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KEYS vs. GOOGL
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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 Class A (GOOGL). The values are adjusted to include any dividend payments, if applicable.

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KEYS vs. GOOGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KEYS
Keysight Technologies, Inc.
42.64%26.50%0.97%-7.00%-17.16%56.34%28.71%65.32%49.23%13.75%
GOOGL
Alphabet Inc Class A
-4.92%65.99%36.01%58.32%-39.09%65.30%30.85%28.18%-0.80%32.93%

Fundamentals

Market Cap

KEYS:

$50.14B

GOOGL:

$3.64T

EPS

KEYS:

$5.54

GOOGL:

$10.83

PE Ratio

KEYS:

52.34

GOOGL:

27.47

PEG Ratio

KEYS:

9.25

GOOGL:

1.35

PS Ratio

KEYS:

12.30

GOOGL:

9.01

PB Ratio

KEYS:

8.08

GOOGL:

8.76

Total Revenue (TTM)

KEYS:

$4.08B

GOOGL:

$402.84B

Gross Profit (TTM)

KEYS:

$2.52B

GOOGL:

$240.30B

EBITDA (TTM)

KEYS:

$1.14B

GOOGL:

$171.18B

Returns By Period

In the year-to-date period, KEYS achieves a 42.64% return, which is significantly higher than GOOGL's -4.92% return. Over the past 10 years, KEYS has outperformed GOOGL with an annualized return of 26.41%, while GOOGL has yielded a comparatively lower 22.79% annualized return.


KEYS

1D
2.65%
1M
-7.48%
YTD
42.64%
6M
67.44%
1Y
93.18%
3Y*
21.53%
5Y*
15.05%
10Y*
26.41%

GOOGL

1D
3.42%
1M
-2.91%
YTD
-4.92%
6M
21.60%
1Y
89.99%
3Y*
42.45%
5Y*
23.00%
10Y*
22.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

KEYS vs. GOOGL — Risk / Return Rank

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

KEYS
KEYS Risk / Return Rank: 9494
Overall Rank
KEYS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
KEYS Sortino Ratio Rank: 9292
Sortino Ratio Rank
KEYS Omega Ratio Rank: 9393
Omega Ratio Rank
KEYS Calmar Ratio Rank: 9595
Calmar Ratio Rank
KEYS Martin Ratio Rank: 9696
Martin Ratio Rank

GOOGL
GOOGL Risk / Return Rank: 9595
Overall Rank
GOOGL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9696
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9494
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9292
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9595
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.

KEYS vs. GOOGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Keysight Technologies, Inc. (KEYS) and Alphabet Inc Class A (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.


KEYSGOOGLDifference

Sharpe ratio

Return per unit of total volatility

2.24

2.95

-0.70

Sortino ratio

Return per unit of downside risk

3.15

3.90

-0.75

Omega ratio

Gain probability vs. loss probability

1.46

1.48

-0.03

Calmar ratio

Return relative to maximum drawdown

5.75

4.57

+1.18

Martin ratio

Return relative to average drawdown

18.90

17.62

+1.28

KEYS vs. GOOGL - Sharpe Ratio Comparison

The current KEYS Sharpe Ratio is 2.24, which is comparable to the GOOGL Sharpe Ratio of 2.95. 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.


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Sharpe Ratios by Period


KEYSGOOGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

2.95

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.75

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.79

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.64

+0.04

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.


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 0.28%.


TTM20252024
KEYS
Keysight Technologies, Inc.
0.00%0.00%0.00%
GOOGL
Alphabet Inc Class A
0.28%0.27%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.


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Drawdown Indicators


KEYSGOOGLDifference

Max Drawdown

Largest peak-to-trough decline

-45.54%

-65.29%

+19.75%

Max Drawdown (1Y)

Largest decline over 1 year

-16.27%

-20.37%

+4.10%

Max Drawdown (5Y)

Largest decline over 5 years

-42.62%

-44.32%

+1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-42.62%

-44.32%

+1.70%

Current Drawdown

Current decline from peak

-7.48%

-13.41%

+5.93%

Average Drawdown

Average peak-to-trough decline

-14.15%

-19.15%

+5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

5.28%

-0.33%

Volatility

KEYS vs. GOOGL - Volatility Comparison

Keysight Technologies, Inc. (KEYS) has a higher volatility of 13.95% compared to Alphabet Inc Class A (GOOGL) at 9.76%. This indicates that KEYS's price experiences larger fluctuations and is considered to be riskier than GOOGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KEYSGOOGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.95%

9.76%

+4.19%

Volatility (6M)

Calculated over the trailing 6-month period

32.32%

19.99%

+12.33%

Volatility (1Y)

Calculated over the trailing 1-year period

41.73%

30.72%

+11.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.34%

30.87%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.30%

28.85%

+3.45%

Financials

KEYS vs. GOOGL - Financials Comparison

This section allows you to compare key financial metrics between Keysight Technologies, Inc. and Alphabet Inc Class A. 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


0.0020.00B40.00B60.00B80.00B100.00B120.00B202220232024202520260
113.83B
(KEYS) Total Revenue
(GOOGL) Total Revenue
Values in USD except per share items