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

Correlation

The correlation between WLDSW and GOOG is 0.65, 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.


Performance

WLDSW vs. GOOG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

WLDSW:

61.38

GOOG:

0.00

Sortino Ratio

WLDSW:

33.06

GOOG:

0.11

Omega Ratio

WLDSW:

5.57

GOOG:

1.01

Calmar Ratio

WLDSW:

590.76

GOOG:

-0.08

Martin Ratio

WLDSW:

1,105.16

GOOG:

-0.17

Ulcer Index

WLDSW:

50.58%

GOOG:

14.06%

Daily Std Dev

WLDSW:

3,806.86%

GOOG:

31.25%

Max Drawdown

WLDSW:

-94.62%

GOOG:

-44.60%

Current Drawdown

WLDSW:

-73.33%

GOOG:

-16.69%

Fundamentals

PS Ratio

WLDSW:

0.00

GOOG:

5.81

PB Ratio

WLDSW:

0.00

GOOG:

6.08

Total Revenue (TTM)

WLDSW:

$522.00K

GOOG:

$359.71B

Gross Profit (TTM)

WLDSW:

$32.00K

GOOG:

$210.76B

EBITDA (TTM)

WLDSW:

-$7.71M

GOOG:

$149.88B

Returns By Period

In the year-to-date period, WLDSW achieves a 297.63% return, which is significantly higher than GOOG's -9.13% return.


WLDSW

YTD

297.63%

1M

5.00%

6M

545.91%

1Y

64,515.38%

3Y*

N/A

5Y*

N/A

10Y*

N/A

GOOG

YTD

-9.13%

1M

6.18%

6M

1.61%

1Y

-0.17%

3Y*

15.05%

5Y*

19.44%

10Y*

20.48%

*Annualized

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Wearable Devices Ltd.

Alphabet Inc

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

WLDSW vs. GOOG — Risk-Adjusted Performance Rank

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

WLDSW
The Risk-Adjusted Performance Rank of WLDSW is 100100
Overall Rank
The Sharpe Ratio Rank of WLDSW is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of WLDSW is 100100
Sortino Ratio Rank
The Omega Ratio Rank of WLDSW is 100100
Omega Ratio Rank
The Calmar Ratio Rank of WLDSW is 100100
Calmar Ratio Rank
The Martin Ratio Rank of WLDSW is 100100
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 4444
Overall Rank
The Sharpe Ratio Rank of GOOG is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 3939
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 3939
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 4545
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 4747
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.

WLDSW vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wearable Devices Ltd. (WLDSW) 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.


The current WLDSW Sharpe Ratio is 61.38, which is higher than the GOOG Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of WLDSW 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

WLDSW vs. GOOG - Dividend Comparison

WLDSW has not paid dividends to shareholders, while GOOG's dividend yield for the trailing twelve months is around 0.46%.


TTM2024
WLDSW
Wearable Devices Ltd.
0.00%0.00%
GOOG
Alphabet Inc
0.46%0.32%

Drawdowns

WLDSW vs. GOOG - Drawdown Comparison

The maximum WLDSW drawdown since its inception was -94.62%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for WLDSW and GOOG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

WLDSW vs. GOOG - Volatility Comparison

Wearable Devices Ltd. (WLDSW) has a higher volatility of 48.30% compared to Alphabet Inc (GOOG) at 11.00%. This indicates that WLDSW'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.


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Financials

WLDSW vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Wearable Devices Ltd. 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


0.0020.00B40.00B60.00B80.00B100.00B20212022202320242025
128.00K
90.23B
(WLDSW) Total Revenue
(GOOG) Total Revenue
Values in USD except per share items