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GOOGL vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOOGL vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alphabet Inc. Class A (GOOGL) and iShares Bitcoin Trust ETF (IBIT). 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 16.22% return, which is significantly higher than IBIT's -27.71% return.


GOOGL

1D
-1.36%
1M
-9.30%
YTD
16.22%
6M
15.96%
1Y
110.03%
3Y*
44.20%
5Y*
24.94%
10Y*
25.89%

IBIT

1D
5.13%
1M
-21.03%
YTD
-27.71%
6M
-30.34%
1Y
-39.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOGL vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
GOOGL
Alphabet Inc. Class A
16.22%65.99%33.53%
IBIT
iShares Bitcoin Trust ETF
-27.71%-6.41%89.87%

Correlation

The correlation between GOOGL and IBIT is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.25

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Return for Risk

GOOGL vs. IBIT — 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: 9696
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. Class A (GOOGL) and iShares Bitcoin Trust ETF (IBIT). 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.


GOOGLIBITDifference
Sharpe ratioReturn per unit of total volatility

+4.68

Sortino ratioReturn per unit of downside risk

+6.34

Omega ratioGain probability vs. loss probability

1.61

0.86

+0.75

Calmar ratioReturn relative to maximum drawdown

5.43

-0.76

+6.19

Martin ratioReturn relative to average drawdown

19.79

-1.36

+21.15

GOOGL vs. IBIT - Sharpe Ratio Comparison

The current GOOGL Sharpe Ratio is 3.78, which is higher than the IBIT Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of GOOGL and IBIT, 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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Sharpe Ratios by Period


GOOGLIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.78

-0.90

+4.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.26

+0.57

Drawdowns

GOOGL vs. IBIT - Drawdown Comparison

The maximum GOOGL drawdown since its inception was -65.29%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for GOOGL and IBIT.


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Drawdown Indicators


GOOGLIBITDifference

Max Drawdown

Largest peak-to-trough decline

-65.29%

-52.11%

-13.18%

Max Drawdown (1Y)

Largest decline over 1 year

-20.37%

-52.11%

+31.74%

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

-9.71%

-49.66%

+39.95%

Average Drawdown

Average peak-to-trough decline

-13.02%

-16.19%

+3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

28.97%

-23.39%

Volatility

GOOGL vs. IBIT - Volatility Comparison

The current volatility for Alphabet Inc. Class A (GOOGL) is 8.68%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 11.85%. This indicates that GOOGL experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOGLIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.68%

11.85%

-3.17%

Volatility (6M)

Calculated over the trailing 6-month period

20.90%

34.60%

-13.70%

Volatility (1Y)

Calculated over the trailing 1-year period

29.33%

44.28%

-14.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.33%

50.32%

-18.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.13%

50.32%

-21.19%

Dividends

GOOGL vs. IBIT - Dividend Comparison

GOOGL's dividend yield for the trailing twelve months is around 0.29%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024
GOOGL
Alphabet Inc. Class A
0.29%0.27%0.32%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%

Frequently Asked Questions


GOOGL and IBIT have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (11.85%) compared to GOOGL (8.68%). In terms of maximum drawdown, GOOGL dropped -65.29% vs IBIT's -52.11%.

GOOGL currently has the higher Sharpe Ratio (3.78 vs -0.90), 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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