PortfoliosLab logoPortfoliosLab logo
GOOGL vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

GOOGL vs. USD=X - Performance Comparison

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

Loading charts...

Returns By Period


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%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOGL vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOOGL
Alphabet Inc. Class A
16.22%65.99%36.01%58.32%-39.09%65.30%30.85%28.18%-0.80%32.93%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Compare stocks, funds, or ETFs

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


Return for Risk

GOOGL vs. USD=X — 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

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. Class A (GOOGL) and USD Cash (USD=X). 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.


GOOGLUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.61

Calmar ratioReturn relative to maximum drawdown

5.43

Martin ratioReturn relative to average drawdown

19.79

GOOGL vs. USD=X - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


GOOGLUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.78

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

Drawdowns

GOOGL vs. USD=X - Drawdown Comparison

The maximum GOOGL drawdown since its inception was -65.29%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GOOGL and USD=X.


Loading charts...

Drawdown Indicators


GOOGLUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-65.29%

0.00%

-65.29%

Max Drawdown (1Y)

Largest decline over 1 year

-20.37%

0.00%

-20.37%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

0.00%

-29.81%

Max Drawdown (5Y)

Largest decline over 5 years

-44.32%

0.00%

-44.32%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

0.00%

-44.32%

Current Drawdown

Current decline from peak

-9.71%

0.00%

-9.71%

Average Drawdown

Average peak-to-trough decline

-13.02%

0.00%

-13.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

0.00%

+5.58%

Volatility

GOOGL vs. USD=X - Volatility Comparison

Alphabet Inc. Class A (GOOGL) has a higher volatility of 8.68% compared to USD Cash (USD=X) at 0.00%. This indicates that GOOGL's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GOOGLUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.68%

0.00%

+8.68%

Volatility (6M)

Calculated over the trailing 6-month period

20.90%

0.00%

+20.90%

Volatility (1Y)

Calculated over the trailing 1-year period

29.33%

0.00%

+29.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.33%

0.00%

+31.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.13%

0.00%

+29.13%

Frequently Asked Questions


GOOGL has higher volatility (8.68%) compared to USD=X (0.00%). In terms of maximum drawdown, GOOGL dropped -65.29% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for GOOGL and USD=X

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

Open Portfolio Optimizer