GOOGL vs. VEQT.TO
GOOGL (Alphabet Inc. Class A) is a stock, while VEQT.TO (Vanguard All-Equity ETF Portfolio) is Global Equities fund actively managed by Vanguard. Over the past 5 years, GOOGL returned 24.46%/yr vs 10.53%/yr for VEQT.TO. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
GOOGL vs. VEQT.TO - Performance Comparison
Loading charts...
Different Trading Currencies
GOOGL is traded in USD, while VEQT.TO is traded in CAD. To make them comparable, the VEQT.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, GOOGL achieves a 15.06% return, which is significantly higher than VEQT.TO's 10.12% return.
GOOGL
- 1D
- 0.53%
- 1M
- -10.61%
- YTD
- 15.06%
- 6M
- 16.44%
- 1Y
- 105.30%
- 3Y*
- 43.10%
- 5Y*
- 24.46%
- 10Y*
- 25.76%
VEQT.TO
- 1D
- 0.39%
- 1M
- 0.58%
- YTD
- 10.12%
- 6M
- 11.24%
- 1Y
- 27.32%
- 3Y*
- 20.13%
- 5Y*
- 10.53%
- 10Y*
- —
GOOGL vs. VEQT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GOOGL Alphabet Inc. Class A | 15.06% | 65.99% | 36.01% | 58.32% | -39.09% | 65.30% | 30.85% | 17.34% |
VEQT.TO Vanguard All-Equity ETF Portfolio | 10.12% | 26.13% | 15.22% | 19.55% | -16.08% | 19.68% | 14.14% | 13.54% |
Correlation
The correlation between GOOGL and VEQT.TO is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2019 | 0.51 |
The correlation between GOOGL and VEQT.TO has been stable across timeframes, ranging from 0.42 to 0.51 - a consistent structural relationship.
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. VEQT.TO — Risk / Return Rank
GOOGL
VEQT.TO
GOOGL vs. VEQT.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. Class A (GOOGL) and Vanguard All-Equity ETF Portfolio (VEQT.TO). 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.
| GOOGL | VEQT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | +2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.39 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 5.20 | 3.06 | +2.14 |
| Martin ratioReturn relative to average drawdown | 18.48 | 13.20 | +5.28 |
Loading charts...
Drawdowns
GOOGL vs. VEQT.TO - Drawdown Comparison
The maximum GOOGL drawdown since its inception was -65.29%, which is greater than VEQT.TO's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for GOOGL and VEQT.TO.
Loading charts...
Drawdown Indicators
| GOOGL | VEQT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.29% | -36.24% | -29.05% |
Max Drawdown (1Y)Largest decline over 1 year | -20.37% | -8.98% | -11.39% |
Max Drawdown (3Y)Largest decline over 3 years | -29.81% | -15.37% | -14.44% |
Max Drawdown (5Y)Largest decline over 5 years | -44.32% | -25.41% | -18.91% |
Max Drawdown (10Y)Largest decline over 10 years | -44.32% | — | — |
Current DrawdownCurrent decline from peak | -10.61% | -1.84% | -8.77% |
Average DrawdownAverage peak-to-trough decline | -13.01% | -5.33% | -7.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.72% | 2.08% | +3.64% |
Volatility
GOOGL vs. VEQT.TO - Volatility Comparison
Alphabet Inc. Class A (GOOGL) has a higher volatility of 7.24% compared to Vanguard All-Equity ETF Portfolio (VEQT.TO) at 5.00%. This indicates that GOOGL's price experiences larger fluctuations and is considered to be riskier than VEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GOOGL | VEQT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 5.00% | +2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 20.82% | 10.51% | +10.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.31% | 13.07% | +16.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.33% | 14.43% | +16.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.13% | 16.98% | +12.15% |
Dividends
GOOGL vs. VEQT.TO - Dividend Comparison
GOOGL's dividend yield for the trailing twelve months is around 0.24%, less than VEQT.TO's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
GOOGL Alphabet Inc. Class A | 0.24% | 0.27% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEQT.TO Vanguard All-Equity ETF Portfolio | 1.26% | 1.42% | 1.58% | 1.88% | 2.09% | 1.40% | 1.48% | 1.43% |
Frequently Asked Questions
GOOGL and VEQT.TO have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for GOOGL and VEQT.TO
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