PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GOOG vs. HPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GOOG and HPQ is 0.40, 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.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
581.66%
207.75%
GOOG
HPQ

Key characteristics

Sharpe Ratio

GOOG:

1.40

HPQ:

0.44

Sortino Ratio

GOOG:

1.93

HPQ:

0.86

Omega Ratio

GOOG:

1.26

HPQ:

1.12

Calmar Ratio

GOOG:

1.74

HPQ:

0.54

Martin Ratio

GOOG:

4.26

HPQ:

2.15

Ulcer Index

GOOG:

9.07%

HPQ:

6.67%

Daily Std Dev

GOOG:

27.64%

HPQ:

32.32%

Max Drawdown

GOOG:

-44.60%

HPQ:

-82.89%

Current Drawdown

GOOG:

-2.62%

HPQ:

-15.48%

Fundamentals

Market Cap

GOOG:

$2.40T

HPQ:

$31.74B

EPS

GOOG:

$7.55

HPQ:

$2.81

PE Ratio

GOOG:

26.11

HPQ:

12.04

PEG Ratio

GOOG:

1.24

HPQ:

1.24

Total Revenue (TTM)

GOOG:

$339.76B

HPQ:

$53.52B

Gross Profit (TTM)

GOOG:

$196.73B

HPQ:

$22.79B

EBITDA (TTM)

GOOG:

$121.22B

HPQ:

$4.67B

Returns By Period

In the year-to-date period, GOOG achieves a 37.41% return, which is significantly higher than HPQ's 13.17% return. Over the past 10 years, GOOG has outperformed HPQ with an annualized return of 22.07%, while HPQ has yielded a comparatively lower 9.54% annualized return.


GOOG

YTD

37.41%

1M

8.94%

6M

7.31%

1Y

36.57%

5Y*

23.51%

10Y*

22.07%

HPQ

YTD

13.17%

1M

-9.45%

6M

-7.92%

1Y

12.98%

5Y*

13.56%

10Y*

9.54%

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 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 1.40, compared to the broader market-4.00-2.000.002.001.400.44
The chart of Sortino ratio for GOOG, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.930.86
The chart of Omega ratio for GOOG, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.12
The chart of Calmar ratio for GOOG, currently valued at 1.74, compared to the broader market0.002.004.006.001.740.54
The chart of Martin ratio for GOOG, currently valued at 4.26, compared to the broader market-5.000.005.0010.0015.0020.0025.004.262.15
GOOG
HPQ

The current GOOG Sharpe Ratio is 1.40, which is higher than the HPQ Sharpe Ratio of 0.44. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.40
0.44
GOOG
HPQ

Dividends

GOOG vs. HPQ - Dividend Comparison

GOOG's dividend yield for the trailing twelve months is around 0.31%, less than HPQ's 3.39% yield.


TTM20232022202120202019201820172016201520142013
GOOG
Alphabet Inc.
0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HPQ
HP Inc.
3.39%3.54%3.77%2.21%2.94%3.19%2.82%2.56%4.24%3.01%1.56%2.03%

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%JulyAugustSeptemberOctoberNovemberDecember
-2.62%
-15.48%
GOOG
HPQ

Volatility

GOOG vs. HPQ - Volatility Comparison

The current volatility for Alphabet Inc. (GOOG) is 11.21%, while HP Inc. (HPQ) has a volatility of 15.17%. This indicates that GOOG experiences smaller price fluctuations and is considered to be less risky than HPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.21%
15.17%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab