MBB vs. GOOG
MBB (iShares MBS Bond ETF) is Mortgage Backed Securities fund tracking the Barclays Capital U.S. MBS Index, while GOOG (Alphabet Inc) is a stock. Over the past 10 years, MBB returned 1.30%/yr vs 25.80%/yr for GOOG. At a 0.04 correlation, their price movements are largely independent.
Performance
MBB vs. GOOG - Performance Comparison
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Returns By Period
In the year-to-date period, MBB achieves a 0.58% return, which is significantly lower than GOOG's 13.43% return. Over the past 10 years, MBB has underperformed GOOG with an annualized return of 1.30%, while GOOG has yielded a comparatively higher 25.80% annualized return.
MBB
- 1D
- -0.23%
- 1M
- 0.31%
- YTD
- 0.58%
- 6M
- 0.71%
- 1Y
- 6.76%
- 3Y*
- 4.36%
- 5Y*
- 0.34%
- 10Y*
- 1.30%
GOOG
- 1D
- -0.76%
- 1M
- -6.31%
- YTD
- 13.43%
- 6M
- 11.09%
- 1Y
- 112.81%
- 3Y*
- 42.00%
- 5Y*
- 23.95%
- 10Y*
- 25.80%
MBB vs. GOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MBB iShares MBS Bond ETF | 0.58% | 8.38% | 1.31% | 5.01% | -11.74% | -1.43% | 4.08% | 6.18% | 0.82% | 2.49% |
GOOG Alphabet Inc | 13.43% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
Correlation
The correlation between MBB and GOOG is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2014 | 0.04 |
The correlation between MBB and GOOG shifts across timeframes, from 0.04 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MBB vs. GOOG — Risk / Return Rank
MBB
GOOG
MBB vs. GOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MBS Bond ETF (MBB) 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.
| MBB | GOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.64 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 5.47 | -3.16 |
| Martin ratioReturn relative to average drawdown | 7.64 | 19.89 | -12.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MBB | GOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 3.98 | -2.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.77 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.89 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.82 | -0.23 |
Drawdowns
MBB vs. GOOG - Drawdown Comparison
The maximum MBB drawdown since its inception was -17.64%, smaller than the maximum GOOG drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for MBB and GOOG.
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Drawdown Indicators
| MBB | GOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.64% | -44.60% | +26.96% |
Max Drawdown (1Y)Largest decline over 1 year | -2.94% | -20.75% | +17.81% |
Max Drawdown (3Y)Largest decline over 3 years | -7.68% | -29.35% | +21.67% |
Max Drawdown (5Y)Largest decline over 5 years | -17.19% | -44.60% | +27.41% |
Max Drawdown (10Y)Largest decline over 10 years | -17.64% | -44.60% | +26.96% |
Current DrawdownCurrent decline from peak | -1.52% | -10.87% | +9.35% |
Average DrawdownAverage peak-to-trough decline | -2.35% | -8.89% | +6.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 5.69% | -4.80% |
Volatility
MBB vs. GOOG - Volatility Comparison
The current volatility for iShares MBS Bond ETF (MBB) is 1.59%, while Alphabet Inc (GOOG) has a volatility of 8.08%. This indicates that MBB 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.
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Volatility by Period
| MBB | GOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 8.08% | -6.49% |
Volatility (6M)Calculated over the trailing 6-month period | 3.23% | 20.16% | -16.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.51% | 28.59% | -24.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.81% | 31.10% | -24.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.31% | 28.99% | -23.68% |
Dividends
MBB vs. GOOG - Dividend Comparison
MBB's dividend yield for the trailing twelve months is around 4.28%, more than GOOG's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 0.24% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MBB iShares MBS Bond ETF | 4.28% | 4.21% | 3.94% | 3.40% | 2.31% | 1.05% | 2.10% | 2.77% | 2.64% | 2.23% | 2.58% | 2.66% |
Frequently Asked Questions
MBB and GOOG have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOOG has higher volatility (8.08%) compared to MBB (1.59%). In terms of maximum drawdown, MBB dropped -17.64% vs GOOG's -44.60%.
GOOG currently has the higher Sharpe Ratio (3.98 vs 1.51), 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.
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