GOOGL Alphabet Inc...

Fundamental Data

Get detailed Fundamental insights of Alphabet Inc. and compare it to the S&P500.
1-Day Range
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1-Year Range
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Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha 0.1 Beta -
EPS undefined PE undefined

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
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
Oct 25, 2016 Jan 20, 2017 -9.88% 88

GOOGL vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - July 19, 2024

Annual Return (%)

GOOGL
S&P500
Metric GOOGL S&P500
Cumulative Return +570.92% +167.24%
Compound Annual Growth Rate (CAGR) +14.77% +7.37%
Sharpe 0.84 0.67
Sortino 1.24 0.93
Max Drawdown -44.32% -34.1%
Longest Drawdown Days 797 745
Volatility (ann.) 28.48% 17.83%
Correlation 72.3% -
R^2 0.52 -
Calmar 0.33 0.22
Skew 0.26 -0.55
Kurtosis 6.93 12.70
Expected Daily +0.08% +0.04%
Expected Monthly +1.67% +0.86%
Expected Yearly +20.97% +10.33%
Kelly Criterion 5.35% 4.38%
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 0.17 0.14
Gain/Pain (1M) 1.13 0.76
Payoff Ratio 0.96 0.92
Profit Factor 1.17 1.14
Outlier Win Ratio 3.08 5.27
Outlier Loss Ratio 3.25 5.33
MTD -2.47% +0.88%
3M +13.88% +9.90%
6M +23.82% +15.22%
YTD +27.18% +15.50%
1Y +43.55% +20.87%
3Y (ann.) +6.63% +5.42%
Best Day +16.25% +9.06%
Worst Day -11.63% -10.94%
Best Month -11.63% -10.94%
Worst Month -17.95% -13.00%
Best Year +65.30% +28.79%
Worst Year -39.09% -19.48%
Avg. Drawdown -3.85% -1.80%
Avg. Drawdown Days 30 21
Recovery Factor 5.17 3.33
Ulcer Index 0.13 0.08
Avg. Up Month +6.42% +3.68%
Avg. Down Month -6.33% -4.86%
Win Days 53.69% 54.28%
Win Month 61.74% 66.96%
Win Quarter 66.67% 76.92%
Win Year 80.00% 70.00%