GOOGL vs. VGT
Compare and contrast key facts about Alphabet Inc. (GOOGL) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GOOGL or VGT.
Performance
GOOGL vs. VGT - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with GOOGL having a 24.93% return and VGT slightly higher at 25.23%. Both investments have delivered pretty close results over the past 10 years, with GOOGL having a 20.49% annualized return and VGT not far ahead at 20.52%.
GOOGL
24.93%
6.53%
-0.87%
28.98%
21.66%
20.49%
VGT
25.23%
0.64%
13.55%
33.20%
21.96%
20.52%
Key characteristics
| GOOGL | VGT | |
|---|---|---|
| Sharpe Ratio | 1.03 | 1.60 |
| Sortino Ratio | 1.53 | 2.11 |
| Omega Ratio | 1.20 | 1.29 |
| Calmar Ratio | 1.24 | 2.20 |
| Martin Ratio | 3.10 | 7.92 |
| Ulcer Index | 8.85% | 4.23% |
| Daily Std Dev | 26.57% | 20.99% |
| Max Drawdown | -65.29% | -54.63% |
| Current Drawdown | -8.82% | -3.62% |
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Correlation
The correlation between GOOGL and VGT is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
GOOGL vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. (GOOGL) and Vanguard Information Technology ETF (VGT). 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.
Dividends
GOOGL vs. VGT - Dividend Comparison
GOOGL's dividend yield for the trailing twelve months is around 0.23%, less than VGT's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOGL Alphabet Inc. | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
GOOGL vs. VGT - Drawdown Comparison
The maximum GOOGL drawdown since its inception was -65.29%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for GOOGL and VGT. For additional features, visit the drawdowns tool.
Volatility
GOOGL vs. VGT - Volatility Comparison
Alphabet Inc. (GOOGL) has a higher volatility of 7.55% compared to Vanguard Information Technology ETF (VGT) at 6.52%. This indicates that GOOGL's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.