FRFHF vs. GOOG
FRFHF (Fairfax Financial Holdings Ltd) and GOOG (Alphabet Inc) are both stocks. FRFHF operates in Insurance - Property & Casualty (Financial Services), while GOOG operates in Internet Content & Information (Communication Services). Over the past 10 years, FRFHF returned 13.74%/yr vs 25.80%/yr for GOOG. At a 0.21 correlation, their price movements are largely independent.
Performance
FRFHF vs. GOOG - Performance Comparison
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Returns By Period
In the year-to-date period, FRFHF achieves a -17.28% return, which is significantly lower than GOOG's 13.43% return. Over the past 10 years, FRFHF has underperformed GOOG with an annualized return of 13.74%, while GOOG has yielded a comparatively higher 25.80% annualized return.
FRFHF
- 1D
- -0.06%
- 1M
- -3.72%
- YTD
- -17.28%
- 6M
- -7.11%
- 1Y
- -6.05%
- 3Y*
- 30.24%
- 5Y*
- 28.91%
- 10Y*
- 13.74%
GOOG
- 1D
- -0.76%
- 1M
- -6.31%
- YTD
- 13.43%
- 6M
- 11.09%
- 1Y
- 112.81%
- 3Y*
- 42.00%
- 5Y*
- 23.95%
- 10Y*
- 25.80%
FRFHF vs. GOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRFHF Fairfax Financial Holdings Ltd | -17.28% | 38.79% | 53.39% | 57.56% | 23.17% | 48.23% | -25.75% | 8.88% | -15.44% | 11.34% |
GOOG Alphabet Inc | 13.43% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
Correlation
The correlation between FRFHF and GOOG 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 (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2014 | 0.21 |
The correlation between FRFHF and GOOG shifts across timeframes, from 0.07 (1 year) to 0.22 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
FRFHF:
$35.01B
GOOG:
$4.35T
FRFHF:
$218.52
GOOG:
$13.11
FRFHF:
7.16
GOOG:
27.12
FRFHF:
0.18
GOOG:
1.33
FRFHF:
1.10
GOOG:
10.28
FRFHF:
1.36
GOOG:
9.09
FRFHF:
$29.68B
GOOG:
$422.57B
FRFHF:
$6.18B
GOOG:
$255.12B
FRFHF:
$7.97B
GOOG:
$174.08B
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Return for Risk
FRFHF vs. GOOG — Risk / Return Rank
FRFHF
GOOG
FRFHF vs. GOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fairfax Financial Holdings Ltd (FRFHF) 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.
| FRFHF | GOOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.28 | 3.98 | -4.25 |
Sortino ratioReturn per unit of downside risk | -0.23 | 5.35 | -5.59 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.64 | -0.67 |
Calmar ratioReturn relative to maximum drawdown | -0.31 | 5.47 | -5.78 |
Martin ratioReturn relative to average drawdown | -0.71 | 19.89 | -20.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRFHF | GOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.28 | 3.98 | -4.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 0.77 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.89 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.82 | -0.32 |
Drawdowns
FRFHF vs. GOOG - Drawdown Comparison
The maximum FRFHF drawdown since its inception was -58.92%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for FRFHF and GOOG.
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Drawdown Indicators
| FRFHF | GOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.92% | -44.60% | -14.32% |
Max Drawdown (1Y)Largest decline over 1 year | -19.55% | -20.75% | +1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -19.55% | -29.35% | +9.80% |
Max Drawdown (5Y)Largest decline over 5 years | -20.88% | -44.60% | +23.72% |
Max Drawdown (10Y)Largest decline over 10 years | -58.92% | -44.60% | -14.32% |
Current DrawdownCurrent decline from peak | -17.65% | -10.87% | -6.78% |
Average DrawdownAverage peak-to-trough decline | -12.48% | -8.89% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.50% | 5.69% | +2.81% |
Volatility
FRFHF vs. GOOG - Volatility Comparison
The current volatility for Fairfax Financial Holdings Ltd (FRFHF) is 6.13%, while Alphabet Inc (GOOG) has a volatility of 8.08%. This indicates that FRFHF experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRFHF | GOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 8.08% | -1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 17.35% | 20.16% | -2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.86% | 28.59% | -6.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.66% | 31.10% | -5.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.19% | 28.99% | -1.80% |
Dividends
FRFHF vs. GOOG - Dividend Comparison
FRFHF's dividend yield for the trailing twelve months is around 0.96%, more than GOOG's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRFHF Fairfax Financial Holdings Ltd | 0.96% | 0.79% | 1.08% | 1.09% | 1.68% | 2.03% | 2.93% | 2.13% | 2.27% | 1.89% | 2.09% | 2.12% |
GOOG Alphabet Inc | 0.24% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
FRFHF vs. GOOG - Financials Comparison
This section allows you to compare key financial metrics between Fairfax Financial Holdings Ltd 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.
Total Revenue: Total amount of money received from sales and other business activities
FRFHF vs. GOOG - Profitability Comparison
FRFHF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fairfax Financial Holdings Ltd reported a gross profit of 986.70M and revenue of 6.41B. Therefore, the gross margin over that period was 15.4%.
GOOG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a gross profit of 68.63B and revenue of 109.90B. Therefore, the gross margin over that period was 62.5%.
FRFHF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fairfax Financial Holdings Ltd reported an operating income of 1.04B and revenue of 6.41B, resulting in an operating margin of 16.2%.
GOOG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported an operating income of 39.70B and revenue of 109.90B, resulting in an operating margin of 36.1%.
FRFHF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fairfax Financial Holdings Ltd reported a net income of 695.70M and revenue of 6.41B, resulting in a net margin of 10.9%.
GOOG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a net income of 62.58B and revenue of 109.90B, resulting in a net margin of 56.9%.
Frequently Asked Questions
FRFHF and GOOG 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.
GOOG has higher volatility (8.08%) compared to FRFHF (6.13%). In terms of maximum drawdown, FRFHF dropped -58.92% vs GOOG's -44.60%.
GOOG currently has the higher Sharpe Ratio (3.98 vs -0.28), 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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