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GOOG vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

GOOG vs. USD=X - Performance Comparison

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

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Returns By Period


GOOG

1D
-1.20%
1M
-8.98%
YTD
15.25%
6M
15.01%
1Y
107.32%
3Y*
43.67%
5Y*
23.94%
10Y*
26.05%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOG vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOOG
Alphabet Inc
15.25%65.42%35.62%58.83%-38.67%65.17%31.03%29.10%-1.03%35.58%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

GOOG vs. USD=X — 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

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (GOOG) and USD Cash (USD=X). 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.


GOOGUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.61

Calmar ratioReturn relative to maximum drawdown

5.20

Martin ratioReturn relative to average drawdown

18.68

GOOG vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GOOGUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

Drawdowns

GOOG vs. USD=X - Drawdown Comparison

The maximum GOOG drawdown since its inception was -44.60%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GOOG and USD=X.


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Drawdown Indicators


GOOGUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-44.60%

0.00%

-44.60%

Max Drawdown (1Y)

Largest decline over 1 year

-20.75%

0.00%

-20.75%

Max Drawdown (3Y)

Largest decline over 3 years

-29.35%

0.00%

-29.35%

Max Drawdown (5Y)

Largest decline over 5 years

-44.60%

0.00%

-44.60%

Max Drawdown (10Y)

Largest decline over 10 years

-44.60%

0.00%

-44.60%

Current Drawdown

Current decline from peak

-9.44%

0.00%

-9.44%

Average Drawdown

Average peak-to-trough decline

-8.89%

0.00%

-8.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.77%

0.00%

+5.77%

Volatility

GOOG vs. USD=X - Volatility Comparison

Alphabet Inc (GOOG) has a higher volatility of 8.43% compared to USD Cash (USD=X) at 0.00%. This indicates that GOOG's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOGUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.43%

0.00%

+8.43%

Volatility (6M)

Calculated over the trailing 6-month period

20.50%

0.00%

+20.50%

Volatility (1Y)

Calculated over the trailing 1-year period

28.74%

0.00%

+28.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.14%

0.00%

+31.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.02%

0.00%

+29.02%

Frequently Asked Questions


GOOG has higher volatility (8.43%) compared to USD=X (0.00%). In terms of maximum drawdown, GOOG dropped -44.60% vs USD=X's 0.00%.

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