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GOOG vs. GOOGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GOOG and GOOGL is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

GOOG vs. GOOGL - Performance Comparison

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

450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
581.66%
572.28%
GOOG
GOOGL

Key characteristics

Sharpe Ratio

GOOG:

1.40

GOOGL:

1.39

Sortino Ratio

GOOG:

1.93

GOOGL:

1.94

Omega Ratio

GOOG:

1.26

GOOGL:

1.26

Calmar Ratio

GOOG:

1.74

GOOGL:

1.76

Martin Ratio

GOOG:

4.26

GOOGL:

4.25

Ulcer Index

GOOG:

9.07%

GOOGL:

9.13%

Daily Std Dev

GOOG:

27.64%

GOOGL:

27.97%

Max Drawdown

GOOG:

-44.60%

GOOGL:

-65.29%

Current Drawdown

GOOG:

-2.62%

GOOGL:

-2.67%

Fundamentals

Market Cap

GOOG:

$2.40T

GOOGL:

$2.40T

EPS

GOOG:

$7.55

GOOGL:

$7.53

PE Ratio

GOOG:

26.11

GOOGL:

25.95

PEG Ratio

GOOG:

1.24

GOOGL:

1.22

Total Revenue (TTM)

GOOG:

$339.76B

GOOGL:

$339.69B

Gross Profit (TTM)

GOOG:

$196.73B

GOOGL:

$196.73B

EBITDA (TTM)

GOOG:

$121.22B

GOOGL:

$124.94B

Returns By Period

The year-to-date returns for both investments are quite close, with GOOG having a 37.41% return and GOOGL slightly higher at 37.52%. Both investments have delivered pretty close results over the past 10 years, with GOOG having a 22.07% annualized return and GOOGL not far behind at 21.75%.


GOOG

YTD

37.41%

1M

8.94%

6M

7.31%

1Y

36.57%

5Y*

23.51%

10Y*

22.07%

GOOGL

YTD

37.52%

1M

8.89%

6M

6.82%

1Y

36.81%

5Y*

23.29%

10Y*

21.75%

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Risk-Adjusted Performance

GOOG vs. GOOGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. (GOOG) and Alphabet Inc. (GOOGL). 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.


Sharpe ratio
The chart of Sharpe ratio for GOOG, currently valued at 1.40, compared to the broader market-4.00-2.000.002.001.401.39
The chart of Sortino ratio for GOOG, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.931.94
The chart of Omega ratio for GOOG, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.26
The chart of Calmar ratio for GOOG, currently valued at 1.74, compared to the broader market0.002.004.006.001.741.76
The chart of Martin ratio for GOOG, currently valued at 4.26, compared to the broader market-5.000.005.0010.0015.0020.0025.004.264.25
GOOG
GOOGL

The current GOOG Sharpe Ratio is 1.40, which is comparable to the GOOGL Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of GOOG and GOOGL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.40
1.39
GOOG
GOOGL

Dividends

GOOG vs. GOOGL - Dividend Comparison

GOOG's dividend yield for the trailing twelve months is around 0.31%, which matches GOOGL's 0.31% yield.


TTM
GOOG
Alphabet Inc.
0.31%
GOOGL
Alphabet Inc.
0.31%

Drawdowns

GOOG vs. GOOGL - Drawdown Comparison

The maximum GOOG drawdown since its inception was -44.60%, smaller than the maximum GOOGL drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for GOOG and GOOGL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.62%
-2.67%
GOOG
GOOGL

Volatility

GOOG vs. GOOGL - Volatility Comparison

Alphabet Inc. (GOOG) and Alphabet Inc. (GOOGL) have volatilities of 11.21% and 11.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.21%
11.52%
GOOG
GOOGL

Financials

GOOG vs. GOOGL - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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