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

Correlation

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.


-0.50.00.51.00.5

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.

450.00%500.00%550.00%600.00%650.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
596.10%
571.73%
IT
GOOG

Key characteristics

Sharpe Ratio

IT:

0.32

GOOG:

1.42

Sortino Ratio

IT:

0.58

GOOG:

1.95

Omega Ratio

IT:

1.08

GOOG:

1.26

Calmar Ratio

IT:

0.49

GOOG:

1.76

Martin Ratio

IT:

1.32

GOOG:

4.31

Ulcer Index

IT:

5.41%

GOOG:

9.07%

Daily Std Dev

IT:

22.42%

GOOG:

27.62%

Max Drawdown

IT:

-85.09%

GOOG:

-44.60%

Current Drawdown

IT:

-12.69%

GOOG:

-4.04%

Fundamentals

Market Cap

IT:

$38.37B

GOOG:

$2.40T

EPS

IT:

$13.52

GOOG:

$7.55

PE Ratio

IT:

36.79

GOOG:

26.11

PEG Ratio

IT:

1.99

GOOG:

1.24

Total Revenue (TTM)

IT:

$6.14B

GOOG:

$339.76B

Gross Profit (TTM)

IT:

$4.11B

GOOG:

$196.73B

EBITDA (TTM)

IT:

$1.62B

GOOG:

$121.22B

Returns By Period

In the year-to-date period, IT achieves a 6.80% return, which is significantly lower than GOOG's 35.41% return. Over the past 10 years, IT has underperformed GOOG with an annualized return of 18.78%, while GOOG has yielded a comparatively higher 22.23% annualized return.


IT

YTD

6.80%

1M

-7.48%

6M

7.95%

1Y

6.95%

5Y*

25.87%

10Y*

18.78%

GOOG

YTD

35.41%

1M

7.67%

6M

8.03%

1Y

38.18%

5Y*

23.19%

10Y*

22.23%

Compare stocks, funds, or ETFs

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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 0.32, compared to the broader market-4.00-2.000.002.000.321.42
The chart of Sortino ratio for IT, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.000.581.95
The chart of Omega ratio for IT, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.26
The chart of Calmar ratio for IT, currently valued at 0.49, compared to the broader market0.002.004.006.000.491.76
The chart of Martin ratio for IT, currently valued at 1.32, compared to the broader market0.0010.0020.001.324.31
IT
GOOG

The current IT Sharpe Ratio is 0.32, which is lower than the GOOG Sharpe Ratio of 1.42. 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.32
1.42
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 0.32%.


TTM
IT
Gartner, Inc.
0.00%
GOOG
Alphabet Inc.
0.32%

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%JulyAugustSeptemberOctoberNovemberDecember
-12.69%
-4.04%
IT
GOOG

Volatility

IT vs. GOOG - Volatility Comparison

The current volatility for Gartner, Inc. (IT) is 4.38%, while Alphabet Inc. (GOOG) has a volatility of 11.30%. This indicates that IT experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
4.38%
11.30%
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
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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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