GOOG vs. VDE
GOOG (Alphabet Inc) is a stock, while VDE (Vanguard Energy ETF) is Energy Equities fund tracking the MSCI US Investable Market Energy 25/50 Index. Over the past 10 years, GOOG returned 24.97%/yr vs 9.35%/yr for VDE. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
GOOG vs. VDE - Performance Comparison
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Returns By Period
In the year-to-date period, GOOG achieves a 14.91% return, which is significantly lower than VDE's 29.92% return. Over the past 10 years, GOOG has outperformed VDE with an annualized return of 24.97%, while VDE has yielded a comparatively lower 9.35% annualized return.
GOOG
- 1D
- -4.05%
- 1M
- -1.31%
- 6M
- 8.18%
- YTD
- 14.91%
- 1Y
- 84.91%
- 3Y*
- 41.39%
- 5Y*
- 21.53%
- 10Y*
- 24.97%
- ALL TIME*
- 22.91%
VDE
- 1D
- -2.23%
- 1M
- 7.61%
- 6M
- 10.24%
- YTD
- 29.92%
- 1Y
- 38.29%
- 3Y*
- 13.33%
- 5Y*
- 22.68%
- 10Y*
- 9.35%
- ALL TIME*
- 8.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GOOG Alphabet Inc | $8.74B | $7.22B | $8.11B |
| $80.86M | $75.68M | $107.12M |
GOOG vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 14.91% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
VDE Vanguard Energy ETF | 29.92% | 7.11% | 6.75% | 0.03% | 62.89% | 56.31% | -33.02% | 9.28% | -19.95% | -2.50% |
Correlation
The correlation between GOOG and VDE is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.20 |
Correlation (3Y) Balances recent behavior with more history. | -0.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2014 | 0.24 |
The correlation between GOOG and VDE shifts across timeframes, from -0.20 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GOOG vs. VDE — Risk / Return Rank
GOOG
VDE
GOOG vs. VDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (GOOG) and Vanguard Energy ETF (VDE). 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.
| GOOG | VDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.30 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.11 | 2.56 | +1.56 |
| Martin ratioReturn relative to average drawdown | 11.39 | 6.84 | +4.55 |
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Drawdowns
GOOG vs. VDE - Drawdown Comparison
The maximum GOOG drawdown since its inception was -44.60%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for GOOG and VDE.
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Drawdown Indicators
| GOOG | VDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.60% | -74.20% | +29.60% |
Max Drawdown (1Y)Largest decline over 1 year | -20.75% | -15.04% | -5.71% |
Max Drawdown (3Y)Largest decline over 3 years | -29.35% | -21.41% | -7.94% |
Max Drawdown (5Y)Largest decline over 5 years | -44.60% | -26.58% | -18.02% |
Max Drawdown (10Y)Largest decline over 10 years | -44.60% | -69.29% | +24.69% |
Current DrawdownCurrent decline from peak | -9.70% | -8.08% | -1.62% |
Average DrawdownAverage peak-to-trough decline | -8.93% | -19.88% | +10.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.48% | 5.61% | +1.87% |
Volatility
GOOG vs. VDE - Volatility Comparison
Alphabet Inc (GOOG) has a higher volatility of 14.25% compared to Vanguard Energy ETF (VDE) at 6.35%. This indicates that GOOG's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOOG | VDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.25% | 6.35% | +7.90% |
Volatility (6M)Calculated over the trailing 6-month period | 25.23% | 16.50% | +8.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.06% | 21.02% | +11.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.93% | 26.13% | +5.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.41% | 29.91% | -0.50% |
Dividends
GOOG vs. VDE - Dividend Comparison
GOOG's dividend yield for the trailing twelve months is around 0.24%, less than VDE's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VDE Vanguard Energy ETF | 2.49% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
Frequently Asked Questions
GOOG and VDE have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOOG has higher volatility (14.25%) compared to VDE (6.35%). In terms of maximum drawdown, GOOG dropped -44.60% vs VDE's -74.20%.
GOOG currently has the higher Sharpe Ratio (2.66 vs 1.83), 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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