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GOOGL vs. CONL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOOGL vs. CONL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alphabet Inc. Class A (GOOGL) and GraniteShares 2x Long COIN Daily ETF (CONL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GOOGL achieves a 17.73% return, which is significantly higher than CONL's -63.14% return.


GOOGL

1D
1.17%
1M
-5.31%
YTD
17.73%
6M
19.97%
1Y
112.95%
3Y*
44.32%
5Y*
25.32%
10Y*
26.53%

CONL

1D
-2.17%
1M
-30.59%
YTD
-63.14%
6M
-68.88%
1Y
-83.91%
3Y*
-8.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOGL vs. CONL - Yearly Performance Comparison


2026 (YTD)2025202420232022
GOOGL
Alphabet Inc. Class A
17.73%65.99%36.01%58.32%-24.78%
CONL
GraniteShares 2x Long COIN Daily ETF
-63.14%-58.49%4.23%641.63%-80.40%

Correlation

The correlation between GOOGL and CONL is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.34

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.37

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Return for Risk

GOOGL vs. CONL — 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: 9898
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9797
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9696
Martin Ratio Rank

CONL
CONL Risk / Return Rank: 33
Overall Rank
CONL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CONL Sortino Ratio Rank: 33
Sortino Ratio Rank
CONL Omega Ratio Rank: 44
Omega Ratio Rank
CONL Calmar Ratio Rank: 11
Calmar Ratio Rank
CONL Martin Ratio Rank: 33
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. CONL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. Class A (GOOGL) and GraniteShares 2x Long COIN Daily ETF (CONL). 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.


GOOGLCONLDifference
Sharpe ratioReturn per unit of total volatility

+4.48

Sortino ratioReturn per unit of downside risk

+6.06

Omega ratioGain probability vs. loss probability

1.62

0.89

+0.73

Calmar ratioReturn relative to maximum drawdown

5.58

-0.91

+6.49

Martin ratioReturn relative to average drawdown

19.64

-1.23

+20.86

GOOGL vs. CONL - Sharpe Ratio Comparison

The current GOOGL Sharpe Ratio is 3.86, which is higher than the CONL Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of GOOGL and CONL, 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. CONL - Drawdown Comparison

The maximum GOOGL drawdown since its inception was -65.29%, smaller than the maximum CONL drawdown of -94.36%. Use the drawdown chart below to compare losses from any high point for GOOGL and CONL.


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Drawdown Indicators


GOOGLCONLDifference

Max Drawdown

Largest peak-to-trough decline

-65.29%

-94.36%

+29.07%

Max Drawdown (1Y)

Largest decline over 1 year

-20.37%

-92.57%

+72.20%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-94.36%

+64.55%

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

-8.54%

-93.66%

+85.12%

Average Drawdown

Average peak-to-trough decline

-13.01%

-56.37%

+43.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.79%

68.46%

-62.67%

Volatility

GOOGL vs. CONL - Volatility Comparison

The current volatility for Alphabet Inc. Class A (GOOGL) is 8.18%, while GraniteShares 2x Long COIN Daily ETF (CONL) has a volatility of 36.22%. This indicates that GOOGL experiences smaller price fluctuations and is considered to be less risky than CONL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOGLCONLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

36.22%

-28.04%

Volatility (6M)

Calculated over the trailing 6-month period

20.99%

102.76%

-81.77%

Volatility (1Y)

Calculated over the trailing 1-year period

29.50%

139.79%

-110.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.38%

149.68%

-118.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.14%

149.68%

-120.54%

Dividends

GOOGL vs. CONL - Dividend Comparison

GOOGL's dividend yield for the trailing twelve months is around 0.23%, while CONL has not paid dividends to shareholders.


PositionTTM20252024
CONL
GraniteShares 2x Long COIN Daily ETF
0.00%0.00%0.31%
GOOGL
Alphabet Inc. Class A
0.23%0.27%0.32%

Frequently Asked Questions


GOOGL and CONL have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CONL has higher volatility (36.22%) compared to GOOGL (8.18%). In terms of maximum drawdown, GOOGL dropped -65.29% vs CONL's -94.36%.

GOOGL currently has the higher Sharpe Ratio (3.86 vs -0.62), 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.

Portfolio Optimizer

Find the right allocation for GOOGL and CONL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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