GOOGL Alphabet Inc...

Fundamental Data

Get detailed Fundamental insights of Alphabet Inc. and compare it to the S&P500.
YTD Return
GOOGL +12.56%
vs.
SPY +15.63%
1-Year Return
GOOGL +15.91%
vs.
SPY +21.81%
3-Year Return
GOOGL +3.92%
vs.
SPY +6.05%

Worst 10 Drawdowns of GOOGL

Started Recovered Drawdown Days
Nov 19, 2021 Jan 24, 2024 -44.32% 797
Feb 20, 2020 Jul 9, 2020 -30.86% 141
Jul 27, 2018 Apr 26, 2019 -23.41% 274
Apr 30, 2019 Nov 6, 2019 -19.86% 191
Jul 11, 2024 Sep 5, 2024 -18.17% 57
Sep 3, 2020 Nov 3, 2020 -17.93% 62
Jan 29, 2018 Jul 11, 2018 -15.36% 164
Jan 30, 2024 Mar 28, 2024 -14.40% 59
Dec 30, 2015 Jul 29, 2016 -14.21% 213
Jul 20, 2015 Oct 16, 2015 -12.46% 89

GOOGL vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 5, 2024

Annual Return (%)

GOOGL
S&P500
Metric GOOGL S&P500
Cumulative Return +493.81% +167.54%
Compound Annual Growth Rate (CAGR) +13.56% +7.28%
Sharpe 0.79 0.66
Sortino 1.16 0.92
Max Drawdown -44.32% -34.1%
Longest Drawdown Days 797 745
Volatility (ann.) 28.49% 17.85%
Correlation 72.35% -
R^2 0.52 -
Calmar 0.31 0.21
Skew 0.24 -0.55
Kurtosis 6.85 12.49
Expected Daily +0.07% +0.04%
Expected Monthly +1.53% +0.84%
Expected Yearly +19.5% +10.34%
Kelly Criterion 4.89% 4.26%
Risk of Ruin 0% 0%
Daily Value-at-Risk -2.86% -1.80%
Expected Shortfall (cVaR) -2.86% -1.80%
Max Consecutive Wins 9 10
Max Consecutive Losses 8 8
Gain/Pain Ratio 0.16 0.13
Gain/Pain (1M) 1.02 0.75
Payoff Ratio 0.95 0.91
Profit Factor 1.16 1.13
Outlier Win Ratio 3.09 5.26
Outlier Loss Ratio 3.25 5.36
MTD -3.76% -2.50%
3M -9.52% +4.02%
6M +17.92% +7.28%
Best Day +16.25% +9.06%
Worst Day -11.63% -10.94%
Best Month +21.78% +12.70%
Worst Month -17.95% -13.00%
Best Year +65.30% +28.79%
Worst Year -39.09% -19.48%
Avg. Drawdown -3.96% -1.83%
Avg. Drawdown Days 31 21
Recovery Factor 4.90 3.34
Ulcer Index 0.13 0.08
Avg. Up Month +6.42% +3.68%
Avg. Down Month -6.24% -4.78%
Win Days 53.66% 54.28%
Win Month 60.68% 66.67%
Win Quarter 66.67% 76.92%
Win Year 80.00% 70.00%