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

Correlation

The correlation between SFIX and GOOG is 0.29, 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.


-0.50.00.51.00.3

Performance

SFIX vs. GOOG - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2025February
37.13%
29.53%
SFIX
GOOG

Key characteristics

Sharpe Ratio

SFIX:

0.40

GOOG:

1.68

Sortino Ratio

SFIX:

1.27

GOOG:

2.32

Omega Ratio

SFIX:

1.19

GOOG:

1.30

Calmar Ratio

SFIX:

0.42

GOOG:

2.07

Martin Ratio

SFIX:

1.32

GOOG:

5.25

Ulcer Index

SFIX:

30.97%

GOOG:

8.77%

Daily Std Dev

SFIX:

102.10%

GOOG:

27.41%

Max Drawdown

SFIX:

-98.03%

GOOG:

-44.60%

Current Drawdown

SFIX:

-95.63%

GOOG:

0.00%

Fundamentals

Market Cap

SFIX:

$589.82M

GOOG:

$2.53T

EPS

SFIX:

-$0.82

GOOG:

$7.73

Total Revenue (TTM)

SFIX:

$961.10M

GOOG:

$253.45B

Gross Profit (TTM)

SFIX:

$424.39M

GOOG:

$147.99B

EBITDA (TTM)

SFIX:

-$47.95M

GOOG:

$95.96B

Returns By Period

In the year-to-date period, SFIX achieves a 7.89% return, which is significantly lower than GOOG's 9.07% return.


SFIX

YTD

7.89%

1M

2.88%

6M

29.17%

1Y

45.31%

5Y*

-28.10%

10Y*

N/A

GOOG

YTD

9.07%

1M

7.55%

6M

29.70%

1Y

43.83%

5Y*

23.18%

10Y*

22.99%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SFIX vs. GOOG — Risk-Adjusted Performance Rank

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

SFIX
The Risk-Adjusted Performance Rank of SFIX is 6565
Overall Rank
The Sharpe Ratio Rank of SFIX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SFIX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SFIX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SFIX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SFIX is 6262
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 8686
Overall Rank
The Sharpe Ratio Rank of GOOG is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 8585
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 8383
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 9191
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 8282
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.

SFIX vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stitch Fix, Inc. (SFIX) 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.


Sharpe ratio
The chart of Sharpe ratio for SFIX, currently valued at 0.40, compared to the broader market-2.000.002.004.000.401.68
The chart of Sortino ratio for SFIX, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.272.32
The chart of Omega ratio for SFIX, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.30
The chart of Calmar ratio for SFIX, currently valued at 0.42, compared to the broader market0.002.004.006.000.422.07
The chart of Martin ratio for SFIX, currently valued at 1.32, compared to the broader market-10.000.0010.0020.001.325.25
SFIX
GOOG

The current SFIX Sharpe Ratio is 0.40, which is lower than the GOOG Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of SFIX 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 Ratio0.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.40
1.68
SFIX
GOOG

Dividends

SFIX vs. GOOG - Dividend Comparison

SFIX has not paid dividends to shareholders, while GOOG's dividend yield for the trailing twelve months is around 0.29%.


TTM2024
SFIX
Stitch Fix, Inc.
0.00%0.00%
GOOG
Alphabet Inc.
0.29%0.32%

Drawdowns

SFIX vs. GOOG - Drawdown Comparison

The maximum SFIX drawdown since its inception was -98.03%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for SFIX and GOOG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-95.63%
0
SFIX
GOOG

Volatility

SFIX vs. GOOG - Volatility Comparison

Stitch Fix, Inc. (SFIX) has a higher volatility of 18.08% compared to Alphabet Inc. (GOOG) at 7.99%. This indicates that SFIX'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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
18.08%
7.99%
SFIX
GOOG

Financials

SFIX vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Stitch Fix, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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