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GOOG vs. ASCCY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GOOG vs. ASCCY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alphabet Inc (GOOG) and Asics Corp ADR (ASCCY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GOOG achieves a 14.29% return, which is significantly lower than ASCCY's 17.57% return.


GOOG

1D
0.45%
1M
-9.77%
YTD
14.29%
6M
15.49%
1Y
104.22%
3Y*
42.67%
5Y*
23.51%
10Y*
25.97%

ASCCY

1D
-0.95%
1M
-1.82%
YTD
17.57%
6M
13.17%
1Y
19.30%
3Y*
54.90%
5Y*
36.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOG vs. ASCCY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOOG
Alphabet Inc
14.29%65.42%35.62%58.83%-38.67%65.17%31.03%29.10%-1.03%9.77%
ASCCY
Asics Corp ADR
17.57%21.77%152.83%43.48%1.37%10.10%18.67%27.61%-13.67%-0.86%

Correlation

The correlation between GOOG and ASCCY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2017

0.12

Fundamentals

Market Cap

GOOG:

$4.38T

ASCCY:

$19.93B

EPS

GOOG:

$13.11

ASCCY:

¥161.60

PE Ratio

GOOG:

27.31

ASCCY:

27.86

PEG Ratio

GOOG:

1.34

ASCCY:

0.33

PS Ratio

GOOG:

10.35

ASCCY:

3.63

PB Ratio

GOOG:

9.16

ASCCY:

10.05

Total Revenue (TTM)

GOOG:

$422.57B

ASCCY:

¥885.06B

Gross Profit (TTM)

GOOG:

$255.12B

ASCCY:

¥476.81B

EBITDA (TTM)

GOOG:

$174.08B

ASCCY:

¥190.22B

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Return for Risk

GOOG vs. ASCCY — Risk / Return Rank

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

GOOG
GOOG Risk / Return Rank: 9696
Overall Rank
GOOG Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOG Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOG Omega Ratio Rank: 9696
Omega Ratio Rank
GOOG Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOG Martin Ratio Rank: 9595
Martin Ratio Rank

ASCCY
ASCCY Risk / Return Rank: 5656
Overall Rank
ASCCY Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ASCCY Sortino Ratio Rank: 5454
Sortino Ratio Rank
ASCCY Omega Ratio Rank: 5151
Omega Ratio Rank
ASCCY Calmar Ratio Rank: 5959
Calmar Ratio Rank
ASCCY Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GOOG vs. ASCCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (GOOG) and Asics Corp ADR (ASCCY). 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.


GOOGASCCYDifference
Sharpe ratioReturn per unit of total volatility

+3.22

Sortino ratioReturn per unit of downside risk

+4.06

Omega ratioGain probability vs. loss probability

1.59

1.10

+0.49

Calmar ratioReturn relative to maximum drawdown

4.99

0.76

+4.23

Martin ratioReturn relative to average drawdown

17.56

1.42

+16.14

GOOG vs. ASCCY - Sharpe Ratio Comparison

The current GOOG Sharpe Ratio is 3.60, which is higher than the ASCCY Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of GOOG and ASCCY, 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

GOOG vs. ASCCY - Drawdown Comparison

The maximum GOOG drawdown since its inception was -44.60%, smaller than the maximum ASCCY drawdown of -64.92%. Use the drawdown chart below to compare losses from any high point for GOOG and ASCCY.


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Drawdown Indicators


GOOGASCCYDifference

Max Drawdown

Largest peak-to-trough decline

-44.60%

-64.92%

+20.32%

Max Drawdown (1Y)

Largest decline over 1 year

-20.75%

-20.82%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-29.35%

-27.09%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-44.60%

-47.44%

+2.84%

Max Drawdown (10Y)

Largest decline over 10 years

-44.60%

Current Drawdown

Current decline from peak

-10.19%

-12.05%

+1.86%

Average Drawdown

Average peak-to-trough decline

-8.89%

-18.12%

+9.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.88%

11.17%

-5.29%

Volatility

GOOG vs. ASCCY - Volatility Comparison

The current volatility for Alphabet Inc (GOOG) is 7.29%, while Asics Corp ADR (ASCCY) has a volatility of 9.57%. This indicates that GOOG experiences smaller price fluctuations and is considered to be less risky than ASCCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOGASCCYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.29%

9.57%

-2.28%

Volatility (6M)

Calculated over the trailing 6-month period

20.47%

29.02%

-8.55%

Volatility (1Y)

Calculated over the trailing 1-year period

28.75%

41.05%

-12.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.15%

44.88%

-13.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.02%

47.06%

-18.04%

Dividends

GOOG vs. ASCCY - Dividend Comparison

GOOG's dividend yield for the trailing twelve months is around 0.24%, less than ASCCY's 0.29% yield.


PositionTTM20252024
ASCCY
Asics Corp ADR
0.29%0.34%0.69%
GOOG
Alphabet Inc
0.24%0.26%0.32%

Financials

GOOG vs. ASCCY - Financials Comparison

This section allows you to compare key financial metrics between Alphabet Inc and Asics Corp ADR. 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


50.00B100.00B150.00B200.00B250.00B20222023202420252026
109.90B
275.23B
(GOOG) Total Revenue
(ASCCY) Total Revenue
Please note, different currencies. GOOG values in USD, ASCCY values in JPY

GOOG vs. ASCCY - Profitability Comparison

The chart below illustrates the profitability comparison between Alphabet Inc and Asics Corp ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%20222023202420252026
62.5%
51.8%
Portfolio components
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%.

ASCCY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Asics Corp ADR reported a gross profit of 142.55B and revenue of 275.23B. Therefore, the gross margin over that period was 51.8%.

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%.

ASCCY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Asics Corp ADR reported an operating income of 61.88B and revenue of 275.23B, resulting in an operating margin of 22.5%.

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%.

ASCCY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Asics Corp ADR reported a net income of 47.43B and revenue of 275.23B, resulting in a net margin of 17.2%.


Frequently Asked Questions


GOOG and ASCCY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASCCY has higher volatility (9.57%) compared to GOOG (7.29%). In terms of maximum drawdown, GOOG dropped -44.60% vs ASCCY's -64.92%.

GOOG currently has the higher Sharpe Ratio (3.60 vs 0.39), 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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