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GOOG.TO vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

GOOG.TO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Alphabet CDR (CAD Hedged) (GOOG.TO) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GOOG.TO is traded in CAD, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to CAD using the latest available exchange rates.

Returns By Period


GOOG.TO

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

^GSPC

1D
-2.44%
1M
2.49%
YTD
9.56%
6M
8.43%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GOOG.TO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet CDR (CAD Hedged) (GOOG.TO) and S&P 500 Index (^GSPC). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GOOG.TO vs. ^GSPC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GOOG.TO^GSPCDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

2.14

Drawdowns

GOOG.TO vs. ^GSPC - Drawdown Comparison


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Drawdown Indicators


GOOG.TO^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-8.86%

Current Drawdown

Current decline from peak

-2.44%

Average Drawdown

Average peak-to-trough decline

-1.45%

Volatility

GOOG.TO vs. ^GSPC - Volatility Comparison


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Volatility by Period


GOOG.TO^GSPCDifference

Volatility (1Y)

Calculated over the trailing 1-year period

11.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.95%

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