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ZIJMY vs. GOOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ZIJMY vs. GOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zijin Mining Group Co Ltd ADR (ZIJMY) and Alphabet Inc (GOOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZIJMY achieves a -10.10% return, which is significantly lower than GOOG's 14.29% return. Over the past 10 years, ZIJMY has outperformed GOOG with an annualized return of 33.32%, while GOOG has yielded a comparatively lower 25.97% annualized return.


ZIJMY

1D
5.32%
1M
-13.28%
YTD
-10.10%
6M
-5.26%
1Y
59.92%
3Y*
42.92%
5Y*
22.96%
10Y*
33.32%

GOOG

1D
0.45%
1M
-9.77%
YTD
14.29%
6M
15.49%
1Y
104.22%
3Y*
42.67%
5Y*
23.51%
10Y*
25.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZIJMY vs. GOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZIJMY
Zijin Mining Group Co Ltd ADR
-10.10%151.45%20.87%15.79%10.65%18.87%163.70%9.70%21.20%12.34%
GOOG
Alphabet Inc
14.29%65.42%35.62%58.83%-38.67%65.17%31.03%29.10%-1.03%35.58%

Correlation

The correlation between ZIJMY and GOOG is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2014

0.06

Over the past year, ZIJMY and GOOG have become more correlated (0.29) than their long-term average of 0.06, meaning their price movements have been converging.

Fundamentals

Market Cap

ZIJMY:

$110.37B

GOOG:

$4.38T

EPS

ZIJMY:

CN¥44.76

GOOG:

$13.11

PE Ratio

ZIJMY:

12.25

GOOG:

27.31

PEG Ratio

ZIJMY:

0.35

GOOG:

1.34

PS Ratio

ZIJMY:

2.05

GOOG:

10.35

PB Ratio

ZIJMY:

3.73

GOOG:

9.16

Total Revenue (TTM)

ZIJMY:

CN¥366.89B

GOOG:

$422.57B

Gross Profit (TTM)

ZIJMY:

CN¥113.63B

GOOG:

$255.12B

EBITDA (TTM)

ZIJMY:

CN¥105.09B

GOOG:

$174.08B

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Return for Risk

ZIJMY vs. GOOG — Risk / Return Rank

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

ZIJMY
ZIJMY Risk / Return Rank: 7474
Overall Rank
ZIJMY Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ZIJMY Sortino Ratio Rank: 7272
Sortino Ratio Rank
ZIJMY Omega Ratio Rank: 7171
Omega Ratio Rank
ZIJMY Calmar Ratio Rank: 7373
Calmar Ratio Rank
ZIJMY Martin Ratio Rank: 7676
Martin Ratio Rank

GOOG
GOOG Risk / Return Rank: 9696
Overall Rank
GOOG Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOG Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOG Omega Ratio Rank: 9696
Omega Ratio Rank
GOOG Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOG Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ZIJMY vs. GOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zijin Mining Group Co Ltd ADR (ZIJMY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ZIJMYGOOGDifference
Sharpe ratioReturn per unit of total volatility

-2.36

Sortino ratioReturn per unit of downside risk

-3.25

Omega ratioGain probability vs. loss probability

1.22

1.59

-0.37

Calmar ratioReturn relative to maximum drawdown

1.72

4.99

-3.27

Martin ratioReturn relative to average drawdown

4.60

17.56

-12.96

ZIJMY vs. GOOG - Sharpe Ratio Comparison

The current ZIJMY Sharpe Ratio is 1.25, which is lower than the GOOG Sharpe Ratio of 3.60. The chart below compares the historical Sharpe Ratios of ZIJMY and GOOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ZIJMY vs. GOOG - Drawdown Comparison

The maximum ZIJMY drawdown since its inception was -61.63%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for ZIJMY and GOOG.


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Drawdown Indicators


ZIJMYGOOGDifference

Max Drawdown

Largest peak-to-trough decline

-61.63%

-44.60%

-17.03%

Max Drawdown (1Y)

Largest decline over 1 year

-35.61%

-20.75%

-14.86%

Max Drawdown (3Y)

Largest decline over 3 years

-35.61%

-29.35%

-6.26%

Max Drawdown (5Y)

Largest decline over 5 years

-43.04%

-44.60%

+1.56%

Max Drawdown (10Y)

Largest decline over 10 years

-49.32%

-44.60%

-4.72%

Current Drawdown

Current decline from peak

-30.20%

-10.19%

-20.01%

Average Drawdown

Average peak-to-trough decline

-23.14%

-8.89%

-14.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.26%

5.88%

+7.38%

Volatility

ZIJMY vs. GOOG - Volatility Comparison

Zijin Mining Group Co Ltd ADR (ZIJMY) has a higher volatility of 16.22% compared to Alphabet Inc (GOOG) at 7.29%. This indicates that ZIJMY'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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Volatility by Period


ZIJMYGOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.22%

7.29%

+8.93%

Volatility (6M)

Calculated over the trailing 6-month period

38.95%

20.47%

+18.48%

Volatility (1Y)

Calculated over the trailing 1-year period

49.33%

28.75%

+20.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.05%

31.15%

+13.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.95%

29.02%

+17.93%

Dividends

ZIJMY vs. GOOG - Dividend Comparison

ZIJMY's dividend yield for the trailing twelve months is around 2.14%, more than GOOG's 0.24% yield.


PositionTTM20252024202320222021202020192018201720162015
GOOG
Alphabet Inc
0.24%0.26%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZIJMY
Zijin Mining Group Co Ltd ADR
2.14%1.52%2.02%2.30%2.19%0.89%0.95%2.75%2.85%4.88%3.49%4.90%

Financials

ZIJMY vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Zijin Mining Group Co Ltd ADR 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


50.00B60.00B70.00B80.00B90.00B100.00B110.00B20222023202420252026
98.50B
109.90B
(ZIJMY) Total Revenue
(GOOG) Total Revenue
Please note, different currencies. ZIJMY values in CNY, GOOG values in USD

ZIJMY vs. GOOG - Profitability Comparison

The chart below illustrates the profitability comparison between Zijin Mining Group Co Ltd ADR and Alphabet Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
36.3%
62.5%
Portfolio components
ZIJMY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Zijin Mining Group Co Ltd ADR reported a gross profit of 35.78B and revenue of 98.50B. Therefore, the gross margin over that period was 36.3%.

GOOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a gross profit of 68.63B and revenue of 109.90B. Therefore, the gross margin over that period was 62.5%.

ZIJMY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Zijin Mining Group Co Ltd ADR reported an operating income of 29.38B and revenue of 98.50B, resulting in an operating margin of 29.8%.

GOOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported an operating income of 39.70B and revenue of 109.90B, resulting in an operating margin of 36.1%.

ZIJMY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Zijin Mining Group Co Ltd ADR reported a net income of 20.08B and revenue of 98.50B, resulting in a net margin of 20.4%.

GOOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a net income of 62.58B and revenue of 109.90B, resulting in a net margin of 56.9%.


Frequently Asked Questions


ZIJMY and GOOG have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZIJMY has higher volatility (16.22%) compared to GOOG (7.29%). In terms of maximum drawdown, ZIJMY dropped -61.63% vs GOOG's -44.60%.

GOOG currently has the higher Sharpe Ratio (3.60 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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