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

Key characteristics


SNXGOOG
YTD Return8.58%14.39%
1Y Return15.09%16.12%
3Y Return (Ann)1.43%4.46%
5Y Return (Ann)20.00%21.33%
10Y Return (Ann)15.37%18.46%
Sharpe Ratio0.690.57
Daily Std Dev23.71%28.20%
Max Drawdown-67.27%-44.60%
Current Drawdown-12.69%-16.42%

Fundamentals


SNXGOOG
Market Cap$9.88B$1.97T
EPS$7.13$6.97
PE Ratio16.2123.07
PEG Ratio0.891.08
Total Revenue (TTM)$42.33B$328.18B
Gross Profit (TTM)$2.78B$188.40B
EBITDA (TTM)$1.12B$110.32B

Correlation

-0.50.00.51.00.4

The correlation between SNX and GOOG is 0.40, 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

SNX vs. GOOG - Performance Comparison

In the year-to-date period, SNX achieves a 8.58% return, which is significantly lower than GOOG's 14.39% return. Over the past 10 years, SNX has underperformed GOOG with an annualized return of 15.37%, while GOOG has yielded a comparatively higher 18.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%AprilMayJuneJulyAugustSeptember
11.51%
7.70%
SNX
GOOG

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Risk-Adjusted Performance

SNX vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TD SYNNEX Corporation (SNX) 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.


SNX
Sharpe ratio
The chart of Sharpe ratio for SNX, currently valued at 0.69, compared to the broader market-4.00-2.000.002.000.69
Sortino ratio
The chart of Sortino ratio for SNX, currently valued at 1.03, compared to the broader market-6.00-4.00-2.000.002.004.001.03
Omega ratio
The chart of Omega ratio for SNX, currently valued at 1.15, compared to the broader market0.501.001.502.001.15
Calmar ratio
The chart of Calmar ratio for SNX, currently valued at 0.58, compared to the broader market0.001.002.003.004.005.000.58
Martin ratio
The chart of Martin ratio for SNX, currently valued at 2.15, compared to the broader market-10.00-5.000.005.0010.0015.0020.002.15
GOOG
Sharpe ratio
The chart of Sharpe ratio for GOOG, currently valued at 0.57, compared to the broader market-4.00-2.000.002.000.57
Sortino ratio
The chart of Sortino ratio for GOOG, currently valued at 0.91, compared to the broader market-6.00-4.00-2.000.002.004.000.91
Omega ratio
The chart of Omega ratio for GOOG, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for GOOG, currently valued at 0.72, compared to the broader market0.001.002.003.004.005.000.72
Martin ratio
The chart of Martin ratio for GOOG, currently valued at 2.10, compared to the broader market-10.00-5.000.005.0010.0015.0020.002.10

SNX vs. GOOG - Sharpe Ratio Comparison

The current SNX Sharpe Ratio is 0.69, which roughly equals the GOOG Sharpe Ratio of 0.57. The chart below compares the 12-month rolling Sharpe Ratio of SNX and GOOG.


Rolling 12-month Sharpe Ratio0.501.001.502.00AprilMayJuneJulyAugustSeptember
0.69
0.57
SNX
GOOG

Dividends

SNX vs. GOOG - Dividend Comparison

SNX's dividend yield for the trailing twelve months is around 1.34%, more than GOOG's 0.25% yield.


TTM2023202220212020201920182017201620152014
SNX
TD SYNNEX Corporation
1.34%1.30%1.27%0.70%0.25%1.16%1.73%0.77%1.03%0.64%0.16%
GOOG
Alphabet Inc.
0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SNX vs. GOOG - Drawdown Comparison

The maximum SNX drawdown since its inception was -67.27%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for SNX and GOOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-12.69%
-16.42%
SNX
GOOG

Volatility

SNX vs. GOOG - Volatility Comparison

The current volatility for TD SYNNEX Corporation (SNX) is 7.09%, while Alphabet Inc. (GOOG) has a volatility of 7.54%. This indicates that SNX 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.


2.00%4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
7.09%
7.54%
SNX
GOOG

Financials

SNX vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between TD SYNNEX Corporation 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