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

Correlation

The correlation between FWONA and GOOGL is 0.50, 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

FWONA vs. GOOGL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FWONA:

1.35

GOOGL:

-0.18

Sortino Ratio

FWONA:

1.70

GOOGL:

-0.06

Omega Ratio

FWONA:

1.22

GOOGL:

0.99

Calmar Ratio

FWONA:

1.33

GOOGL:

-0.20

Martin Ratio

FWONA:

4.12

GOOGL:

-0.44

Ulcer Index

FWONA:

8.30%

GOOGL:

13.63%

Daily Std Dev

FWONA:

28.16%

GOOGL:

31.06%

Max Drawdown

FWONA:

-60.76%

GOOGL:

-65.29%

Current Drawdown

FWONA:

-8.80%

GOOGL:

-23.13%

Fundamentals

Market Cap

FWONA:

$23.76B

GOOGL:

$1.86T

EPS

FWONA:

-$0.13

GOOGL:

$8.96

PEG Ratio

FWONA:

4.19

GOOGL:

1.16

PS Ratio

FWONA:

6.45

GOOGL:

5.17

PB Ratio

FWONA:

2.86

GOOGL:

5.37

Total Revenue (TTM)

FWONA:

$3.51B

GOOGL:

$359.71B

Gross Profit (TTM)

FWONA:

$916.00M

GOOGL:

$210.76B

EBITDA (TTM)

FWONA:

-$2.27B

GOOGL:

$149.88B

Returns By Period

In the year-to-date period, FWONA achieves a 2.59% return, which is significantly higher than GOOGL's -16.20% return. Over the past 10 years, FWONA has underperformed GOOGL with an annualized return of 12.96%, while GOOGL has yielded a comparatively higher 19.34% annualized return.


FWONA

YTD

2.59%

1M

22.77%

6M

14.49%

1Y

37.64%

5Y*

27.48%

10Y*

12.96%

GOOGL

YTD

-16.20%

1M

0.84%

6M

-11.94%

1Y

-5.59%

5Y*

18.83%

10Y*

19.34%

*Annualized

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Risk-Adjusted Performance

FWONA vs. GOOGL — Risk-Adjusted Performance Rank

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

FWONA
The Risk-Adjusted Performance Rank of FWONA is 8484
Overall Rank
The Sharpe Ratio Rank of FWONA is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of FWONA is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FWONA is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FWONA is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FWONA is 8383
Martin Ratio Rank

GOOGL
The Risk-Adjusted Performance Rank of GOOGL is 3737
Overall Rank
The Sharpe Ratio Rank of GOOGL is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOGL is 3535
Sortino Ratio Rank
The Omega Ratio Rank of GOOGL is 3535
Omega Ratio Rank
The Calmar Ratio Rank of GOOGL is 3636
Calmar Ratio Rank
The Martin Ratio Rank of GOOGL is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FWONA vs. GOOGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Formula One Group (FWONA) 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.


The current FWONA Sharpe Ratio is 1.35, which is higher than the GOOGL Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of FWONA 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.


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Dividends

FWONA vs. GOOGL - Dividend Comparison

FWONA has not paid dividends to shareholders, while GOOGL's dividend yield for the trailing twelve months is around 0.50%.


TTM20242023
FWONA
Formula One Group
0.00%0.00%2.13%
GOOGL
Alphabet Inc Class A
0.50%0.32%0.00%

Drawdowns

FWONA vs. GOOGL - Drawdown Comparison

The maximum FWONA drawdown since its inception was -60.76%, smaller than the maximum GOOGL drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for FWONA and GOOGL. For additional features, visit the drawdowns tool.


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Volatility

FWONA vs. GOOGL - Volatility Comparison

The current volatility for Formula One Group (FWONA) is 6.98%, while Alphabet Inc Class A (GOOGL) has a volatility of 11.54%. This indicates that FWONA experiences smaller price fluctuations and is considered to be less risky than GOOGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

FWONA vs. GOOGL - Financials Comparison

This section allows you to compare key financial metrics between Formula One Group 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


0.0020.00B40.00B60.00B80.00B100.00B20212022202320242025
447.00M
90.23B
(FWONA) Total Revenue
(GOOGL) Total Revenue
Values in USD except per share items

FWONA vs. GOOGL - Profitability Comparison

The chart below illustrates the profitability comparison between Formula One Group 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

-20.0%0.0%20.0%40.0%60.0%20212022202320242025
27.3%
59.7%
(FWONA) Gross Margin
(GOOGL) Gross Margin
FWONA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Formula One Group reported a gross profit of 122.00M and revenue of 447.00M. Therefore, the gross margin over that period was 27.3%.

GOOGL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Alphabet Inc Class A reported a gross profit of 53.87B and revenue of 90.23B. Therefore, the gross margin over that period was 59.7%.

FWONA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Formula One Group reported an operating income of -60.00M and revenue of 447.00M, resulting in an operating margin of -13.4%.

GOOGL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Alphabet Inc Class A reported an operating income of 30.61B and revenue of 90.23B, resulting in an operating margin of 33.9%.

FWONA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Formula One Group reported a net income of 5.00M and revenue of 447.00M, resulting in a net margin of 1.1%.

GOOGL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Alphabet Inc Class A reported a net income of 34.54B and revenue of 90.23B, resulting in a net margin of 38.3%.