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HDD.DE vs. GOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HDD.DE and GOOG is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

HDD.DE vs. GOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Heidelberger Druckmaschinen Aktiengesellschaft (HDD.DE) and Alphabet Inc. (GOOG). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
6.41%
14.33%
HDD.DE
GOOG

Key characteristics

Sharpe Ratio

HDD.DE:

0.34

GOOG:

0.94

Sortino Ratio

HDD.DE:

0.78

GOOG:

1.42

Omega Ratio

HDD.DE:

1.09

GOOG:

1.18

Calmar Ratio

HDD.DE:

0.13

GOOG:

1.20

Martin Ratio

HDD.DE:

0.62

GOOG:

3.05

Ulcer Index

HDD.DE:

21.14%

GOOG:

8.79%

Daily Std Dev

HDD.DE:

38.52%

GOOG:

28.40%

Max Drawdown

HDD.DE:

-98.68%

GOOG:

-44.60%

Current Drawdown

HDD.DE:

-96.86%

GOOG:

-9.55%

Fundamentals

Market Cap

HDD.DE:

€360.33M

GOOG:

$2.27T

EPS

HDD.DE:

-€0.09

GOOG:

$8.04

PEG Ratio

HDD.DE:

0.00

GOOG:

1.36

Total Revenue (TTM)

HDD.DE:

€1.62B

GOOG:

$349.92B

Gross Profit (TTM)

HDD.DE:

€661.00M

GOOG:

$203.85B

EBITDA (TTM)

HDD.DE:

€66.00M

GOOG:

$126.93B

Returns By Period

In the year-to-date period, HDD.DE achieves a 22.94% return, which is significantly higher than GOOG's -1.34% return. Over the past 10 years, HDD.DE has underperformed GOOG with an annualized return of -5.66%, while GOOG has yielded a comparatively higher 21.35% annualized return.


HDD.DE

YTD

22.94%

1M

21.89%

6M

12.25%

1Y

9.86%

5Y*

4.36%

10Y*

-5.66%

GOOG

YTD

-1.34%

1M

-1.66%

6M

15.43%

1Y

28.15%

5Y*

20.00%

10Y*

21.35%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

HDD.DE vs. GOOG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HDD.DE
The Risk-Adjusted Performance Rank of HDD.DE is 5353
Overall Rank
The Sharpe Ratio Rank of HDD.DE is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of HDD.DE is 5353
Sortino Ratio Rank
The Omega Ratio Rank of HDD.DE is 5050
Omega Ratio Rank
The Calmar Ratio Rank of HDD.DE is 5252
Calmar Ratio Rank
The Martin Ratio Rank of HDD.DE is 5454
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 7373
Overall Rank
The Sharpe Ratio Rank of GOOG is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 6969
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 8282
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HDD.DE vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Heidelberger Druckmaschinen Aktiengesellschaft (HDD.DE) and Alphabet Inc. (GOOG). 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.


Sharpe ratio
The chart of Sharpe ratio for HDD.DE, currently valued at 0.07, compared to the broader market-2.000.002.004.000.071.06
The chart of Sortino ratio for HDD.DE, currently valued at 0.40, compared to the broader market-6.00-4.00-2.000.002.004.006.000.401.56
The chart of Omega ratio for HDD.DE, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.21
The chart of Calmar ratio for HDD.DE, currently valued at 0.04, compared to the broader market0.002.004.006.000.041.34
The chart of Martin ratio for HDD.DE, currently valued at 0.13, compared to the broader market0.0010.0020.0030.000.133.38
HDD.DE
GOOG

The current HDD.DE Sharpe Ratio is 0.34, which is lower than the GOOG Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of HDD.DE and GOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.07
1.06
HDD.DE
GOOG

Dividends

HDD.DE vs. GOOG - Dividend Comparison

HDD.DE has not paid dividends to shareholders, while GOOG's dividend yield for the trailing twelve months is around 0.32%.


TTM2024
HDD.DE
Heidelberger Druckmaschinen Aktiengesellschaft
0.00%0.00%
GOOG
Alphabet Inc.
0.32%0.32%

Drawdowns

HDD.DE vs. GOOG - Drawdown Comparison

The maximum HDD.DE drawdown since its inception was -98.68%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for HDD.DE and GOOG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-71.93%
-9.55%
HDD.DE
GOOG

Volatility

HDD.DE vs. GOOG - Volatility Comparison

Heidelberger Druckmaschinen Aktiengesellschaft (HDD.DE) has a higher volatility of 17.17% compared to Alphabet Inc. (GOOG) at 10.68%. This indicates that HDD.DE's price experiences larger fluctuations and is considered to be riskier than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%SeptemberOctoberNovemberDecember2025February
17.17%
10.68%
HDD.DE
GOOG

Financials

HDD.DE vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Heidelberger Druckmaschinen Aktiengesellschaft and Alphabet Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. HDD.DE values in EUR, GOOG values in USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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