GOOGL vs SPY 1 Year Daily ReturnsGOOGL has a beta of 1.01. In the past year, GOOGL has been more volatile than the S&P500.

GOOGL Historical BetaSince 2024-08-22, the beta for GOOGL changed by -0.3 and had an average of 1.14.

GOOGL Sharpe RatioGOOGL has a 1 year sharpe of -0.33 which is -0.67 compared to the S&P500.

GOOGL Daily P/L Normal DistributionGOOGL has a P/L mean of 0% and a std dev of 2.01%. A daily 1σ move is between $NaN and $NaN.

GOOGL 1 Year DrawdownGOOGL had a max drawdown of 29.89% in the previous year.

GOOGL Yearly Drawdown DurationGOOGL has an average drawdown duration of 15.44 days every year.