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

Key characteristics


PLUSGOOG
YTD Return22.67%21.73%
1Y Return58.45%36.43%
3Y Return (Ann)21.09%5.00%
5Y Return (Ann)20.25%22.26%
10Y Return (Ann)20.48%19.98%
Sharpe Ratio1.771.51
Sortino Ratio2.212.03
Omega Ratio1.331.28
Calmar Ratio3.791.75
Martin Ratio9.974.55
Ulcer Index6.10%8.58%
Daily Std Dev34.34%25.77%
Max Drawdown-91.83%-44.60%
Current Drawdown-3.67%-11.05%

Fundamentals


PLUSGOOG
Market Cap$2.63B$2.06T
EPS$4.08$7.09
PE Ratio24.0024.14
PEG Ratio1.951.12
Total Revenue (TTM)$1.60B$251.49B
Gross Profit (TTM)$384.61M$144.93B
EBITDA (TTM)$120.75M$86.67B

Correlation

-0.50.00.51.00.3

The correlation between PLUS and GOOG is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

PLUS vs. GOOG - Performance Comparison

The year-to-date returns for both stocks are quite close, with PLUS having a 22.67% return and GOOG slightly lower at 21.73%. Both investments have delivered pretty close results over the past 10 years, with PLUS having a 20.48% annualized return and GOOG not far behind at 19.98%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctober
29.01%
3.62%
PLUS
GOOG

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Risk-Adjusted Performance

PLUS vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ePlus inc. (PLUS) 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.


PLUS
Sharpe ratio
The chart of Sharpe ratio for PLUS, currently valued at 1.77, compared to the broader market-4.00-2.000.002.004.001.77
Sortino ratio
The chart of Sortino ratio for PLUS, currently valued at 2.21, compared to the broader market-4.00-2.000.002.004.006.002.21
Omega ratio
The chart of Omega ratio for PLUS, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for PLUS, currently valued at 3.79, compared to the broader market0.002.004.006.003.79
Martin ratio
The chart of Martin ratio for PLUS, currently valued at 9.97, compared to the broader market-10.000.0010.0020.0030.009.97
GOOG
Sharpe ratio
The chart of Sharpe ratio for GOOG, currently valued at 1.51, compared to the broader market-4.00-2.000.002.004.001.51
Sortino ratio
The chart of Sortino ratio for GOOG, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.006.002.03
Omega ratio
The chart of Omega ratio for GOOG, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for GOOG, currently valued at 1.75, compared to the broader market0.002.004.006.001.75
Martin ratio
The chart of Martin ratio for GOOG, currently valued at 4.55, compared to the broader market-10.000.0010.0020.0030.004.55

PLUS vs. GOOG - Sharpe Ratio Comparison

The current PLUS Sharpe Ratio is 1.77, which is comparable to the GOOG Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of PLUS 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctober
1.77
1.51
PLUS
GOOG

Dividends

PLUS vs. GOOG - Dividend Comparison

PLUS has not paid dividends to shareholders, while GOOG's dividend yield for the trailing twelve months is around 0.23%.


TTM
PLUS
ePlus inc.
0.00%
GOOG
Alphabet Inc.
0.23%

Drawdowns

PLUS vs. GOOG - Drawdown Comparison

The maximum PLUS drawdown since its inception was -91.83%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for PLUS and GOOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctober
-3.67%
-11.05%
PLUS
GOOG

Volatility

PLUS vs. GOOG - Volatility Comparison

ePlus inc. (PLUS) has a higher volatility of 6.53% compared to Alphabet Inc. (GOOG) at 4.91%. This indicates that PLUS'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.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctober
6.53%
4.91%
PLUS
GOOG

Financials

PLUS vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between ePlus 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