GOOG vs. VHT
Compare and contrast key facts about Alphabet Inc. (GOOG) and Vanguard Health Care ETF (VHT).
VHT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Health Care 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GOOG or VHT.
Performance
GOOG vs. VHT - Performance Comparison
Returns By Period
In the year-to-date period, GOOG achieves a 26.14% return, which is significantly higher than VHT's 6.05% return. Over the past 10 years, GOOG has outperformed VHT with an annualized return of 20.87%, while VHT has yielded a comparatively lower 9.33% annualized return.
GOOG
26.14%
6.95%
-0.13%
28.24%
22.46%
20.87%
VHT
6.05%
-5.36%
-0.87%
13.16%
8.97%
9.33%
Key characteristics
| GOOG | VHT | |
|---|---|---|
| Sharpe Ratio | 1.09 | 1.22 |
| Sortino Ratio | 1.58 | 1.73 |
| Omega Ratio | 1.21 | 1.22 |
| Calmar Ratio | 1.30 | 1.41 |
| Martin Ratio | 3.27 | 5.09 |
| Ulcer Index | 8.82% | 2.70% |
| Daily Std Dev | 26.41% | 11.22% |
| Max Drawdown | -44.60% | -39.12% |
| Current Drawdown | -7.84% | -8.33% |
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Correlation
The correlation between GOOG and VHT is 0.51, 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.
Risk-Adjusted Performance
GOOG vs. VHT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. (GOOG) and Vanguard Health Care ETF (VHT). 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.
Dividends
GOOG vs. VHT - Dividend Comparison
GOOG's dividend yield for the trailing twelve months is around 0.23%, less than VHT's 1.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc. | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VHT Vanguard Health Care ETF | 1.46% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
Drawdowns
GOOG vs. VHT - Drawdown Comparison
The maximum GOOG drawdown since its inception was -44.60%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for GOOG and VHT. For additional features, visit the drawdowns tool.
Volatility
GOOG vs. VHT - Volatility Comparison
Alphabet Inc. (GOOG) has a higher volatility of 7.92% compared to Vanguard Health Care ETF (VHT) at 3.97%. This indicates that GOOG's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.