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A vs. SPGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between A and SPGI is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

A vs. SPGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agilent Technologies, Inc. (A) and S&P Global Inc. (SPGI). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.56%
7.34%
A
SPGI

Key characteristics

Sharpe Ratio

A:

0.08

SPGI:

1.68

Sortino Ratio

A:

0.30

SPGI:

2.37

Omega Ratio

A:

1.04

SPGI:

1.30

Calmar Ratio

A:

0.08

SPGI:

2.12

Martin Ratio

A:

0.21

SPGI:

8.08

Ulcer Index

A:

10.02%

SPGI:

3.39%

Daily Std Dev

A:

25.58%

SPGI:

16.29%

Max Drawdown

A:

-93.18%

SPGI:

-74.67%

Current Drawdown

A:

-21.90%

SPGI:

-1.53%

Fundamentals

Market Cap

A:

$39.13B

SPGI:

$167.04B

EPS

A:

$4.43

SPGI:

$12.37

PE Ratio

A:

30.96

SPGI:

43.87

PEG Ratio

A:

2.28

SPGI:

1.57

Total Revenue (TTM)

A:

$4.85B

SPGI:

$14.21B

Gross Profit (TTM)

A:

$2.63B

SPGI:

$9.53B

EBITDA (TTM)

A:

$1.27B

SPGI:

$6.84B

Returns By Period

In the year-to-date period, A achieves a 1.82% return, which is significantly lower than SPGI's 7.51% return. Over the past 10 years, A has underperformed SPGI with an annualized return of 13.57%, while SPGI has yielded a comparatively higher 18.99% annualized return.


A

YTD

1.82%

1M

-10.34%

6M

-2.11%

1Y

1.78%

5Y*

10.75%

10Y*

13.57%

SPGI

YTD

7.51%

1M

4.98%

6M

7.74%

1Y

27.16%

5Y*

13.81%

10Y*

18.99%

*Annualized

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Risk-Adjusted Performance

A vs. SPGI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

A
The Risk-Adjusted Performance Rank of A is 4545
Overall Rank
The Sharpe Ratio Rank of A is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of A is 4040
Sortino Ratio Rank
The Omega Ratio Rank of A is 3939
Omega Ratio Rank
The Calmar Ratio Rank of A is 5050
Calmar Ratio Rank
The Martin Ratio Rank of A is 4949
Martin Ratio Rank

SPGI
The Risk-Adjusted Performance Rank of SPGI is 8787
Overall Rank
The Sharpe Ratio Rank of SPGI is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of SPGI is 8585
Sortino Ratio Rank
The Omega Ratio Rank of SPGI is 8383
Omega Ratio Rank
The Calmar Ratio Rank of SPGI is 9191
Calmar Ratio Rank
The Martin Ratio Rank of SPGI is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

A vs. SPGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agilent Technologies, Inc. (A) and S&P Global Inc. (SPGI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for A, currently valued at 0.08, compared to the broader market-2.000.002.000.081.68
The chart of Sortino ratio for A, currently valued at 0.30, compared to the broader market-4.00-2.000.002.004.006.000.302.37
The chart of Omega ratio for A, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.30
The chart of Calmar ratio for A, currently valued at 0.08, compared to the broader market0.002.004.006.000.082.12
The chart of Martin ratio for A, currently valued at 0.21, compared to the broader market-10.000.0010.0020.0030.000.218.08
A
SPGI

The current A Sharpe Ratio is 0.08, which is lower than the SPGI Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of A and SPGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.08
1.68
A
SPGI

Dividends

A vs. SPGI - Dividend Comparison

A's dividend yield for the trailing twelve months is around 0.70%, more than SPGI's 0.68% yield.


TTM20242023202220212020201920182017201620152014
A
Agilent Technologies, Inc.
0.70%0.71%0.66%0.71%0.49%0.46%0.79%0.91%0.81%1.05%1.23%0.69%
SPGI
S&P Global Inc.
0.68%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%

Drawdowns

A vs. SPGI - Drawdown Comparison

The maximum A drawdown since its inception was -93.18%, which is greater than SPGI's maximum drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for A and SPGI. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-21.90%
-1.53%
A
SPGI

Volatility

A vs. SPGI - Volatility Comparison

The current volatility for Agilent Technologies, Inc. (A) is 5.74%, while S&P Global Inc. (SPGI) has a volatility of 6.31%. This indicates that A experiences smaller price fluctuations and is considered to be less risky than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
5.74%
6.31%
A
SPGI

Financials

A vs. SPGI - Financials Comparison

This section allows you to compare key financial metrics between Agilent Technologies, Inc. and S&P Global Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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