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

Correlation

The correlation between FWONA and GOOGL is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

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. (GOOGL). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
17.75%
3.38%
FWONA
GOOGL

Key characteristics

Sharpe Ratio

FWONA:

2.10

GOOGL:

1.21

Sortino Ratio

FWONA:

2.84

GOOGL:

1.75

Omega Ratio

FWONA:

1.36

GOOGL:

1.23

Calmar Ratio

FWONA:

2.81

GOOGL:

1.53

Martin Ratio

FWONA:

10.12

GOOGL:

3.72

Ulcer Index

FWONA:

4.93%

GOOGL:

9.14%

Daily Std Dev

FWONA:

23.73%

GOOGL:

28.07%

Max Drawdown

FWONA:

-60.76%

GOOGL:

-65.29%

Current Drawdown

FWONA:

-1.86%

GOOGL:

-3.66%

Fundamentals

Market Cap

FWONA:

$19.97B

GOOGL:

$2.33T

EPS

FWONA:

$1.07

GOOGL:

$7.54

PE Ratio

FWONA:

70.07

GOOGL:

25.15

PEG Ratio

FWONA:

3.59

GOOGL:

1.25

Total Revenue (TTM)

FWONA:

$2.45B

GOOGL:

$253.38B

Gross Profit (TTM)

FWONA:

$667.00M

GOOGL:

$147.99B

EBITDA (TTM)

FWONA:

$606.00M

GOOGL:

$98.89B

Returns By Period

In the year-to-date period, FWONA achieves a 0.64% return, which is significantly higher than GOOGL's 0.19% return. Over the past 10 years, FWONA has underperformed GOOGL with an annualized return of 13.76%, while GOOGL has yielded a comparatively higher 22.32% annualized return.


FWONA

YTD

0.64%

1M

-1.36%

6M

17.75%

1Y

47.04%

5Y*

14.15%

10Y*

13.76%

GOOGL

YTD

0.19%

1M

-0.08%

6M

3.38%

1Y

33.44%

5Y*

21.39%

10Y*

22.32%

*Annualized

Compare stocks, funds, or ETFs

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


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 9393
Overall Rank
The Sharpe Ratio Rank of FWONA is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of FWONA is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FWONA is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FWONA is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FWONA is 9393
Martin Ratio Rank

GOOGL
The Risk-Adjusted Performance Rank of GOOGL is 8282
Overall Rank
The Sharpe Ratio Rank of GOOGL is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOGL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of GOOGL is 7878
Omega Ratio Rank
The Calmar Ratio Rank of GOOGL is 8888
Calmar Ratio Rank
The Martin Ratio Rank of GOOGL is 7878
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. (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.


Sharpe ratio
The chart of Sharpe ratio for FWONA, currently valued at 2.10, compared to the broader market-2.000.002.002.101.21
The chart of Sortino ratio for FWONA, currently valued at 2.84, compared to the broader market-4.00-2.000.002.004.002.841.75
The chart of Omega ratio for FWONA, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.23
The chart of Calmar ratio for FWONA, currently valued at 2.81, compared to the broader market0.002.004.006.002.811.53
The chart of Martin ratio for FWONA, currently valued at 10.12, compared to the broader market0.0010.0020.0010.123.72
FWONA
GOOGL

The current FWONA Sharpe Ratio is 2.10, which is higher than the GOOGL Sharpe Ratio of 1.21. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
2.10
1.21
FWONA
GOOGL

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 0.32%.


TTM20242023
FWONA
Formula One Group
0.00%0.00%2.13%
GOOGL
Alphabet Inc.
0.32%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.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.86%
-3.66%
FWONA
GOOGL

Volatility

FWONA vs. GOOGL - Volatility Comparison

The current volatility for Formula One Group (FWONA) is 4.98%, while Alphabet Inc. (GOOGL) has a volatility of 7.33%. 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.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
4.98%
7.33%
FWONA
GOOGL

Financials

FWONA vs. GOOGL - Financials Comparison

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

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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