Alphabet Inc Class A

10-Year Study

GOOGL.US · Communication Services · US · Common Stock

Executive Summary: Alphabet Inc Class A has compounded at 24.9% annually over the last 10 years, with a maximum drawdown of 40.4% and an annualized volatility of 30.2%.

1Y CAGR
+108.5%
3Y CAGR
+41.5%
5Y CAGR
+23.9%
10Y CAGR
+24.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
40.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.93
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +66.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -39.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.0-7.8-7.816.9————————7.4%
20257.8-16.5-9.12.78.12.78.910.914.315.713.9-2.266.0%
20240.3-1.29.07.96.05.7-5.8-4.81.63.2-1.312.236.0%
202312.0-8.915.23.514.5-2.610.92.6-3.9-5.26.85.458.3%
2022-6.6-0.23.0-17.9-0.3-4.26.8-7.0-11.6-1.26.9-12.6-39.1%
20214.310.62.014.10.13.610.47.4-7.610.7-4.22.165.3%
20207.0-6.5-13.215.96.4-1.14.99.5-10.110.38.6-0.130.9%
20197.70.14.51.9-7.7-2.112.5-2.32.63.13.62.728.2%
201812.2-6.6-6.0-1.88.02.78.70.4-2.0-9.71.7-5.8-0.8%
20173.53.00.39.06.8-5.81.71.01.96.10.31.732.9%
2016———-7.25.8-6.112.5-0.21.80.7-4.22.13.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 30.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 33.3% of variance. Idiosyncratic stock-specific factors contribute 23.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019278.822152783097
2016-05-019815.842509951426
2016-06-019221.794611042582
2016-07-0110372.805337714515
2016-08-0110353.259075144813
2016-09-0110539.529674660384
2016-10-0110616.077065102261
2016-11-0110170.158139829737
2016-12-0110387.35937916844
2017-01-0110750.972690701527
2017-02-0111075.255752280178
2017-03-0111112.86910079268
2017-04-0112118.524310003724
2017-05-0112938.674921880985
2017-06-0112186.14381294755
2017-07-0112393.519093264727
2017-08-0112521.177318939535
2017-09-0112763.418905462126
2017-10-0113540.990361579443
2017-11-0113582.011099107476
2017-12-0113807.849673392519
2018-01-0115496.409034599528
2018-02-0114470.071766480272
2018-03-0113594.716169777781
2018-04-0113351.444442390033
2018-05-0114418.69679256397
2018-06-0114801.301675431669
2018-07-0116086.283542311055
2018-08-0116146.295851173702
2018-09-0115822.276928278425
2018-10-0114295.211958086476
2018-11-0114545.166394163592
2018-12-0113697.228392795352
2019-01-0114758.035759094957
2019-02-0114766.699507909632
2019-03-0115426.544352847019
2019-04-0115715.829038878572
2019-05-0114503.881517952186
2019-06-0114193.22801243565
2019-07-0115968.028653764375
2019-08-0115605.339827623096
2019-09-0116006.566487668686
2019-10-0116500.21527302695
2019-11-0117093.866963910732
2019-12-0117556.585109445863
2020-01-0118780.735837544144
2020-02-0117554.736138662247
2020-03-0115230.7119329933
2020-04-0117652.414623774068
2020-05-0118790.429727223982
2020-06-0118587.65045999752
2020-07-0119503.89472488636
2020-08-0121359.70670040598
2020-09-0119210.9385111559
2020-10-0121183.790337278686
2020-11-0122996.494879671623
2020-12-0122973.40915874471
2021-01-0123952.835396696682
2021-02-0126502.98872920238
2021-03-0127035.307417806645
2021-04-0130849.44359186347
2021-05-0130893.343441040284
2021-06-0132006.71440533138
2021-07-0135319.62101381709
2021-08-0137933.59025222603
2021-09-0135044.23002253103
2021-10-0138811.428752552245
2021-11-0137199.548851128806
2021-12-0137974.10912625566
2022-01-0135470.89323778557
2022-02-0135406.25850196387
2022-03-0136457.63611726701
2022-04-0129914.709619138433
2022-05-0129823.608187242633
2022-06-0128565.51563833075
2022-07-0130494.20347659335
2022-08-0128370.739773210527
2022-09-0125075.3983871692
2022-10-0124776.551880799492
2022-11-0126475.33340905309
2022-12-0123130.201881195706
2023-01-0125911.68787260063
2023-02-0123609.930557940144
2023-03-0127193.632144621213
2023-04-0128140.041047151397
2023-05-0132211.342643341464
2023-06-0131380.30951770918
2023-07-0134793.588825877145
2023-08-0135698.05250548748
2023-09-0134305.988816368146
2023-10-0132528.546788205684
2023-11-0134743.79868406108
2023-12-0136620.847409724
2024-01-0136728.325439989014
2024-02-0136298.38690506063
2024-03-0139567.49931984289
2024-04-0142674.060788876595
2024-05-0145222.233081256985
2024-06-0147806.85651194303
2024-07-0145022.17444246928
2024-08-0142880.51158380196
2024-09-0143586.55428446152
2024-10-0144968.92408390101
2024-11-0144401.26363946126
2024-12-0149806.38634508663
2025-01-0153679.346203930916
2025-02-0144802.06767761346
2025-03-0140733.909331755545
2025-04-0141829.715073602245
2025-05-0145238.23988546947
2025-06-0146477.15596596838
2025-07-0150609.81697830629
2025-08-0156150.78620879107
2025-09-0164170.14229150873
2025-10-0174224.60768802051
2025-11-0184516.63941635918
2025-12-0182675.4078961618
2026-01-0189278.87498051979
2026-02-0182347.87592877765
2026-03-0175955.71979111913
2026-04-0188755.88038743862
Annual Return Matrix
YearAnnual Return
20170.3292935354757993
2018-0.008011477761836416
20190.2817618722544266
20200.30853517443916045
20210.6529592479660777
2022-0.3908954702717893
20230.5832480666541815
20240.3600555385253439
20250.6599358829877786
20260.07354632587859422
Total Factor Risk
0.3022292329848663
VTI.US Exposure
-0.08489745784273162
VEA.US Exposure
-0.011157070021900327
VWO.US Exposure
0.023028050810645087
QQQ.US Exposure
0.2838168282984304
VTV.US Exposure
-0.008716847756268676
IJR.US Exposure
0.03204056289022555
QUAL.US Exposure
0.088006839276191
SHV.US Exposure
0.3330031556213195
TLT.US Exposure
-0.030475463764045786
LQD.US Exposure
0.1179051103390767
HYG.US Exposure
0.011871365077046144
GLD.US Exposure
0.01639633319022545
USO.US Exposure
-0.001886644560393207
VNQ.US Exposure
-0.010211986642656146
BTC-USD.CC Exposure
-0.004173460159076951
CPER.US Exposure
0.00045975028923934394
VIX.INDX Exposure
-0.0038232466883217514
UUP.US Exposure
-0.0003446620042252492
TIP.US Exposure
0.011298350562788188
Idiosyncratic Exposure
0.2378604930844323
Value Score
39
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
3.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →27.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.28%
Market Cap$3.6T
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$433
Avg Yield on Cost
1.44%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2024$158.481.58%Solid
2025$219.242.19%Solid
2026$55.470.55%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+23.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.13
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alphabet Inc Class A a high-risk investment?

Alphabet Inc Class A (GOOGL.US) has an annualized volatility of 30.2% and experienced a maximum drawdown of 40.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of GOOGL.US?

Over the past 10 years, GOOGL.US has generated a Compound Annual Growth Rate (CAGR) of 24.9%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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