GOOG vs. DCI
GOOG (Alphabet Inc) and DCI (Donaldson Company, Inc.) are both stocks. GOOG operates in Internet Content & Information (Communication Services), while DCI operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, GOOG returned 25.97%/yr vs 11.09%/yr for DCI. At a 0.35 correlation, their price movements are largely independent.
Performance
GOOG vs. DCI - Performance Comparison
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Returns By Period
In the year-to-date period, GOOG achieves a 14.29% return, which is significantly higher than DCI's -2.28% return. Over the past 10 years, GOOG has outperformed DCI with an annualized return of 25.97%, while DCI has yielded a comparatively lower 11.09% annualized return.
GOOG
- 1D
- 0.45%
- 1M
- -8.88%
- YTD
- 14.29%
- 6M
- 15.49%
- 1Y
- 104.22%
- 3Y*
- 42.67%
- 5Y*
- 23.51%
- 10Y*
- 25.97%
DCI
- 1D
- 1.18%
- 1M
- 5.44%
- YTD
- -2.28%
- 6M
- -6.11%
- 1Y
- 27.67%
- 3Y*
- 13.77%
- 5Y*
- 8.47%
- 10Y*
- 11.09%
GOOG vs. DCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 14.29% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
DCI Donaldson Company, Inc. | -2.28% | 33.71% | 4.62% | 12.80% | 0.96% | 7.56% | -1.41% | 34.98% | -9.95% | 18.17% |
Correlation
The correlation between GOOG and DCI is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2014 | 0.35 |
The correlation between GOOG and DCI shifts across timeframes, from 0.24 (3 years) to 0.35 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GOOG:
$4.38T
DCI:
$10.20B
GOOG:
$13.11
DCI:
$3.72
GOOG:
27.31
DCI:
23.23
GOOG:
1.34
DCI:
2.69
GOOG:
10.35
DCI:
2.68
GOOG:
9.16
DCI:
6.02
GOOG:
$422.57B
DCI:
$3.81B
GOOG:
$255.12B
DCI:
$1.30B
GOOG:
$174.08B
DCI:
$664.30M
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Return for Risk
GOOG vs. DCI — Risk / Return Rank
GOOG
DCI
GOOG vs. DCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (GOOG) and Donaldson Company, Inc. (DCI). 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 | DCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.62 | ||
| Sortino ratioReturn per unit of downside risk | +3.45 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.21 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 4.99 | 1.00 | +3.99 |
| Martin ratioReturn relative to average drawdown | 17.56 | 2.17 | +15.39 |
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Drawdowns
GOOG vs. DCI - Drawdown Comparison
The maximum GOOG drawdown since its inception was -44.60%, smaller than the maximum DCI drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for GOOG and DCI.
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Drawdown Indicators
| GOOG | DCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.60% | -56.90% | +12.30% |
Max Drawdown (1Y)Largest decline over 1 year | -20.75% | -26.05% | +5.30% |
Max Drawdown (3Y)Largest decline over 3 years | -29.35% | -26.05% | -3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -44.60% | -32.20% | -12.40% |
Max Drawdown (10Y)Largest decline over 10 years | -44.60% | -42.72% | -1.88% |
Current DrawdownCurrent decline from peak | -10.19% | -21.65% | +11.46% |
Average DrawdownAverage peak-to-trough decline | -8.89% | -11.09% | +2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.88% | 11.98% | -6.10% |
Volatility
GOOG vs. DCI - Volatility Comparison
The current volatility for Alphabet Inc (GOOG) is 7.29%, while Donaldson Company, Inc. (DCI) has a volatility of 8.17%. This indicates that GOOG experiences smaller price fluctuations and is considered to be less risky than DCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOOG | DCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 8.17% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 20.47% | 20.95% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.75% | 26.36% | +2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.15% | 23.53% | +7.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.02% | 25.90% | +3.12% |
Dividends
GOOG vs. DCI - Dividend Comparison
GOOG's dividend yield for the trailing twelve months is around 0.24%, less than DCI's 1.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCI Donaldson Company, Inc. | 1.39% | 1.32% | 1.57% | 1.50% | 1.55% | 1.47% | 1.50% | 1.42% | 1.73% | 1.45% | 1.65% | 2.36% |
GOOG Alphabet Inc | 0.24% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
GOOG vs. DCI - Financials Comparison
This section allows you to compare key financial metrics between Alphabet Inc and Donaldson Company, 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.
Total Revenue: Total amount of money received from sales and other business activities
GOOG vs. DCI - Profitability Comparison
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%.
DCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Donaldson Company, Inc. reported a gross profit of 333.40M and revenue of 995.10M. Therefore, the gross margin over that period was 33.5%.
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%.
DCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Donaldson Company, Inc. reported an operating income of 155.30M and revenue of 995.10M, resulting in an operating margin of 15.6%.
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%.
DCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Donaldson Company, Inc. reported a net income of 118.10M and revenue of 995.10M, resulting in a net margin of 11.9%.
Frequently Asked Questions
GOOG and DCI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCI has higher volatility (8.17%) compared to GOOG (7.29%). In terms of maximum drawdown, GOOG dropped -44.60% vs DCI's -56.90%.
GOOG currently has the higher Sharpe Ratio (3.60 vs 0.99), 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.
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