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ADEA vs. SPGI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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ADEA vs. SPGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADEA
Adeia Inc
39.61%25.22%14.75%33.53%92.17%-8.65%16.55%4.53%-21.13%-43.16%
SPGI
S&P Global Inc.
-18.42%5.71%13.94%32.79%-28.38%44.68%21.40%62.27%1.37%59.32%

Fundamentals

Market Cap

ADEA:

$2.71B

SPGI:

$128.50B

EPS

ADEA:

$0.99

SPGI:

$14.70

PE Ratio

ADEA:

24.37

SPGI:

28.94

PEG Ratio

ADEA:

0.67

SPGI:

3.78

PS Ratio

ADEA:

6.49

SPGI:

8.44

PB Ratio

ADEA:

5.65

SPGI:

4.11

Total Revenue (TTM)

ADEA:

$417.02M

SPGI:

$15.34B

Gross Profit (TTM)

ADEA:

-$257.84M

SPGI:

$11.65B

EBITDA (TTM)

ADEA:

$223.53M

SPGI:

$7.39B

Returns By Period

In the year-to-date period, ADEA achieves a 39.61% return, which is significantly higher than SPGI's -18.42% return. Over the past 10 years, ADEA has underperformed SPGI with an annualized return of 14.10%, while SPGI has yielded a comparatively higher 16.74% annualized return.


ADEA

1D
3.89%
1M
16.40%
YTD
39.61%
6M
43.95%
1Y
84.25%
3Y*
41.77%
5Y*
34.44%
10Y*
14.10%

SPGI

1D
1.86%
1M
-3.74%
YTD
-18.42%
6M
-12.23%
1Y
-15.63%
3Y*
8.13%
5Y*
4.10%
10Y*
16.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ADEA vs. SPGI — Risk / Return Rank

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

ADEA
ADEA Risk / Return Rank: 8383
Overall Rank
ADEA Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ADEA Sortino Ratio Rank: 8484
Sortino Ratio Rank
ADEA Omega Ratio Rank: 8585
Omega Ratio Rank
ADEA Calmar Ratio Rank: 8181
Calmar Ratio Rank
ADEA Martin Ratio Rank: 8383
Martin Ratio Rank

SPGI
SPGI Risk / Return Rank: 2020
Overall Rank
SPGI Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SPGI Sortino Ratio Rank: 1919
Sortino Ratio Rank
SPGI Omega Ratio Rank: 1818
Omega Ratio Rank
SPGI Calmar Ratio Rank: 2727
Calmar Ratio Rank
SPGI Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADEA vs. SPGI - Risk-Adjusted Trends 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.


ADEASPGIDifference

Sharpe ratio

Return per unit of total volatility

1.49

-0.53

+2.02

Sortino ratio

Return per unit of downside risk

2.35

-0.53

+2.88

Omega ratio

Gain probability vs. loss probability

1.33

0.92

+0.41

Calmar ratio

Return relative to maximum drawdown

2.41

-0.48

+2.89

Martin ratio

Return relative to average drawdown

7.04

-1.21

+8.25

ADEA vs. SPGI - Sharpe Ratio Comparison

The current ADEA Sharpe Ratio is 1.49, which is higher than the SPGI Sharpe Ratio of -0.53. 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.


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Sharpe Ratios by Period


ADEASPGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

-0.53

+2.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.17

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.65

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.45

-0.28

Correlation

The correlation between ADEA and SPGI is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ADEA vs. SPGI - Dividend Comparison

ADEA's dividend yield for the trailing twelve months is around 0.83%, less than SPGI's 0.91% yield.


TTM20252024202320222021202020192018201720162015
ADEA
Adeia Inc
0.83%1.16%1.43%1.61%0.95%1.06%2.39%4.32%4.35%3.28%1.81%2.67%
SPGI
S&P Global Inc.
0.91%0.73%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%

Drawdowns

ADEA vs. SPGI - Drawdown Comparison

The maximum ADEA drawdown since its inception was -80.75%, 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.


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Drawdown Indicators


ADEASPGIDifference

Max Drawdown

Largest peak-to-trough decline

-80.75%

-74.67%

-6.08%

Max Drawdown (1Y)

Largest decline over 1 year

-34.81%

-30.48%

-4.33%

Max Drawdown (5Y)

Largest decline over 5 years

-39.48%

-39.76%

+0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-73.66%

-39.76%

-33.90%

Current Drawdown

Current decline from peak

-4.79%

-24.15%

+19.36%

Average Drawdown

Average peak-to-trough decline

-38.11%

-15.16%

-22.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.91%

12.10%

-0.19%

Volatility

ADEA vs. SPGI - Volatility Comparison

Adeia Inc (ADEA) has a higher volatility of 17.29% compared to S&P Global Inc. (SPGI) at 7.59%. 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.


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Volatility by Period


ADEASPGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.29%

7.59%

+9.70%

Volatility (6M)

Calculated over the trailing 6-month period

46.39%

23.19%

+23.20%

Volatility (1Y)

Calculated over the trailing 1-year period

56.84%

29.43%

+27.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.96%

24.30%

+36.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.63%

25.92%

+29.71%

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


0.001.00B2.00B3.00B4.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
156.28M
3.92B
(ADEA) Total Revenue
(SPGI) Total Revenue
Values in USD except per share items