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

Correlation

The correlation between M and GOOG is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

M vs. GOOG - Performance Comparison

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

0.00%200.00%400.00%600.00%NovemberDecember2025FebruaryMarchApril
-71.17%
479.49%
M
GOOG

Key characteristics

Sharpe Ratio

M:

-0.79

GOOG:

0.09

Sortino Ratio

M:

-1.04

GOOG:

0.36

Omega Ratio

M:

0.87

GOOG:

1.04

Calmar Ratio

M:

-0.49

GOOG:

0.10

Martin Ratio

M:

-1.70

GOOG:

0.23

Ulcer Index

M:

22.65%

GOOG:

12.57%

Daily Std Dev

M:

49.09%

GOOG:

31.58%

Max Drawdown

M:

-91.94%

GOOG:

-44.60%

Current Drawdown

M:

-76.62%

GOOG:

-21.03%

Fundamentals

Market Cap

M:

$3.07B

GOOG:

$1.95T

EPS

M:

$2.07

GOOG:

$8.04

PE Ratio

M:

5.32

GOOG:

20.08

PEG Ratio

M:

0.63

GOOG:

1.02

PS Ratio

M:

0.13

GOOG:

5.58

PB Ratio

M:

0.66

GOOG:

6.05

Total Revenue (TTM)

M:

$23.01B

GOOG:

$359.71B

Gross Profit (TTM)

M:

$9.27B

GOOG:

$210.76B

EBITDA (TTM)

M:

$1.73B

GOOG:

$134.18B

Returns By Period

In the year-to-date period, M achieves a -33.07% return, which is significantly lower than GOOG's -13.86% return. Over the past 10 years, M has underperformed GOOG with an annualized return of -12.63%, while GOOG has yielded a comparatively higher 19.57% annualized return.


M

YTD

-33.07%

1M

-15.75%

6M

-25.58%

1Y

-36.25%

5Y*

20.75%

10Y*

-12.63%

GOOG

YTD

-13.86%

1M

-1.97%

6M

-1.66%

1Y

4.23%

5Y*

20.87%

10Y*

19.57%

*Annualized

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Risk-Adjusted Performance

M vs. GOOG — Risk-Adjusted Performance Rank

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

M
The Risk-Adjusted Performance Rank of M is 1212
Overall Rank
The Sharpe Ratio Rank of M is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of M is 1212
Sortino Ratio Rank
The Omega Ratio Rank of M is 1313
Omega Ratio Rank
The Calmar Ratio Rank of M is 2020
Calmar Ratio Rank
The Martin Ratio Rank of M is 44
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 5252
Overall Rank
The Sharpe Ratio Rank of GOOG is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 4848
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 4646
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 5757
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 5555
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.

M vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Macy's, Inc. (M) 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.


The chart of Sharpe ratio for M, currently valued at -0.79, compared to the broader market-2.00-1.000.001.002.003.00
M: -0.79
GOOG: 0.09
The chart of Sortino ratio for M, currently valued at -1.04, compared to the broader market-6.00-4.00-2.000.002.004.00
M: -1.04
GOOG: 0.36
The chart of Omega ratio for M, currently valued at 0.87, compared to the broader market0.501.001.502.00
M: 0.87
GOOG: 1.04
The chart of Calmar ratio for M, currently valued at -0.49, compared to the broader market0.001.002.003.004.005.00
M: -0.49
GOOG: 0.10
The chart of Martin ratio for M, currently valued at -1.70, compared to the broader market-5.000.005.0010.0015.0020.00
M: -1.70
GOOG: 0.23

The current M Sharpe Ratio is -0.79, which is lower than the GOOG Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of M 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 Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.79
0.09
M
GOOG

Dividends

M vs. GOOG - Dividend Comparison

M's dividend yield for the trailing twelve months is around 6.30%, more than GOOG's 0.49% yield.


TTM20242023202220212020201920182017201620152014
M
Macy's, Inc.
6.30%4.11%3.28%3.06%1.15%3.36%8.89%5.08%6.00%4.17%3.98%1.81%
GOOG
Alphabet Inc.
0.49%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

M vs. GOOG - Drawdown Comparison

The maximum M drawdown since its inception was -91.94%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for M and GOOG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-76.62%
-21.03%
M
GOOG

Volatility

M vs. GOOG - Volatility Comparison

Macy's, Inc. (M) has a higher volatility of 25.74% compared to Alphabet Inc. (GOOG) at 14.75%. This indicates that M'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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
25.74%
14.75%
M
GOOG

Financials

M vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Macy's, 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