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

Performance

TYL vs. GOOG - Performance Comparison

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

450.00%500.00%550.00%600.00%JuneJulyAugustSeptemberOctoberNovember
608.64%
519.84%
TYL
GOOG

Returns By Period

In the year-to-date period, TYL achieves a 42.81% return, which is significantly higher than GOOG's 24.95% return. Over the past 10 years, TYL has underperformed GOOG with an annualized return of 18.70%, while GOOG has yielded a comparatively higher 20.83% annualized return.


TYL

YTD

42.81%

1M

1.21%

6M

22.07%

1Y

42.96%

5Y (annualized)

15.98%

10Y (annualized)

18.70%

GOOG

YTD

24.95%

1M

6.43%

6M

-0.68%

1Y

28.59%

5Y (annualized)

21.83%

10Y (annualized)

20.83%

Fundamentals


TYLGOOG
Market Cap$26.50B$2.23T
EPS$5.45$7.53
PE Ratio113.6024.35
PEG Ratio2.781.13
Total Revenue (TTM)$2.08B$339.76B
Gross Profit (TTM)$860.57M$196.73B
EBITDA (TTM)$437.91M$122.41B

Key characteristics


TYLGOOG
Sharpe Ratio1.891.02
Sortino Ratio3.081.50
Omega Ratio1.381.20
Calmar Ratio1.551.21
Martin Ratio13.733.06
Ulcer Index3.13%8.80%
Daily Std Dev22.74%26.37%
Max Drawdown-90.10%-44.60%
Current Drawdown-4.19%-8.70%

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Correlation

-0.50.00.51.00.5

The correlation between TYL and GOOG is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

TYL vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tyler Technologies, Inc. (TYL) 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 TYL, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.001.891.02
The chart of Sortino ratio for TYL, currently valued at 3.08, compared to the broader market-4.00-2.000.002.004.003.081.50
The chart of Omega ratio for TYL, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.20
The chart of Calmar ratio for TYL, currently valued at 1.55, compared to the broader market0.002.004.006.001.551.21
The chart of Martin ratio for TYL, currently valued at 13.86, compared to the broader market0.0010.0020.0030.0013.863.06
TYL
GOOG

The current TYL Sharpe Ratio is 1.89, which is higher than the GOOG Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of TYL 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.89
1.02
TYL
GOOG

Dividends

TYL vs. GOOG - Dividend Comparison

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


TTM
TYL
Tyler Technologies, Inc.
0.00%
GOOG
Alphabet Inc.
0.23%

Drawdowns

TYL vs. GOOG - Drawdown Comparison

The maximum TYL drawdown since its inception was -90.10%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for TYL and GOOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.19%
-8.70%
TYL
GOOG

Volatility

TYL vs. GOOG - Volatility Comparison

The current volatility for Tyler Technologies, Inc. (TYL) is 7.15%, while Alphabet Inc. (GOOG) has a volatility of 7.57%. This indicates that TYL 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%JuneJulyAugustSeptemberOctoberNovember
7.15%
7.57%
TYL
GOOG

Financials

TYL vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Tyler Technologies, 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