GOOG vs. BKLC
GOOG (Alphabet Inc) is a stock, while BKLC (BNY Mellon US Large Cap Core Equity ETF) is Large Cap Blend Equities fund tracking the Morningstar US Large Cap Index. Over the past 5 years, GOOG returned 23.51%/yr vs 13.79%/yr for BKLC. A 0.71 correlation means they provide meaningful diversification when combined.
Performance
GOOG vs. BKLC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GOOG achieves a 14.29% return, which is significantly higher than BKLC's 9.04% return.
GOOG
- 1D
- 0.45%
- 1M
- -10.19%
- YTD
- 14.29%
- 6M
- 15.49%
- 1Y
- 102.96%
- 3Y*
- 42.67%
- 5Y*
- 23.51%
- 10Y*
- 25.97%
BKLC
- 1D
- 0.43%
- 1M
- 0.06%
- YTD
- 9.04%
- 6M
- 9.42%
- 1Y
- 24.38%
- 3Y*
- 21.79%
- 5Y*
- 13.79%
- 10Y*
- —
GOOG vs. BKLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 14.29% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 44.75% |
BKLC BNY Mellon US Large Cap Core Equity ETF | 9.04% | 18.06% | 25.56% | 30.88% | -20.52% | 27.41% | 37.31% |
Correlation
The correlation between GOOG and BKLC is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 2020 | 0.71 |
The correlation between GOOG and BKLC shifts across timeframes, from 0.57 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GOOG vs. BKLC — Risk / Return Rank
GOOG
BKLC
GOOG vs. BKLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (GOOG) and BNY Mellon US Large Cap Core Equity ETF (BKLC). 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.
| GOOG | BKLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.67 | ||
| Sortino ratioReturn per unit of downside risk | +2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.35 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 4.99 | 2.69 | +2.30 |
| Martin ratioReturn relative to average drawdown | 17.56 | 11.95 | +5.61 |
Loading charts...
Drawdowns
GOOG vs. BKLC - Drawdown Comparison
The maximum GOOG drawdown since its inception was -44.60%, which is greater than BKLC's maximum drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for GOOG and BKLC.
Loading charts...
Drawdown Indicators
| GOOG | BKLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.60% | -26.14% | -18.46% |
Max Drawdown (1Y)Largest decline over 1 year | -20.75% | -9.10% | -11.65% |
Max Drawdown (3Y)Largest decline over 3 years | -29.35% | -19.05% | -10.30% |
Max Drawdown (5Y)Largest decline over 5 years | -44.60% | -26.14% | -18.46% |
Max Drawdown (10Y)Largest decline over 10 years | -44.60% | — | — |
Current DrawdownCurrent decline from peak | -10.19% | -2.43% | -7.76% |
Average DrawdownAverage peak-to-trough decline | -8.89% | -5.26% | -3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.88% | 2.05% | +3.83% |
Volatility
GOOG vs. BKLC - Volatility Comparison
Alphabet Inc (GOOG) has a higher volatility of 7.29% compared to BNY Mellon US Large Cap Core Equity ETF (BKLC) at 4.60%. This indicates that GOOG's price experiences larger fluctuations and is considered to be riskier than BKLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GOOG | BKLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 4.60% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 20.47% | 9.87% | +10.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.75% | 12.63% | +16.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.15% | 17.23% | +13.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.02% | 17.47% | +11.55% |
Dividends
GOOG vs. BKLC - Dividend Comparison
GOOG's dividend yield for the trailing twelve months is around 0.24%, less than BKLC's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BKLC BNY Mellon US Large Cap Core Equity ETF | 1.03% | 1.05% | 1.22% | 1.35% | 1.64% | 1.10% | 0.84% |
GOOG Alphabet Inc | 0.24% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GOOG and BKLC have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOOG has higher volatility (7.29%) compared to BKLC (4.60%). In terms of maximum drawdown, GOOG dropped -44.60% vs BKLC's -26.14%.
GOOG currently has the higher Sharpe Ratio (3.60 vs 1.94), 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.
Find the right allocation for GOOG and BKLC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer