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GOOGL vs. XLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOOGL vs. XLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alphabet Inc. Class A (GOOGL) and Communication Services Select Sector SPDR Fund (XLC). 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 15.06% return, which is significantly higher than XLC's -4.85% return.


GOOGL

1D
0.53%
1M
-10.27%
YTD
15.06%
6M
16.44%
1Y
106.51%
3Y*
43.10%
5Y*
24.46%
10Y*
25.76%

XLC

1D
-0.42%
1M
-4.66%
YTD
-4.85%
6M
-3.59%
1Y
10.19%
3Y*
21.60%
5Y*
8.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOGL vs. XLC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GOOGL
Alphabet Inc. Class A
15.06%65.99%36.01%58.32%-39.09%65.30%30.85%28.18%-11.71%
XLC
Communication Services Select Sector SPDR Fund
-4.85%23.08%34.71%52.82%-37.63%15.96%26.90%31.05%-16.45%

Correlation

The correlation between GOOGL and XLC is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2018

0.78

Over the past year, the correlation between GOOGL and XLC has dropped to 0.55 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

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Return for Risk

GOOGL vs. XLC — 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: 9595
Martin Ratio Rank

XLC
XLC Risk / Return Rank: 2222
Overall Rank
XLC Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XLC Sortino Ratio Rank: 2222
Sortino Ratio Rank
XLC Omega Ratio Rank: 2020
Omega Ratio Rank
XLC Calmar Ratio Rank: 2222
Calmar Ratio Rank
XLC Martin Ratio Rank: 2424
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. XLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. Class A (GOOGL) and Communication Services Select Sector SPDR Fund (XLC). 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.


GOOGLXLCDifference
Sharpe ratioReturn per unit of total volatility

+2.93

Sortino ratioReturn per unit of downside risk

+3.84

Omega ratioGain probability vs. loss probability

1.59

1.12

+0.47

Calmar ratioReturn relative to maximum drawdown

5.20

0.86

+4.34

Martin ratioReturn relative to average drawdown

18.48

2.73

+15.75

GOOGL vs. XLC - Sharpe Ratio Comparison

The current GOOGL Sharpe Ratio is 3.62, which is higher than the XLC Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of GOOGL and XLC, 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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Drawdowns

GOOGL vs. XLC - Drawdown Comparison

The maximum GOOGL drawdown since its inception was -65.29%, which is greater than XLC's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for GOOGL and XLC.


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Drawdown Indicators


GOOGLXLCDifference

Max Drawdown

Largest peak-to-trough decline

-65.29%

-46.65%

-18.64%

Max Drawdown (1Y)

Largest decline over 1 year

-20.37%

-10.57%

-9.80%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-17.97%

-11.84%

Max Drawdown (5Y)

Largest decline over 5 years

-44.32%

-46.65%

+2.33%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

Current Drawdown

Current decline from peak

-10.61%

-6.72%

-3.89%

Average Drawdown

Average peak-to-trough decline

-13.01%

-10.58%

-2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

3.33%

+2.39%

Volatility

GOOGL vs. XLC - Volatility Comparison

Alphabet Inc. Class A (GOOGL) has a higher volatility of 7.24% compared to Communication Services Select Sector SPDR Fund (XLC) at 3.57%. This indicates that GOOGL's price experiences larger fluctuations and is considered to be riskier than XLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOGLXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

3.57%

+3.67%

Volatility (6M)

Calculated over the trailing 6-month period

20.82%

9.65%

+11.17%

Volatility (1Y)

Calculated over the trailing 1-year period

29.31%

13.28%

+16.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.33%

20.68%

+10.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.13%

22.17%

+6.96%

Dividends

GOOGL vs. XLC - Dividend Comparison

GOOGL's dividend yield for the trailing twelve months is around 0.24%, less than XLC's 1.25% yield.


PositionTTM20252024202320222021202020192018
GOOGL
Alphabet Inc. Class A
0.24%0.27%0.32%0.00%0.00%0.00%0.00%0.00%0.00%
XLC
Communication Services Select Sector SPDR Fund
1.25%1.13%0.99%0.82%1.10%0.74%0.68%0.82%0.64%

Frequently Asked Questions


GOOGL and XLC have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOOGL has higher volatility (7.24%) compared to XLC (3.57%). In terms of maximum drawdown, GOOGL dropped -65.29% vs XLC's -46.65%.

GOOGL currently has the higher Sharpe Ratio (3.62 vs 0.69), 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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