PortfoliosLab logo
ADEA vs. SPGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADEA and SPGI is 0.64, 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.


Performance

ADEA vs. SPGI - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%December2025FebruaryMarchAprilMay
257.95%
2,132.02%
ADEA
SPGI

Key characteristics

Sharpe Ratio

ADEA:

0.47

SPGI:

0.88

Sortino Ratio

ADEA:

1.36

SPGI:

1.34

Omega Ratio

ADEA:

1.20

SPGI:

1.19

Calmar Ratio

ADEA:

1.08

SPGI:

1.05

Martin Ratio

ADEA:

2.92

SPGI:

3.64

Ulcer Index

ADEA:

12.79%

SPGI:

5.53%

Daily Std Dev

ADEA:

48.93%

SPGI:

21.95%

Max Drawdown

ADEA:

-80.98%

SPGI:

-74.67%

Current Drawdown

ADEA:

-21.33%

SPGI:

-6.48%

Fundamentals

Market Cap

ADEA:

$1.34B

SPGI:

$155.37B

EPS

ADEA:

$0.57

SPGI:

$12.72

PE Ratio

ADEA:

21.68

SPGI:

39.83

PS Ratio

ADEA:

3.56

SPGI:

10.72

PB Ratio

ADEA:

3.38

SPGI:

4.66

Total Revenue (TTM)

ADEA:

$380.29M

SPGI:

$14.49B

Gross Profit (TTM)

ADEA:

$345.31M

SPGI:

$9.78B

EBITDA (TTM)

ADEA:

$186.12M

SPGI:

$6.96B

Returns By Period

In the year-to-date period, ADEA achieves a -3.04% return, which is significantly lower than SPGI's 2.11% return. Over the past 10 years, ADEA has underperformed SPGI with an annualized return of 2.96%, while SPGI has yielded a comparatively higher 17.99% annualized return.


ADEA

YTD

-3.04%

1M

18.82%

6M

-3.40%

1Y

22.67%

5Y*

17.78%

10Y*

2.96%

SPGI

YTD

2.11%

1M

14.97%

6M

2.48%

1Y

19.15%

5Y*

12.25%

10Y*

17.99%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ADEA vs. SPGI — Risk-Adjusted Performance Rank

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

ADEA
The Risk-Adjusted Performance Rank of ADEA is 7777
Overall Rank
The Sharpe Ratio Rank of ADEA is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ADEA is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ADEA is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ADEA is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ADEA is 7979
Martin Ratio Rank

SPGI
The Risk-Adjusted Performance Rank of SPGI is 7979
Overall Rank
The Sharpe Ratio Rank of SPGI is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SPGI is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SPGI is 7474
Omega Ratio Rank
The Calmar Ratio Rank of SPGI is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SPGI is 8282
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.

ADEA vs. SPGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adeia Inc (ADEA) 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.


The current ADEA Sharpe Ratio is 0.47, which is lower than the SPGI Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of ADEA 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.47
0.88
ADEA
SPGI

Dividends

ADEA vs. SPGI - Dividend Comparison

ADEA's dividend yield for the trailing twelve months is around 1.48%, more than SPGI's 0.73% yield.


TTM20242023202220212020201920182017201620152014
ADEA
Adeia Inc
1.48%1.43%1.61%2.11%2.44%5.51%9.96%10.02%6.16%4.17%6.14%5.28%
SPGI
S&P Global Inc.
0.73%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%

Drawdowns

ADEA vs. SPGI - Drawdown Comparison

The maximum ADEA drawdown since its inception was -80.98%, which is greater than SPGI's maximum drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for ADEA and SPGI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-21.33%
-6.48%
ADEA
SPGI

Volatility

ADEA vs. SPGI - Volatility Comparison

Adeia Inc (ADEA) has a higher volatility of 14.92% compared to S&P Global Inc. (SPGI) at 10.40%. This indicates that ADEA's price experiences larger fluctuations and is considered to be riskier than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
14.92%
10.40%
ADEA
SPGI

Financials

ADEA vs. SPGI - Financials Comparison

This section allows you to compare key financial metrics between Adeia 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


0.001.00B2.00B3.00B4.00B20212022202320242025
87.67M
3.78B
(ADEA) Total Revenue
(SPGI) Total Revenue
Values in USD except per share items

ADEA vs. SPGI - Profitability Comparison

The chart below illustrates the profitability comparison between Adeia Inc and S&P Global Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20212022202320242025
100.0%
69.5%
(ADEA) Gross Margin
(SPGI) Gross Margin
ADEA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Adeia Inc reported a gross profit of 87.67M and revenue of 87.67M. Therefore, the gross margin over that period was 100.0%.

SPGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, S&P Global Inc. reported a gross profit of 2.62B and revenue of 3.78B. Therefore, the gross margin over that period was 69.5%.

ADEA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Adeia Inc reported an operating income of 22.84M and revenue of 87.67M, resulting in an operating margin of 26.1%.

SPGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, S&P Global Inc. reported an operating income of 1.58B and revenue of 3.78B, resulting in an operating margin of 41.8%.

ADEA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Adeia Inc reported a net income of 11.81M and revenue of 87.67M, resulting in a net margin of 13.5%.

SPGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, S&P Global Inc. reported a net income of 1.09B and revenue of 3.78B, resulting in a net margin of 28.9%.