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GOOG vs. SAF.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GOOG vs. SAF.PA - Performance Comparison

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

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Different Trading Currencies

GOOG is traded in USD, while SAF.PA is traded in EUR. To make them comparable, the SAF.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GOOG achieves a 14.29% return, which is significantly higher than SAF.PA's 2.50% return. Over the past 10 years, GOOG has outperformed SAF.PA with an annualized return of 25.97%, while SAF.PA has yielded a comparatively lower 19.90% annualized return.


GOOG

1D
0.45%
1M
-10.19%
YTD
14.29%
6M
15.49%
1Y
102.96%
3Y*
42.67%
5Y*
23.51%
10Y*
25.97%

SAF.PA

1D
3.55%
1M
8.58%
YTD
2.50%
6M
4.69%
1Y
19.79%
3Y*
34.50%
5Y*
19.92%
10Y*
19.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOG vs. SAF.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOOG
Alphabet Inc
14.29%65.42%35.62%58.83%-38.67%65.17%31.03%29.10%-1.03%35.58%
SAF.PA
Safran SA
2.50%60.85%26.05%42.07%2.59%-13.17%-8.31%30.00%18.84%44.82%

Correlation

The correlation between GOOG and SAF.PA is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.21

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

0.26

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

0.25

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

0.24

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Return for Risk

GOOG vs. SAF.PA — 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

SAF.PA
SAF.PA Risk / Return Rank: 6161
Overall Rank
SAF.PA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SAF.PA Sortino Ratio Rank: 6060
Sortino Ratio Rank
SAF.PA Omega Ratio Rank: 5858
Omega Ratio Rank
SAF.PA Calmar Ratio Rank: 6161
Calmar Ratio Rank
SAF.PA Martin Ratio Rank: 6464
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. SAF.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (GOOG) and Safran SA (SAF.PA). 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.


GOOGSAF.PADifference
Sharpe ratioReturn per unit of total volatility

+3.01

Sortino ratioReturn per unit of downside risk

+3.83

Omega ratioGain probability vs. loss probability

1.59

1.13

+0.46

Calmar ratioReturn relative to maximum drawdown

4.99

0.81

+4.18

Martin ratioReturn relative to average drawdown

17.56

2.11

+15.45

GOOG vs. SAF.PA - Sharpe Ratio Comparison

The current GOOG Sharpe Ratio is 3.60, which is higher than the SAF.PA Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of GOOG and SAF.PA, 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. SAF.PA - Drawdown Comparison

The maximum GOOG drawdown since its inception was -44.60%, smaller than the maximum SAF.PA drawdown of -65.85%. Use the drawdown chart below to compare losses from any high point for GOOG and SAF.PA.


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Drawdown Indicators


GOOGSAF.PADifference

Max Drawdown

Largest peak-to-trough decline

-44.60%

-65.85%

+21.25%

Max Drawdown (1Y)

Largest decline over 1 year

-20.75%

-24.21%

+3.46%

Max Drawdown (3Y)

Largest decline over 3 years

-29.35%

-24.21%

-5.14%

Max Drawdown (5Y)

Largest decline over 5 years

-44.60%

-41.46%

-3.14%

Max Drawdown (10Y)

Largest decline over 10 years

-44.60%

-65.00%

+20.40%

Current Drawdown

Current decline from peak

-10.19%

-12.49%

+2.30%

Average Drawdown

Average peak-to-trough decline

-8.89%

-13.89%

+5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.88%

9.31%

-3.43%

Volatility

GOOG vs. SAF.PA - Volatility Comparison

The current volatility for Alphabet Inc (GOOG) is 7.29%, while Safran SA (SAF.PA) has a volatility of 10.99%. This indicates that GOOG experiences smaller price fluctuations and is considered to be less risky than SAF.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOGSAF.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.29%

10.99%

-3.70%

Volatility (6M)

Calculated over the trailing 6-month period

20.47%

28.98%

-8.51%

Volatility (1Y)

Calculated over the trailing 1-year period

28.75%

32.67%

-3.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.15%

30.41%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.02%

34.60%

-5.58%

Dividends

GOOG vs. SAF.PA - Dividend Comparison

GOOG's dividend yield for the trailing twelve months is around 0.24%, less than SAF.PA's 1.09% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SAF.PA
Safran SA
1.09%0.98%1.04%0.85%0.43%0.40%0.00%1.32%1.52%0.97%2.15%1.96%

Financials

GOOG vs. SAF.PA - Financials Comparison

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


Please note, different currencies. GOOG values in USD, SAF.PA values in EUR

Frequently Asked Questions


GOOG and SAF.PA have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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