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GOOGL vs. GOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GOOGL and GOOG is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

GOOGL vs. GOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alphabet Inc. (GOOGL) and Alphabet Inc. (GOOG). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.19%
7.01%
GOOGL
GOOG

Key characteristics

Sharpe Ratio

GOOGL:

1.38

GOOG:

1.37

Sortino Ratio

GOOGL:

1.92

GOOG:

1.90

Omega Ratio

GOOGL:

1.26

GOOG:

1.26

Calmar Ratio

GOOGL:

1.74

GOOG:

1.70

Martin Ratio

GOOGL:

4.21

GOOG:

4.17

Ulcer Index

GOOGL:

9.13%

GOOG:

9.07%

Daily Std Dev

GOOGL:

27.96%

GOOG:

27.61%

Max Drawdown

GOOGL:

-65.29%

GOOG:

-44.60%

Current Drawdown

GOOGL:

-4.14%

GOOG:

-4.27%

Fundamentals

Market Cap

GOOGL:

$2.40T

GOOG:

$2.40T

EPS

GOOGL:

$7.53

GOOG:

$7.55

PE Ratio

GOOGL:

25.95

GOOG:

26.11

PEG Ratio

GOOGL:

1.22

GOOG:

1.24

Total Revenue (TTM)

GOOGL:

$339.69B

GOOG:

$339.76B

Gross Profit (TTM)

GOOGL:

$196.73B

GOOG:

$196.73B

EBITDA (TTM)

GOOGL:

$124.94B

GOOG:

$121.22B

Returns By Period

The year-to-date returns for both stocks are quite close, with GOOGL having a 35.44% return and GOOG slightly lower at 35.09%. Both investments have delivered pretty close results over the past 10 years, with GOOGL having a 21.72% annualized return and GOOG not far ahead at 22.00%.


GOOGL

YTD

35.44%

1M

5.95%

6M

7.19%

1Y

36.76%

5Y*

22.93%

10Y*

21.72%

GOOG

YTD

35.09%

1M

5.76%

6M

7.01%

1Y

36.32%

5Y*

23.11%

10Y*

22.00%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GOOGL vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. (GOOGL) and Alphabet Inc. (GOOG). 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.


Sharpe ratio
The chart of Sharpe ratio for GOOGL, currently valued at 1.38, compared to the broader market-4.00-2.000.002.001.381.37
The chart of Sortino ratio for GOOGL, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.921.90
The chart of Omega ratio for GOOGL, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.26
The chart of Calmar ratio for GOOGL, currently valued at 1.74, compared to the broader market0.002.004.006.001.741.70
The chart of Martin ratio for GOOGL, currently valued at 4.21, compared to the broader market0.0010.0020.004.214.17
GOOGL
GOOG

The current GOOGL Sharpe Ratio is 1.38, which is comparable to the GOOG Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of GOOGL and GOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.38
1.37
GOOGL
GOOG

Dividends

GOOGL vs. GOOG - Dividend Comparison

GOOGL's dividend yield for the trailing twelve months is around 0.32%, which matches GOOG's 0.32% yield.


TTM
GOOGL
Alphabet Inc.
0.32%
GOOG
Alphabet Inc.
0.32%

Drawdowns

GOOGL vs. GOOG - Drawdown Comparison

The maximum GOOGL drawdown since its inception was -65.29%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for GOOGL and GOOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.14%
-4.27%
GOOGL
GOOG

Volatility

GOOGL vs. GOOG - Volatility Comparison

Alphabet Inc. (GOOGL) and Alphabet Inc. (GOOG) have volatilities of 11.57% and 11.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.57%
11.24%
GOOGL
GOOG

Financials

GOOGL vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Alphabet Inc. and Alphabet Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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