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GOOGL vs. ASWC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOOGL vs. ASWC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alphabet Inc. Class A (GOOGL) and HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GOOGL is traded in USD, while ASWC.DE is traded in EUR. To make them comparable, the ASWC.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GOOGL achieves a 15.06% return, which is significantly higher than ASWC.DE's 11.72% return.


GOOGL

1D
0.53%
1M
-10.61%
YTD
15.06%
6M
16.44%
1Y
105.30%
3Y*
43.10%
5Y*
24.46%
10Y*
25.76%

ASWC.DE

1D
-0.69%
1M
6.78%
YTD
11.72%
6M
12.63%
1Y
19.09%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOGL vs. ASWC.DE - Yearly Performance Comparison


2026 (YTD)202520242023
GOOGL
Alphabet Inc. Class A
15.06%65.99%36.01%16.51%
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
11.72%56.13%31.39%16.05%

Correlation

The correlation between GOOGL and ASWC.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2023

0.16

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Return for Risk

GOOGL vs. ASWC.DE — Risk / Return Rank

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

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

ASWC.DE
ASWC.DE Risk / Return Rank: 2525
Overall Rank
ASWC.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ASWC.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
ASWC.DE Omega Ratio Rank: 2424
Omega Ratio Rank
ASWC.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
ASWC.DE Martin Ratio Rank: 2424
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.

GOOGL vs. ASWC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. Class A (GOOGL) and HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE). 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.


GOOGLASWC.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.69

Sortino ratioReturn per unit of downside risk

+3.50

Omega ratioGain probability vs. loss probability

1.59

1.17

+0.43

Calmar ratioReturn relative to maximum drawdown

5.20

1.48

+3.72

Martin ratioReturn relative to average drawdown

18.48

3.59

+14.89

GOOGL vs. ASWC.DE - Sharpe Ratio Comparison

The current GOOGL Sharpe Ratio is 3.62, which is higher than the ASWC.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of GOOGL and ASWC.DE, 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

GOOGL vs. ASWC.DE - Drawdown Comparison

The maximum GOOGL drawdown since its inception was -65.29%, which is greater than ASWC.DE's maximum drawdown of -12.88%. Use the drawdown chart below to compare losses from any high point for GOOGL and ASWC.DE.


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Drawdown Indicators


GOOGLASWC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.29%

-12.88%

-52.41%

Max Drawdown (1Y)

Largest decline over 1 year

-20.37%

-12.88%

-7.49%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

Max Drawdown (5Y)

Largest decline over 5 years

-44.32%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

Current Drawdown

Current decline from peak

-10.61%

-3.01%

-7.60%

Average Drawdown

Average peak-to-trough decline

-13.01%

-2.59%

-10.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

5.31%

+0.41%

Volatility

GOOGL vs. ASWC.DE - Volatility Comparison

Alphabet Inc. Class A (GOOGL) has a higher volatility of 7.24% compared to HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) at 6.18%. This indicates that GOOGL's price experiences larger fluctuations and is considered to be riskier than ASWC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOGLASWC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

6.18%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

20.82%

16.05%

+4.77%

Volatility (1Y)

Calculated over the trailing 1-year period

29.31%

20.50%

+8.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.33%

19.46%

+11.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.13%

19.46%

+9.67%

Dividends

GOOGL vs. ASWC.DE - Dividend Comparison

GOOGL's dividend yield for the trailing twelve months is around 0.24%, while ASWC.DE has not paid dividends to shareholders.


PositionTTM20252024
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
0.00%0.00%0.00%
GOOGL
Alphabet Inc. Class A
0.24%0.27%0.32%

Frequently Asked Questions


GOOGL and ASWC.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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