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TXRH vs. GOOGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

TXRH vs. GOOGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Texas Roadhouse, Inc. (TXRH) and Alphabet Inc. (GOOGL). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.11%
-0.67%
TXRH
GOOGL

Returns By Period

In the year-to-date period, TXRH achieves a 62.00% return, which is significantly higher than GOOGL's 25.80% return. Over the past 10 years, TXRH has outperformed GOOGL with an annualized return of 22.22%, while GOOGL has yielded a comparatively lower 20.53% annualized return.


TXRH

YTD

62.00%

1M

6.46%

6M

17.11%

1Y

79.61%

5Y (annualized)

29.98%

10Y (annualized)

22.22%

GOOGL

YTD

25.80%

1M

7.27%

6M

-0.67%

1Y

29.88%

5Y (annualized)

22.05%

10Y (annualized)

20.53%

Fundamentals


TXRHGOOGL
Market Cap$13.09B$2.15T
EPS$5.81$7.54
PE Ratio33.7723.25
PEG Ratio1.821.07
Total Revenue (TTM)$5.10B$339.69B
Gross Profit (TTM)$754.31M$196.73B
EBITDA (TTM)$655.14M$124.94B

Key characteristics


TXRHGOOGL
Sharpe Ratio3.321.07
Sortino Ratio4.671.57
Omega Ratio1.561.21
Calmar Ratio9.921.28
Martin Ratio32.093.20
Ulcer Index2.51%8.85%
Daily Std Dev24.33%26.60%
Max Drawdown-76.59%-65.29%
Current Drawdown-2.40%-8.18%

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Correlation

-0.50.00.51.00.3

The correlation between TXRH and GOOGL is 0.32, 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.

Risk-Adjusted Performance

TXRH vs. GOOGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Texas Roadhouse, Inc. (TXRH) and Alphabet Inc. (GOOGL). 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 TXRH, currently valued at 3.32, compared to the broader market-4.00-2.000.002.004.003.321.07
The chart of Sortino ratio for TXRH, currently valued at 4.67, compared to the broader market-4.00-2.000.002.004.004.671.57
The chart of Omega ratio for TXRH, currently valued at 1.56, compared to the broader market0.501.001.502.001.561.21
The chart of Calmar ratio for TXRH, currently valued at 9.92, compared to the broader market0.002.004.006.009.921.28
The chart of Martin ratio for TXRH, currently valued at 32.09, compared to the broader market-10.000.0010.0020.0030.0032.093.20
TXRH
GOOGL

The current TXRH Sharpe Ratio is 3.32, which is higher than the GOOGL Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of TXRH and GOOGL, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.32
1.07
TXRH
GOOGL

Dividends

TXRH vs. GOOGL - Dividend Comparison

TXRH's dividend yield for the trailing twelve months is around 1.22%, more than GOOGL's 0.23% yield.


TTM20232022202120202019201820172016201520142013
TXRH
Texas Roadhouse, Inc.
1.22%1.80%2.02%1.34%0.46%2.13%1.68%1.59%1.58%1.90%1.78%1.73%
GOOGL
Alphabet Inc.
0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TXRH vs. GOOGL - Drawdown Comparison

The maximum TXRH drawdown since its inception was -76.59%, which is greater than GOOGL's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for TXRH and GOOGL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.40%
-8.18%
TXRH
GOOGL

Volatility

TXRH vs. GOOGL - Volatility Comparison

Texas Roadhouse, Inc. (TXRH) has a higher volatility of 8.30% compared to Alphabet Inc. (GOOGL) at 7.64%. This indicates that TXRH's price experiences larger fluctuations and is considered to be riskier than GOOGL 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%JuneJulyAugustSeptemberOctoberNovember
8.30%
7.64%
TXRH
GOOGL

Financials

TXRH vs. GOOGL - Financials Comparison

This section allows you to compare key financial metrics between Texas Roadhouse, 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