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GOOG vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOOG vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alphabet Inc (GOOG) and iShares U.S. Technology ETF (IYW). 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 16.64% return, which is significantly lower than IYW's 20.86% return. Both investments have delivered pretty close results over the past 10 years, with GOOG having a 26.25% annualized return and IYW not far behind at 25.22%.


GOOG

1D
-0.95%
1M
-7.44%
YTD
16.64%
6M
13.71%
1Y
116.14%
3Y*
42.32%
5Y*
24.64%
10Y*
26.25%

IYW

1D
-5.92%
1M
3.93%
YTD
20.86%
6M
18.95%
1Y
49.32%
3Y*
32.37%
5Y*
21.27%
10Y*
25.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOG vs. IYW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOOG
Alphabet Inc
16.64%65.42%35.62%58.83%-38.67%65.17%31.03%29.10%-1.03%35.58%
IYW
iShares U.S. Technology ETF
20.86%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%

Correlation

The correlation between GOOG and IYW is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2014

0.74

Over the past year, the correlation between GOOG and IYW has dropped to 0.51 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

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Return for Risk

GOOG vs. IYW — Risk / Return Rank

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

GOOG
GOOG Risk / Return Rank: 9696
Overall Rank
GOOG Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOG Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOG Omega Ratio Rank: 9696
Omega Ratio Rank
GOOG Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOG Martin Ratio Rank: 9595
Martin Ratio Rank

IYW
IYW Risk / Return Rank: 6464
Overall Rank
IYW Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 6464
Sortino Ratio Rank
IYW Omega Ratio Rank: 6868
Omega Ratio Rank
IYW Calmar Ratio Rank: 5757
Calmar Ratio Rank
IYW Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GOOG vs. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (GOOG) and iShares U.S. Technology ETF (IYW). 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.


GOOGIYWDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+2.52

Omega ratioGain probability vs. loss probability

1.65

1.40

+0.26

Calmar ratioReturn relative to maximum drawdown

5.63

2.78

+2.85

Martin ratioReturn relative to average drawdown

20.33

9.08

+11.25

GOOG vs. IYW - Sharpe Ratio Comparison

The current GOOG Sharpe Ratio is 4.06, which is higher than the IYW Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of GOOG and IYW, 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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Sharpe Ratios by Period


GOOGIYWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.06

2.36

+1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.82

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

1.01

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.34

+0.48

Drawdowns

GOOG vs. IYW - Drawdown Comparison

The maximum GOOG drawdown since its inception was -44.60%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for GOOG and IYW.


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Drawdown Indicators


GOOGIYWDifference

Max Drawdown

Largest peak-to-trough decline

-44.60%

-81.90%

+37.30%

Max Drawdown (1Y)

Largest decline over 1 year

-20.75%

-17.81%

-2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-29.35%

-26.47%

-2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-44.60%

-39.44%

-5.16%

Max Drawdown (10Y)

Largest decline over 10 years

-44.60%

-39.44%

-5.16%

Current Drawdown

Current decline from peak

-8.34%

-7.19%

-1.15%

Average Drawdown

Average peak-to-trough decline

-8.89%

-34.65%

+25.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.74%

5.45%

+0.29%

Volatility

GOOG vs. IYW - Volatility Comparison

Alphabet Inc (GOOG) and iShares U.S. Technology ETF (IYW) have volatilities of 8.40% and 8.75%, 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.


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Volatility by Period


GOOGIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.40%

8.75%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

20.47%

17.04%

+3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

28.77%

20.98%

+7.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.13%

25.99%

+5.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.01%

25.16%

+3.85%

Dividends

GOOG vs. IYW - Dividend Comparison

GOOG's dividend yield for the trailing twelve months is around 0.23%, more than IYW's 0.11% yield.


PositionTTM20252024202320222021202020192018201720162015
GOOG
Alphabet Inc
0.23%0.26%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IYW
iShares U.S. Technology ETF
0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%

Frequently Asked Questions


GOOG and IYW have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYW has higher volatility (8.75%) compared to GOOG (8.40%). In terms of maximum drawdown, GOOG dropped -44.60% vs IYW's -81.90%.

GOOG currently has the higher Sharpe Ratio (4.06 vs 2.36), 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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