GOOGL vs. VOO
Compare and contrast key facts about Alphabet Inc. (GOOGL) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GOOGL or VOO.
Performance
GOOGL vs. VOO - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with GOOGL having a 24.93% return and VOO slightly lower at 24.51%. Over the past 10 years, GOOGL has outperformed VOO with an annualized return of 20.49%, while VOO has yielded a comparatively lower 13.12% annualized return.
GOOGL
24.93%
6.53%
-0.87%
28.98%
21.66%
20.49%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| GOOGL | VOO | |
|---|---|---|
| Sharpe Ratio | 1.03 | 2.64 |
| Sortino Ratio | 1.53 | 3.53 |
| Omega Ratio | 1.20 | 1.49 |
| Calmar Ratio | 1.24 | 3.81 |
| Martin Ratio | 3.10 | 17.34 |
| Ulcer Index | 8.85% | 1.86% |
| Daily Std Dev | 26.57% | 12.20% |
| Max Drawdown | -65.29% | -33.99% |
| Current Drawdown | -8.82% | -2.16% |
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Correlation
The correlation between GOOGL and VOO is 0.68, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. (GOOGL) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
GOOGL's dividend yield for the trailing twelve months is around 0.23%, less than VOO's 1.26% 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% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
GOOGL vs. VOO - Drawdown Comparison
The maximum GOOGL drawdown since its inception was -65.29%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GOOGL and VOO. For additional features, visit the drawdowns tool.
Volatility
GOOGL vs. VOO - Volatility Comparison
Alphabet Inc. (GOOGL) has a higher volatility of 7.55% compared to Vanguard S&P 500 ETF (VOO) at 4.07%. This indicates that GOOGL's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.