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

Correlation

The correlation between GOOG and HPQ is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

GOOG vs. HPQ - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
8.01%
-13.06%
GOOG
HPQ

Key characteristics

Sharpe Ratio

GOOG:

1.39

HPQ:

0.54

Sortino Ratio

GOOG:

1.93

HPQ:

0.99

Omega Ratio

GOOG:

1.26

HPQ:

1.13

Calmar Ratio

GOOG:

1.74

HPQ:

0.65

Martin Ratio

GOOG:

4.27

HPQ:

2.33

Ulcer Index

GOOG:

9.08%

HPQ:

7.43%

Daily Std Dev

GOOG:

27.92%

HPQ:

32.11%

Max Drawdown

GOOG:

-44.60%

HPQ:

-82.89%

Current Drawdown

GOOG:

-0.31%

HPQ:

-16.59%

Fundamentals

Market Cap

GOOG:

$2.41T

HPQ:

$30.49B

EPS

GOOG:

$7.66

HPQ:

$2.83

PE Ratio

GOOG:

25.79

HPQ:

11.49

PEG Ratio

GOOG:

1.29

HPQ:

1.19

Total Revenue (TTM)

GOOG:

$253.45B

HPQ:

$53.52B

Gross Profit (TTM)

GOOG:

$147.99B

HPQ:

$11.74B

EBITDA (TTM)

GOOG:

$95.96B

HPQ:

$4.89B

Returns By Period

In the year-to-date period, GOOG achieves a 3.73% return, which is significantly higher than HPQ's -0.37% return. Over the past 10 years, GOOG has outperformed HPQ with an annualized return of 22.18%, while HPQ has yielded a comparatively lower 9.49% annualized return.


GOOG

YTD

3.73%

1M

2.38%

6M

8.01%

1Y

33.99%

5Y*

21.78%

10Y*

22.18%

HPQ

YTD

-0.37%

1M

-1.31%

6M

-13.06%

1Y

15.41%

5Y*

11.83%

10Y*

9.49%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GOOG vs. HPQ — Risk-Adjusted Performance Rank

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

GOOG
The Risk-Adjusted Performance Rank of GOOG is 8282
Overall Rank
The Sharpe Ratio Rank of GOOG is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 7979
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 7979
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 8888
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 7878
Martin Ratio Rank

HPQ
The Risk-Adjusted Performance Rank of HPQ is 6565
Overall Rank
The Sharpe Ratio Rank of HPQ is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of HPQ is 5959
Sortino Ratio Rank
The Omega Ratio Rank of HPQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of HPQ is 7272
Calmar Ratio Rank
The Martin Ratio Rank of HPQ is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GOOG vs. HPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. (GOOG) and HP Inc. (HPQ). 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 1.39, compared to the broader market-2.000.002.004.001.390.54
The chart of Sortino ratio for GOOG, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.006.001.930.99
The chart of Omega ratio for GOOG, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.13
The chart of Calmar ratio for GOOG, currently valued at 1.74, compared to the broader market0.002.004.006.001.740.65
The chart of Martin ratio for GOOG, currently valued at 4.27, compared to the broader market-10.000.0010.0020.0030.004.272.33
GOOG
HPQ

The current GOOG Sharpe Ratio is 1.39, which is higher than the HPQ Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of GOOG and HPQ, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.39
0.54
GOOG
HPQ

Dividends

GOOG vs. HPQ - Dividend Comparison

GOOG's dividend yield for the trailing twelve months is around 0.30%, less than HPQ's 3.44% yield.


TTM20242023202220212020201920182017201620152014
GOOG
Alphabet Inc.
0.30%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HPQ
HP Inc.
3.44%3.42%3.54%3.77%2.21%2.94%3.19%2.82%2.56%4.24%3.01%1.56%

Drawdowns

GOOG vs. HPQ - Drawdown Comparison

The maximum GOOG drawdown since its inception was -44.60%, smaller than the maximum HPQ drawdown of -82.89%. Use the drawdown chart below to compare losses from any high point for GOOG and HPQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.31%
-16.59%
GOOG
HPQ

Volatility

GOOG vs. HPQ - Volatility Comparison

Alphabet Inc. (GOOG) has a higher volatility of 7.09% compared to HP Inc. (HPQ) at 6.45%. This indicates that GOOG's price experiences larger fluctuations and is considered to be riskier than HPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
7.09%
6.45%
GOOG
HPQ

Financials

GOOG vs. HPQ - Financials Comparison

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