Alphabet Inc. (GOOG) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Alphabet Inc. (GOOG): 1Y return 62.7%, Sharpe ratio 1.64, volatility 31.6%, max drawdown -20.8%. A Stock in the Equity asset class. Compare GOOG with other assets and invest through your own broker with pfolio.
Alphabet Inc. (GOOG) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
GOOG Performance
- MTD
- Return: -5.3%, Sharpe: -2.45, Volatility: 28.0%, Max Drawdown: -10.0%
- YTD
- Return: 7.8%, Sharpe: 0.50, Volatility: 32.1%, Max Drawdown: -20.8%
- 1Y
- Return: 62.7%, Sharpe: 1.64, Volatility: 31.6%, Max Drawdown: -20.8%
- 5Y
- Return: 135.7%, Sharpe: 0.69, Volatility: 31.3%, Max Drawdown: -44.6%
- 10Y
- Return: 785.4%, Sharpe: 0.87, Volatility: 28.9%, Max Drawdown: -44.6%
Frequently Asked Questions
- What is Alphabet Inc. (GOOG)?
- Alphabet Inc. (GOOG) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does GOOG compare to other assets?
- You can compare GOOG with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in GOOG through pfolio?
- pfolio helps you build diversified portfolios that may include GOOG. You invest through your own broker — pfolio provides the analytics.