# GOOGL Risk-Adjusted Performance Profile

Advisory: Descriptive market-risk statistics - not investment advice; past performance does not indicate future results. Informational only - not investment advice.

Window: 3y ending 2026-06-30. Benchmark: SPY. Pack hash: 51c86c868341e7cd5c7e33edfbeaaec5826f72fc050e5ed9b9b95f3dd9a08682.

## Return & risk

For GOOGL over the pinned 3y window ending 2026-06-30, lmfin computes annualized return 41.49%, annualized volatility 29.97%, and maximum drawdown -29.81%. These are historical price statistics for the stated window.

Daily tail statistics for the same window are -2.53% for 95% VaR and -4.02% for 95% CVaR.

## Risk-adjusted ratios

lmfin computes Sharpe 1.26, Sortino 1.92, and Calmar 1.50 from the pinned return series. grepcent reports them as mechanical ratios, not as a rating.

## Market sensitivity vs SPY

Against SPY over the same window, lmfin computes beta 1.15 and alpha 19.14%. Up capture is 1.30 and down capture is 1.09.

## Fundamentals pairing

To pair the market-risk profile with grepcent's verified business data, GOOGL's latest reported revenue is 402,836,000,000, net margin is 32.81%, and return on equity is 31.83%.

## Return and risk statistics

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Annualized return | 41.49% | 3y | 2026-06-30 |
| Annualized volatility | 29.97% | 3y | 2026-06-30 |
| Maximum drawdown | -29.81% | 3y | 2026-06-30 |
| 95% daily VaR | -2.53% | 3y | 2026-06-30 |
| 95% daily CVaR | -4.02% | 3y | 2026-06-30 |

## Ratios and SPY sensitivity

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Sharpe ratio | 1.26 | 3y | 2026-06-30 |
| Sortino ratio | 1.92 | 3y | 2026-06-30 |
| Calmar ratio | 1.50 | 3y | 2026-06-30 |
| Beta vs SPY | 1.15 | 3y | 2026-06-30 |
| Alpha vs SPY | 19.14% | 3y | 2026-06-30 |
| Up capture vs SPY | 1.30 | 3y | 2026-06-30 |
| Down capture vs SPY | 1.09 | 3y | 2026-06-30 |

## Verified fundamentals paired with the profile

| Metric | Value | Period end | Source |
| --- | --- | --- | --- |
| Revenue | 402,836,000,000 | 2025-12-31 | 0001652044-26-000018 |
| Net margin | 32.81% | 2025-12-31 | 0001652044-26-000018 |
| Return on equity | 31.83% | 2025-12-31 | 0001652044-26-000018 |

## Provenance

lmfin: lmfin 0.1.0. Command: lmfin perf GOOGL --vs SPY --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-06-30; window end: 2026-06-30. Risk-free rate input: 0.0385. Price-based statistics are computed by lmfin from Yahoo adjusted-close data over the pinned window. Fundamentals are grepcent verified SEC companyfacts. Descriptive data, not advice. Pack hash: 51c86c868341e7cd5c7e33edfbeaaec5826f72fc050e5ed9b9b95f3dd9a08682.