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KEYS vs. GOOGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KEYS and GOOGL is 0.45, 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

KEYS vs. GOOGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Keysight Technologies, Inc. (KEYS) and Alphabet Inc. (GOOGL). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
18.13%
8.16%
KEYS
GOOGL

Key characteristics

Sharpe Ratio

KEYS:

0.34

GOOGL:

1.38

Sortino Ratio

KEYS:

0.73

GOOGL:

1.94

Omega Ratio

KEYS:

1.09

GOOGL:

1.26

Calmar Ratio

KEYS:

0.25

GOOGL:

1.76

Martin Ratio

KEYS:

1.16

GOOGL:

4.27

Ulcer Index

KEYS:

9.19%

GOOGL:

9.14%

Daily Std Dev

KEYS:

31.32%

GOOGL:

28.24%

Max Drawdown

KEYS:

-45.54%

GOOGL:

-65.29%

Current Drawdown

KEYS:

-20.31%

GOOGL:

-0.44%

Fundamentals

Market Cap

KEYS:

$28.69B

GOOGL:

$2.41T

EPS

KEYS:

$3.53

GOOGL:

$7.66

PE Ratio

KEYS:

46.94

GOOGL:

25.59

PEG Ratio

KEYS:

1.14

GOOGL:

1.26

Total Revenue (TTM)

KEYS:

$4.98B

GOOGL:

$253.38B

Gross Profit (TTM)

KEYS:

$3.13B

GOOGL:

$147.99B

EBITDA (TTM)

KEYS:

$1.13B

GOOGL:

$98.89B

Returns By Period

In the year-to-date period, KEYS achieves a 3.15% return, which is significantly lower than GOOGL's 3.54% return. Over the past 10 years, KEYS has underperformed GOOGL with an annualized return of 16.88%, while GOOGL has yielded a comparatively higher 22.00% annualized return.


KEYS

YTD

3.15%

1M

3.42%

6M

20.59%

1Y

8.74%

5Y*

9.50%

10Y*

16.88%

GOOGL

YTD

3.54%

1M

2.40%

6M

8.15%

1Y

34.38%

5Y*

21.62%

10Y*

22.00%

*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

KEYS vs. GOOGL — Risk-Adjusted Performance Rank

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

KEYS
The Risk-Adjusted Performance Rank of KEYS is 5656
Overall Rank
The Sharpe Ratio Rank of KEYS is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of KEYS is 5252
Sortino Ratio Rank
The Omega Ratio Rank of KEYS is 5151
Omega Ratio Rank
The Calmar Ratio Rank of KEYS is 5858
Calmar Ratio Rank
The Martin Ratio Rank of KEYS is 6060
Martin Ratio Rank

GOOGL
The Risk-Adjusted Performance Rank of GOOGL is 8282
Overall Rank
The Sharpe Ratio Rank of GOOGL is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOGL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of GOOGL is 7979
Omega Ratio Rank
The Calmar Ratio Rank of GOOGL is 8888
Calmar Ratio Rank
The Martin Ratio Rank of GOOGL is 7878
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.

KEYS vs. GOOGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Keysight Technologies, Inc. (KEYS) and Alphabet Inc. (GOOGL). 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 KEYS, currently valued at 0.34, compared to the broader market-2.000.002.004.000.341.38
The chart of Sortino ratio for KEYS, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.000.731.94
The chart of Omega ratio for KEYS, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.26
The chart of Calmar ratio for KEYS, currently valued at 0.25, compared to the broader market0.002.004.006.000.251.76
The chart of Martin ratio for KEYS, currently valued at 1.16, compared to the broader market-10.000.0010.0020.0030.001.164.27
KEYS
GOOGL

The current KEYS Sharpe Ratio is 0.34, which is lower than the GOOGL Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of KEYS and GOOGL, 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-1.00-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.34
1.38
KEYS
GOOGL

Dividends

KEYS vs. GOOGL - Dividend Comparison

KEYS has not paid dividends to shareholders, while GOOGL's dividend yield for the trailing twelve months is around 0.31%.


TTM2024
KEYS
Keysight Technologies, Inc.
0.00%0.00%
GOOGL
Alphabet Inc.
0.31%0.32%

Drawdowns

KEYS vs. GOOGL - Drawdown Comparison

The maximum KEYS drawdown since its inception was -45.54%, smaller than the maximum GOOGL drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for KEYS and GOOGL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-20.31%
-0.44%
KEYS
GOOGL

Volatility

KEYS vs. GOOGL - Volatility Comparison

The current volatility for Keysight Technologies, Inc. (KEYS) is 6.69%, while Alphabet Inc. (GOOGL) has a volatility of 7.12%. This indicates that KEYS experiences smaller price fluctuations and is considered to be less risky than GOOGL 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%AugustSeptemberOctoberNovemberDecember2025
6.69%
7.12%
KEYS
GOOGL

Financials

KEYS vs. GOOGL - Financials Comparison

This section allows you to compare key financial metrics between Keysight Technologies, 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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