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IT vs. GOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

IT vs. GOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gartner, Inc. (IT) 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%JuneJulyAugustSeptemberOctoberNovember
15.35%
-1.33%
IT
GOOG

Returns By Period

In the year-to-date period, IT achieves a 16.67% return, which is significantly lower than GOOG's 24.95% return. Both investments have delivered pretty close results over the past 10 years, with IT having a 20.20% annualized return and GOOG not far ahead at 20.83%.


IT

YTD

16.67%

1M

-0.90%

6M

16.89%

1Y

26.03%

5Y (annualized)

26.92%

10Y (annualized)

20.20%

GOOG

YTD

24.95%

1M

6.43%

6M

-0.68%

1Y

28.59%

5Y (annualized)

21.83%

10Y (annualized)

20.83%

Fundamentals


ITGOOG
Market Cap$42.47B$2.23T
EPS$13.56$7.53
PE Ratio40.6124.35
PEG Ratio1.991.13
Total Revenue (TTM)$6.14B$339.76B
Gross Profit (TTM)$4.06B$196.73B
EBITDA (TTM)$1.25B$122.41B

Key characteristics


ITGOOG
Sharpe Ratio1.121.02
Sortino Ratio1.561.50
Omega Ratio1.211.20
Calmar Ratio1.731.21
Martin Ratio4.883.06
Ulcer Index5.18%8.80%
Daily Std Dev22.65%26.37%
Max Drawdown-85.09%-44.60%
Current Drawdown-4.62%-8.70%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.5

The correlation between IT and GOOG is 0.46, 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

IT vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gartner, Inc. (IT) 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 IT, currently valued at 1.12, compared to the broader market-4.00-2.000.002.004.001.121.02
The chart of Sortino ratio for IT, currently valued at 1.56, compared to the broader market-4.00-2.000.002.004.001.561.50
The chart of Omega ratio for IT, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.20
The chart of Calmar ratio for IT, currently valued at 1.73, compared to the broader market0.002.004.006.001.731.21
The chart of Martin ratio for IT, currently valued at 4.88, compared to the broader market0.0010.0020.0030.004.883.06
IT
GOOG

The current IT Sharpe Ratio is 1.12, which is comparable to the GOOG Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of IT 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.12
1.02
IT
GOOG

Dividends

IT vs. GOOG - Dividend Comparison

IT has not paid dividends to shareholders, while GOOG's dividend yield for the trailing twelve months is around 0.23%.


TTM
IT
Gartner, Inc.
0.00%
GOOG
Alphabet Inc.
0.23%

Drawdowns

IT vs. GOOG - Drawdown Comparison

The maximum IT drawdown since its inception was -85.09%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for IT and GOOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.62%
-8.70%
IT
GOOG

Volatility

IT vs. GOOG - Volatility Comparison

Gartner, Inc. (IT) and Alphabet Inc. (GOOG) have volatilities of 7.47% and 7.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
7.47%
7.57%
IT
GOOG

Financials

IT vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Gartner, Inc. 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


Values in USD except per share items