEL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Exelixis, Inc. reported an operating income of 251.34M and revenue of 610.81M, resulting in an operating margin of 41.2%.

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%.

EXEL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Exelixis, Inc. reported a net income of 210.47M and revenue of 610.81M, resulting in a net margin of 34.5%.

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


EXEL and GOOGL have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EXEL has higher volatility (9.96%) compared to GOOGL (7.24%). In terms of maximum drawdown, EXEL dropped -97.38% vs GOOGL's -65.29%.

GOOGL currently has the higher Sharpe Ratio (3.62 vs 0.68), 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.

Portfolio Optimizer

Find the right allocation for EXEL and GOOGL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer