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GOOG vs. FLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOOG vs. FLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alphabet Inc (GOOG) and VanEck IG Floating Rate ETF (FLTR). 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 13.80% return, which is significantly higher than FLTR's 2.70% return. Over the past 10 years, GOOG has outperformed FLTR with an annualized return of 25.03%, while FLTR has yielded a comparatively lower 3.52% annualized return.


GOOG

1D
6.88%
1M
-0.35%
6M
5.49%
YTD
13.80%
1Y
85.45%
3Y*
39.73%
5Y*
21.62%
10Y*
25.03%
ALL TIME*
22.84%

FLTR

1D
0.08%
1M
0.31%
6M
2.30%
YTD
2.70%
1Y
5.04%
3Y*
5.95%
5Y*
4.63%
10Y*
3.52%
ALL TIME*
2.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$35.76M$33.35M$28.52M
$7.78B$6.87B$7.98B

GOOG vs. FLTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOOG
Alphabet Inc
13.80%65.42%35.62%58.83%-38.67%65.17%31.03%29.10%-1.03%35.58%
FLTR
VanEck IG Floating Rate ETF
2.70%5.22%7.38%7.41%0.74%0.55%1.44%5.70%0.30%2.80%

Correlation

The correlation between GOOG and FLTR is 0.19, which is low. Their historical price movements had little consistent relationship.


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

0.19

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

0.16

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

0.20

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

0.14

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2014

0.12

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Return for Risk

GOOG vs. FLTR — Risk / Return Rank

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

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

FLTR
FLTR Risk / Return Rank: 9999
Overall Rank
FLTR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLTR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLTR Omega Ratio Rank: 9999
Omega Ratio Rank
FLTR Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLTR Martin Ratio Rank: 9999
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.

GOOG vs. FLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (GOOG) and VanEck IG Floating Rate ETF (FLTR). 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.


GOOGFLTRDifference
Sharpe ratioReturn per unit of total volatility

-3.69

Sortino ratioReturn per unit of downside risk

-8.17

Omega ratioGain probability vs. loss probability

1.46

2.96

-1.50

Calmar ratioReturn relative to maximum drawdown

4.14

16.15

-12.01

Martin ratioReturn relative to average drawdown

11.53

95.31

-83.77

GOOG vs. FLTR - Sharpe Ratio Comparison

The current GOOG Sharpe Ratio is 2.71, which is lower than the FLTR Sharpe Ratio of 6.40. The chart below compares the historical Sharpe Ratios of GOOG and FLTR, 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. FLTR - Drawdown Comparison

The maximum GOOG drawdown since its inception was -44.60%, which is greater than FLTR's maximum drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for GOOG and FLTR.


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Drawdown Indicators


GOOGFLTRDifference

Max Drawdown

Largest peak-to-trough decline

-44.60%

-17.84%

-26.76%

Max Drawdown (1Y)

Largest decline over 1 year

-20.75%

-0.31%

-20.44%

Max Drawdown (3Y)

Largest decline over 3 years

-29.35%

-1.93%

-27.42%

Max Drawdown (5Y)

Largest decline over 5 years

-44.60%

-3.06%

-41.54%

Max Drawdown (10Y)

Largest decline over 10 years

-44.60%

-17.84%

-26.76%

Current Drawdown

Current decline from peak

-10.57%

0.00%

-10.57%

Average Drawdown

Average peak-to-trough decline

-8.93%

-0.67%

-8.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.44%

0.05%

+7.39%

Volatility

GOOG vs. FLTR - Volatility Comparison

Alphabet Inc (GOOG) has a higher volatility of 13.08% compared to VanEck IG Floating Rate ETF (FLTR) at 0.17%. This indicates that GOOG's price experiences larger fluctuations and is considered to be riskier than FLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOGFLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.08%

0.17%

+12.91%

Volatility (6M)

Calculated over the trailing 6-month period

24.59%

0.65%

+23.94%

Volatility (1Y)

Calculated over the trailing 1-year period

31.77%

0.80%

+30.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.80%

2.13%

+29.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.34%

5.00%

+24.34%

Dividends

GOOG vs. FLTR - Dividend Comparison

GOOG's dividend yield for the trailing twelve months is around 0.24%, less than FLTR's 4.63% yield.


PositionTTM20252024202320222021202020192018201720162015
FLTR
VanEck IG Floating Rate ETF
4.63%4.97%5.93%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.16%0.71%
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%

Frequently Asked Questions


GOOG and FLTR have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOOG has higher volatility (13.08%) compared to FLTR (0.17%). In terms of maximum drawdown, GOOG dropped -44.60% vs FLTR's -17.84%.

FLTR currently has the higher Sharpe Ratio (6.40 vs 2.71), 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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