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

Correlation

The correlation between SNX and GOOG is 0.39, 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.


-0.50.00.51.00.4

Performance

SNX vs. GOOG - Performance Comparison

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

300.00%400.00%500.00%600.00%SeptemberOctoberNovemberDecember2025February
393.51%
508.39%
SNX
GOOG

Key characteristics

Sharpe Ratio

SNX:

1.39

GOOG:

0.83

Sortino Ratio

SNX:

1.99

GOOG:

1.29

Omega Ratio

SNX:

1.28

GOOG:

1.17

Calmar Ratio

SNX:

2.04

GOOG:

1.05

Martin Ratio

SNX:

4.33

GOOG:

2.58

Ulcer Index

SNX:

8.45%

GOOG:

9.06%

Daily Std Dev

SNX:

26.33%

GOOG:

28.21%

Max Drawdown

SNX:

-67.27%

GOOG:

-44.60%

Current Drawdown

SNX:

-4.98%

GOOG:

-17.09%

Fundamentals

Market Cap

SNX:

$11.78B

GOOG:

$2.06T

EPS

SNX:

$7.98

GOOG:

$8.04

PE Ratio

SNX:

17.50

GOOG:

21.17

PEG Ratio

SNX:

0.91

GOOG:

1.26

Total Revenue (TTM)

SNX:

$58.45B

GOOG:

$349.92B

Gross Profit (TTM)

SNX:

$3.77B

GOOG:

$203.85B

EBITDA (TTM)

SNX:

$1.50B

GOOG:

$126.93B

Returns By Period

In the year-to-date period, SNX achieves a 17.59% return, which is significantly higher than GOOG's -9.57% return. Over the past 10 years, SNX has underperformed GOOG with an annualized return of 14.67%, while GOOG has yielded a comparatively higher 19.77% annualized return.


SNX

YTD

17.59%

1M

-3.11%

6M

13.96%

1Y

32.29%

5Y*

17.43%

10Y*

14.67%

GOOG

YTD

-9.57%

1M

-15.01%

6M

4.56%

1Y

25.17%

5Y*

20.07%

10Y*

19.77%

*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

SNX vs. GOOG — Risk-Adjusted Performance Rank

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

SNX
The Risk-Adjusted Performance Rank of SNX is 8484
Overall Rank
The Sharpe Ratio Rank of SNX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of SNX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of SNX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of SNX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of SNX is 8080
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 7272
Overall Rank
The Sharpe Ratio Rank of GOOG is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 8282
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 7171
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.

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.


Sharpe ratio
The chart of Sharpe ratio for SNX, currently valued at 1.39, compared to the broader market-3.00-2.00-1.000.001.002.003.001.390.83
The chart of Sortino ratio for SNX, currently valued at 1.99, compared to the broader market-4.00-2.000.002.004.001.991.29
The chart of Omega ratio for SNX, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.17
The chart of Calmar ratio for SNX, currently valued at 2.04, compared to the broader market0.001.002.003.004.005.006.002.041.05
The chart of Martin ratio for SNX, currently valued at 4.33, compared to the broader market-5.000.005.0010.0015.0020.0025.004.332.58
SNX
GOOG

The current SNX Sharpe Ratio is 1.39, which is higher than the GOOG Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SNX 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.39
0.83
SNX
GOOG

Dividends

SNX vs. GOOG - Dividend Comparison

SNX's dividend yield for the trailing twelve months is around 1.19%, more than GOOG's 0.35% yield.


TTM20242023202220212020201920182017201620152014
SNX
TD SYNNEX Corporation
1.19%1.36%1.30%1.27%0.70%0.25%1.16%1.73%0.77%1.03%0.64%0.16%
GOOG
Alphabet Inc.
0.35%0.32%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%SeptemberOctoberNovemberDecember2025February
-4.98%
-17.09%
SNX
GOOG

Volatility

SNX vs. GOOG - Volatility Comparison

The current volatility for TD SYNNEX Corporation (SNX) is 4.64%, while Alphabet Inc. (GOOG) has a volatility of 10.16%. 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.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
4.64%
10.16%
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
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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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