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GLMD vs. GOOGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GLMD vs. GOOGL - Performance Comparison

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

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Returns By Period

In the year-to-date period, GLMD achieves a -17.26% return, which is significantly lower than GOOGL's 13.93% return. Over the past 10 years, GLMD has underperformed GOOGL with an annualized return of -50.77%, while GOOGL has yielded a comparatively higher 24.55% annualized return.


GLMD

1D
3.67%
1M
8.87%
6M
-12.54%
YTD
-17.26%
1Y
-59.94%
3Y*
-63.68%
5Y*
-73.19%
10Y*
-50.77%
ALL TIME*
-49.67%

GOOGL

1D
6.73%
1M
-1.05%
6M
5.50%
YTD
13.93%
1Y
88.84%
3Y*
39.78%
5Y*
21.67%
10Y*
24.55%
ALL TIME*
25.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$238.83K$503.27K$408.11K
$11.74B$10.31B$11.78B

GLMD vs. GOOGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLMD
Galmed Pharmaceuticals Ltd.
-17.26%-76.47%-41.58%-93.93%-72.53%-41.48%-46.19%-15.37%-25.36%160.68%
GOOGL
Alphabet Inc. Class A
13.93%65.99%36.01%58.32%-39.09%65.30%30.85%28.18%-0.80%32.93%

Correlation

The correlation between GLMD and GOOGL is 0.14, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.14

Correlation (3Y)
Balances recent behavior with more history.

0.11

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.13

Correlation (10Y)
Provides a long-term view across more market conditions.

0.17

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2014

0.16

Fundamentals

Market Cap

GLMD:

$5.13M

GOOGL:

$4.31T

EPS

GLMD:

-$1.71

GOOGL:

$19.94

PB Ratio

GLMD:

0.26

GOOGL:

7.04

Total Revenue (TTM)

GLMD:

$0.00

GOOGL:

$445.93B

Gross Profit (TTM)

GLMD:

$0.00

GOOGL:

$271.59B

EBITDA (TTM)

GLMD:

-$8.49M

GOOGL:

$325.74B

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Return for Risk

GLMD vs. GOOGL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GLMD
GLMD Risk / Return Rank: 1414
Overall Rank
GLMD Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
GLMD Sortino Ratio Rank: 1515
Sortino Ratio Rank
GLMD Omega Ratio Rank: 1616
Omega Ratio Rank
GLMD Calmar Ratio Rank: 99
Calmar Ratio Rank
GLMD Martin Ratio Rank: 1313
Martin Ratio Rank

GOOGL
GOOGL Risk / Return Rank: 9595
Overall Rank
GOOGL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9696
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9595
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GLMD vs. GOOGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Galmed Pharmaceuticals Ltd. (GLMD) 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.


GLMDGOOGLDifference
Sharpe ratioReturn per unit of total volatility

-3.38

Sortino ratioReturn per unit of downside risk

-4.53

Omega ratioGain probability vs. loss probability

0.90

1.46

-0.56

Calmar ratioReturn relative to maximum drawdown

-0.87

4.11

-4.98

Martin ratioReturn relative to average drawdown

-1.25

11.67

-12.92

GLMD vs. GOOGL - Sharpe Ratio Comparison

The current GLMD Sharpe Ratio is -0.68, which is lower than the GOOGL Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of GLMD 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.


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Drawdowns

GLMD vs. GOOGL - Drawdown Comparison

The maximum GLMD drawdown since its inception was -99.99%, which is greater than GOOGL's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for GLMD and GOOGL.


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Drawdown Indicators


GLMDGOOGLDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-65.29%

-34.70%

Max Drawdown (1Y)

Largest decline over 1 year

-71.21%

-21.05%

-50.16%

Max Drawdown (3Y)

Largest decline over 3 years

-96.89%

-29.81%

-67.08%

Max Drawdown (5Y)

Largest decline over 5 years

-99.92%

-44.32%

-55.60%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

-44.32%

-55.67%

Current Drawdown

Current decline from peak

-99.98%

-11.49%

-88.49%

Average Drawdown

Average peak-to-trough decline

-76.28%

-13.01%

-63.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.60%

7.41%

+42.19%

Volatility

GLMD vs. GOOGL - Volatility Comparison

Galmed Pharmaceuticals Ltd. (GLMD) has a higher volatility of 23.75% compared to Alphabet Inc. Class A (GOOGL) at 13.03%. This indicates that GLMD'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.


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Volatility by Period


GLMDGOOGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.75%

13.03%

+10.72%

Volatility (6M)

Calculated over the trailing 6-month period

76.21%

24.79%

+51.42%

Volatility (1Y)

Calculated over the trailing 1-year period

91.92%

32.12%

+59.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

166.97%

31.92%

+135.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

138.32%

29.43%

+108.89%

Dividends

GLMD vs. GOOGL - Dividend Comparison

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


PositionTTM20252024
GLMD
Galmed Pharmaceuticals Ltd.
0.00%0.00%0.00%
GOOGL
Alphabet Inc. Class A
0.24%0.27%0.32%

Financials

GLMD vs. GOOGL - Financials Comparison

This section allows you to compare key financial metrics between Galmed Pharmaceuticals Ltd. 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


Values in USD except per share items

Frequently Asked Questions


GLMD and GOOGL have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLMD has higher volatility (23.75%) compared to GOOGL (13.03%). In terms of maximum drawdown, GLMD dropped -99.99% vs GOOGL's -65.29%.

GOOGL currently has the higher Sharpe Ratio (2.70 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

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