PortfoliosLab logoPortfoliosLab logo
KMX vs. GOOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KMX vs. GOOG - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, KMX achieves a 35.61% return, which is significantly higher than GOOG's 11.29% return. Over the past 10 years, KMX has underperformed GOOG with an annualized return of 1.24%, while GOOG has yielded a comparatively higher 26.41% annualized return.


KMX

1D
-2.35%
1M
29.93%
YTD
35.61%
6M
37.35%
1Y
-23.58%
3Y*
-15.29%
5Y*
-15.02%
10Y*
1.24%

GOOG

1D
-5.08%
1M
-8.01%
YTD
11.29%
6M
12.18%
1Y
108.54%
3Y*
41.95%
5Y*
22.71%
10Y*
26.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KMX vs. GOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KMX
CarMax, Inc.
35.61%-52.74%6.54%26.03%-53.24%37.87%7.74%39.76%-2.18%-0.40%
GOOG
Alphabet Inc
11.29%65.42%35.62%58.83%-38.67%65.17%31.03%29.10%-1.03%35.58%

Correlation

The correlation between KMX and GOOG is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2014

0.30

The correlation between KMX and GOOG shifts across timeframes, from 0.16 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

KMX:

$7.45B

GOOG:

$4.27T

EPS

KMX:

$1.51

GOOG:

$13.11

PE Ratio

KMX:

34.75

GOOG:

26.60

PS Ratio

KMX:

0.29

GOOG:

10.08

PB Ratio

KMX:

1.22

GOOG:

8.92

Total Revenue (TTM)

KMX:

$26.35B

GOOG:

$422.57B

Gross Profit (TTM)

KMX:

$2.77B

GOOG:

$255.12B

EBITDA (TTM)

KMX:

$1.31B

GOOG:

$174.08B

Compare stocks, funds, or ETFs

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


Return for Risk

KMX vs. GOOG — Risk / Return Rank

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

KMX
KMX Risk / Return Rank: 2626
Overall Rank
KMX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
KMX Sortino Ratio Rank: 2626
Sortino Ratio Rank
KMX Omega Ratio Rank: 2424
Omega Ratio Rank
KMX Calmar Ratio Rank: 2828
Calmar Ratio Rank
KMX Martin Ratio Rank: 3030
Martin Ratio Rank

GOOG
GOOG Risk / Return Rank: 9696
Overall Rank
GOOG Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOG Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOG Omega Ratio Rank: 9696
Omega Ratio Rank
GOOG Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOG 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.

KMX vs. GOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CarMax, Inc. (KMX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KMXGOOGDifference
Sharpe ratioReturn per unit of total volatility

-4.18

Sortino ratioReturn per unit of downside risk

-5.23

Omega ratioGain probability vs. loss probability

0.96

1.61

-0.65

Calmar ratioReturn relative to maximum drawdown

-0.42

5.26

-5.68

Martin ratioReturn relative to average drawdown

-0.65

18.22

-18.87

KMX vs. GOOG - Sharpe Ratio Comparison

The current KMX Sharpe Ratio is -0.43, which is lower than the GOOG Sharpe Ratio of 3.75. The chart below compares the historical Sharpe Ratios of KMX and GOOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

KMX vs. GOOG - Drawdown Comparison

The maximum KMX drawdown since its inception was -93.46%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for KMX and GOOG.


Loading charts...

Drawdown Indicators


KMXGOOGDifference

Max Drawdown

Largest peak-to-trough decline

-93.46%

-44.60%

-48.86%

Max Drawdown (1Y)

Largest decline over 1 year

-56.85%

-20.75%

-36.10%

Max Drawdown (3Y)

Largest decline over 3 years

-65.38%

-29.35%

-36.03%

Max Drawdown (5Y)

Largest decline over 5 years

-80.06%

-44.60%

-35.46%

Max Drawdown (10Y)

Largest decline over 10 years

-80.06%

-44.60%

-35.46%

Current Drawdown

Current decline from peak

-66.16%

-12.54%

-53.62%

Average Drawdown

Average peak-to-trough decline

-32.03%

-8.89%

-23.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.45%

5.98%

+30.47%

Volatility

KMX vs. GOOG - Volatility Comparison

CarMax, Inc. (KMX) has a higher volatility of 18.66% compared to Alphabet Inc (GOOG) at 9.64%. This indicates that KMX'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.


Loading charts...

Volatility by Period


KMXGOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.66%

9.64%

+9.02%

Volatility (6M)

Calculated over the trailing 6-month period

37.97%

21.07%

+16.90%

Volatility (1Y)

Calculated over the trailing 1-year period

54.92%

29.15%

+25.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.88%

31.30%

+13.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.83%

29.09%

+11.74%

Dividends

KMX vs. GOOG - Dividend Comparison

KMX has not paid dividends to shareholders, while GOOG's dividend yield for the trailing twelve months is around 0.24%.


PositionTTM20252024
GOOG
Alphabet Inc
0.24%0.26%0.32%
KMX
CarMax, Inc.
0.00%0.00%0.00%

Financials

KMX vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between CarMax, 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


0.0020.00B40.00B60.00B80.00B100.00B120.00B20222023202420252026
8.01B
109.90B
(KMX) Total Revenue
(GOOG) Total Revenue
Values in USD except per share items

KMX vs. GOOG - Profitability Comparison

The chart below illustrates the profitability comparison between CarMax, Inc. and Alphabet Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
10.7%
62.5%
Portfolio components
KMX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CarMax, Inc. reported a gross profit of 854.41M and revenue of 8.01B. Therefore, the gross margin over that period was 10.7%.

GOOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a gross profit of 68.63B and revenue of 109.90B. Therefore, the gross margin over that period was 62.5%.

KMX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CarMax, Inc. reported an operating income of 150.00M and revenue of 8.01B, resulting in an operating margin of 1.9%.

GOOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported an operating income of 39.70B and revenue of 109.90B, resulting in an operating margin of 36.1%.

KMX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CarMax, Inc. reported a net income of 185.63M and revenue of 8.01B, resulting in a net margin of 2.3%.

GOOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a net income of 62.58B and revenue of 109.90B, resulting in a net margin of 56.9%.


Frequently Asked Questions


KMX and GOOG have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KMX has higher volatility (18.66%) compared to GOOG (9.64%). In terms of maximum drawdown, KMX dropped -93.46% vs GOOG's -44.60%.

GOOG currently has the higher Sharpe Ratio (3.75 vs -0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for KMX and GOOG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer