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GOOGL vs. XLM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

GOOGL vs. XLM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alphabet Inc. Class A (GOOGL) and Stellar (XLM-USD). 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 XLM-USD's -6.87% return. Over the past 10 years, GOOGL has underperformed XLM-USD with an annualized return of 25.76%, while XLM-USD has yielded a comparatively higher 60.23% annualized 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%

XLM-USD

1D
-1.52%
1M
15.17%
YTD
-6.87%
6M
-21.39%
1Y
-28.35%
3Y*
33.09%
5Y*
-11.45%
10Y*
60.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOGL vs. XLM-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOOGL
Alphabet Inc. Class A
15.06%65.99%36.01%58.32%-39.09%65.30%30.85%28.18%-0.80%32.93%
XLM-USD
Stellar
-6.87%-39.55%157.40%81.66%-73.35%108.68%184.76%-60.36%-68.37%14,396.90%

Correlation

The correlation between GOOGL and XLM-USD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.13

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

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2014

0.10

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Return for Risk

GOOGL vs. XLM-USD — 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

XLM-USD
XLM-USD Risk / Return Rank: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
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. XLM-USD - Risk-Adjusted Trends Comparison

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


GOOGLXLM-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.95

Sortino ratioReturn per unit of downside risk

+4.89

Omega ratioGain probability vs. loss probability

1.59

1.00

+0.59

Calmar ratioReturn relative to maximum drawdown

5.20

-0.40

+5.60

Martin ratioReturn relative to average drawdown

18.48

-0.57

+19.05

GOOGL vs. XLM-USD - Sharpe Ratio Comparison

The current GOOGL Sharpe Ratio is 3.62, which is higher than the XLM-USD Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of GOOGL and XLM-USD, 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. XLM-USD - Drawdown Comparison

The maximum GOOGL drawdown since its inception was -65.29%, smaller than the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for GOOGL and XLM-USD.


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Drawdown Indicators


GOOGLXLM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-65.29%

-96.21%

+30.92%

Max Drawdown (1Y)

Largest decline over 1 year

-20.37%

-71.19%

+50.82%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-74.37%

+44.56%

Max Drawdown (5Y)

Largest decline over 5 years

-44.32%

-83.25%

+38.93%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

-96.21%

+51.89%

Current Drawdown

Current decline from peak

-10.61%

-78.80%

+68.19%

Average Drawdown

Average peak-to-trough decline

-13.01%

-72.14%

+59.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

50.48%

-44.76%

Volatility

GOOGL vs. XLM-USD - Volatility Comparison

The current volatility for Alphabet Inc. Class A (GOOGL) is 7.24%, while Stellar (XLM-USD) has a volatility of 43.48%. This indicates that GOOGL experiences smaller price fluctuations and is considered to be less risky than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOGLXLM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

43.48%

-36.24%

Volatility (6M)

Calculated over the trailing 6-month period

20.82%

59.28%

-38.46%

Volatility (1Y)

Calculated over the trailing 1-year period

29.31%

70.60%

-41.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.33%

74.72%

-43.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.13%

112.79%

-83.66%

Frequently Asked Questions


GOOGL and XLM-USD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLM-USD has higher volatility (43.48%) compared to GOOGL (7.24%). In terms of maximum drawdown, GOOGL dropped -65.29% vs XLM-USD's -96.21%.

GOOGL currently has the higher Sharpe Ratio (3.62 vs -0.33), 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.

Portfolio Optimizer

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