GOOGL vs. ETH-USD
GOOGL (Alphabet Inc. Class A) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, GOOGL returned 26.10%/yr vs 59.97%/yr for ETH-USD. At a 0.14 correlation, their price movements are largely independent.
Performance
GOOGL vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, GOOGL achieves a 17.82% return, which is significantly higher than ETH-USD's -46.29% return. Over the past 10 years, GOOGL has underperformed ETH-USD with an annualized return of 26.10%, while ETH-USD has yielded a comparatively higher 59.97% annualized return.
GOOGL
- 1D
- -0.98%
- 1M
- -7.41%
- YTD
- 17.82%
- 6M
- 14.87%
- 1Y
- 119.85%
- 3Y*
- 42.91%
- 5Y*
- 25.43%
- 10Y*
- 26.10%
ETH-USD
- 1D
- -9.90%
- 1M
- -32.21%
- YTD
- -46.29%
- 6M
- -47.28%
- 1Y
- -34.03%
- 3Y*
- -5.45%
- 5Y*
- -10.08%
- 10Y*
- 59.97%
GOOGL vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOOGL Alphabet Inc. Class A | 17.82% | 65.99% | 36.01% | 58.32% | -39.09% | 65.30% | 30.85% | 28.18% | -0.80% | 32.93% |
ETH-USD Ethereum | -46.29% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between GOOGL and ETH-USD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.14 |
The correlation between GOOGL and ETH-USD shifts across timeframes, from 0.14 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GOOGL vs. ETH-USD — Risk / Return Rank
GOOGL
ETH-USD
GOOGL vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. Class A (GOOGL) and Ethereum (ETH-USD). 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.
| GOOGL | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.61 | ||
| Sortino ratioReturn per unit of downside risk | +5.82 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 0.96 | +0.69 |
| Calmar ratioReturn relative to maximum drawdown | 5.92 | -0.51 | +6.43 |
| Martin ratioReturn relative to average drawdown | 21.69 | -0.89 | +22.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GOOGL | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.10 | -0.50 | +4.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | -0.14 | +0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.64 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.74 | +0.10 |
Drawdowns
GOOGL vs. ETH-USD - Drawdown Comparison
The maximum GOOGL drawdown since its inception was -65.29%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for GOOGL and ETH-USD.
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Drawdown Indicators
| GOOGL | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.29% | -94.01% | +28.72% |
Max Drawdown (1Y)Largest decline over 1 year | -20.37% | -67.02% | +46.65% |
Max Drawdown (3Y)Largest decline over 3 years | -29.81% | -67.02% | +37.21% |
Max Drawdown (5Y)Largest decline over 5 years | -44.32% | -79.35% | +35.03% |
Max Drawdown (10Y)Largest decline over 10 years | -44.32% | -94.01% | +49.69% |
Current DrawdownCurrent decline from peak | -8.47% | -67.02% | +58.55% |
Average DrawdownAverage peak-to-trough decline | -13.02% | -50.88% | +37.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 44.01% | -38.46% |
Volatility
GOOGL vs. ETH-USD - Volatility Comparison
The current volatility for Alphabet Inc. Class A (GOOGL) is 8.63%, while Ethereum (ETH-USD) has a volatility of 14.30%. This indicates that GOOGL experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOOGL | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.63% | 14.30% | -5.67% |
Volatility (6M)Calculated over the trailing 6-month period | 20.86% | 46.06% | -25.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.37% | 56.49% | -27.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.31% | 59.61% | -28.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.12% | 78.01% | -48.89% |
Frequently Asked Questions
GOOGL and ETH-USD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (14.30%) compared to GOOGL (8.63%). In terms of maximum drawdown, GOOGL dropped -65.29% vs ETH-USD's -94.01%.
GOOGL currently has the higher Sharpe Ratio (4.10 vs -0.50), 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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