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ADEA vs. SPGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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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Returns By Period

In the year-to-date period, ADEA achieves a 86.55% return, which is significantly higher than SPGI's -20.74% return. Over the past 10 years, ADEA has outperformed SPGI with an annualized return of 16.84%, while SPGI has yielded a comparatively lower 15.22% annualized return.


ADEA

1D
4.53%
1M
-4.52%
YTD
86.55%
6M
156.21%
1Y
148.04%
3Y*
46.97%
5Y*
42.70%
10Y*
16.84%

SPGI

1D
-1.24%
1M
-2.71%
YTD
-20.74%
6M
-17.14%
1Y
-18.85%
3Y*
3.95%
5Y*
2.25%
10Y*
15.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADEA vs. SPGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADEA
Adeia Inc
86.55%25.22%14.75%33.53%92.17%-8.65%16.55%4.53%-21.13%-43.16%
SPGI
S&P Global Inc.
-20.74%5.71%13.94%32.79%-28.38%44.68%21.40%62.27%1.37%59.32%

Correlation

The correlation between ADEA and SPGI is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2003

0.32

Over the past year, the correlation between ADEA and SPGI has dropped to 0.03 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

ADEA:

$3.66B

SPGI:

$122.70B

EPS

ADEA:

$1.08

SPGI:

$15.79

PE Ratio

ADEA:

29.69

SPGI:

26.11

PEG Ratio

ADEA:

2.07

SPGI:

3.41

PS Ratio

ADEA:

7.87

SPGI:

7.93

PB Ratio

ADEA:

7.84

SPGI:

3.92

Total Revenue (TTM)

ADEA:

$460.49M

SPGI:

$15.73B

Gross Profit (TTM)

ADEA:

$312.21M

SPGI:

$8.15B

EBITDA (TTM)

ADEA:

$235.56M

SPGI:

$7.83B

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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: 9090
Overall Rank
ADEA Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ADEA Sortino Ratio Rank: 8888
Sortino Ratio Rank
ADEA Omega Ratio Rank: 9090
Omega Ratio Rank
ADEA Calmar Ratio Rank: 8989
Calmar Ratio Rank
ADEA Martin Ratio Rank: 9090
Martin Ratio Rank

SPGI
SPGI Risk / Return Rank: 1414
Overall Rank
SPGI Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SPGI Sortino Ratio Rank: 1414
Sortino Ratio Rank
SPGI Omega Ratio Rank: 1212
Omega Ratio Rank
SPGI Calmar Ratio Rank: 1818
Calmar Ratio Rank
SPGI Martin Ratio Rank: 1313
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 ratioReturn per unit of total volatility

+3.16

Sortino ratioReturn per unit of downside risk

+3.78

Omega ratioGain probability vs. loss probability

1.45

0.89

+0.56

Calmar ratioReturn relative to maximum drawdown

4.28

-0.62

+4.90

Martin ratioReturn relative to average drawdown

12.20

-1.22

+13.41

ADEA vs. SPGI - Sharpe Ratio Comparison

The current ADEA Sharpe Ratio is 2.47, which is higher than the SPGI Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of ADEA and SPGI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ADEASPGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

-0.69

+3.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.09

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.59

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.45

-0.24

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 (3Y)

Largest decline over 3 years

-34.81%

-30.48%

-4.33%

Max Drawdown (5Y)

Largest decline over 5 years

-39.27%

-39.76%

+0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-73.66%

-39.76%

-33.90%

Current Drawdown

Current decline from peak

-4.52%

-26.31%

+21.79%

Average Drawdown

Average peak-to-trough decline

-37.87%

-15.22%

-22.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.18%

15.54%

-3.36%

Volatility

ADEA vs. SPGI - Volatility Comparison

Adeia Inc (ADEA) has a higher volatility of 29.27% compared to S&P Global Inc. (SPGI) at 7.74%. 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

29.27%

7.74%

+21.53%

Volatility (6M)

Calculated over the trailing 6-month period

47.80%

23.77%

+24.03%

Volatility (1Y)

Calculated over the trailing 1-year period

60.37%

27.24%

+33.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.07%

24.45%

+37.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.27%

26.01%

+30.26%

Dividends

ADEA vs. SPGI - Dividend Comparison

ADEA's dividend yield for the trailing twelve months is around 0.62%, less than SPGI's 0.94% yield.


PositionTTM20252024202320222021202020192018201720162015
ADEA
Adeia Inc
0.62%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.
0.94%0.73%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%

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


0.001.00B2.00B3.00B4.00B20222023202420252026
104.77M
4.17B
(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

0.0%20.0%40.0%60.0%80.0%100.0%2022202320242025202600
Portfolio components
ADEA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Adeia Inc reported a gross profit of 0.00 and revenue of 104.77M. Therefore, the gross margin over that period was 0.0%.

SPGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a gross profit of 0.00 and revenue of 4.17B. Therefore, the gross margin over that period was 0.0%.

ADEA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Adeia Inc reported an operating income of 34.83M and revenue of 104.77M, resulting in an operating margin of 33.3%.

SPGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported an operating income of 2.00B and revenue of 4.17B, resulting in an operating margin of 48.0%.

ADEA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Adeia Inc reported a net income of 22.77M and revenue of 104.77M, resulting in a net margin of 21.7%.

SPGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a net income of 1.40B and revenue of 4.17B, resulting in a net margin of 33.5%.


Frequently Asked Questions


ADEA and SPGI have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADEA has higher volatility (29.27%) compared to SPGI (7.74%). In terms of maximum drawdown, ADEA dropped -80.75% vs SPGI's -74.67%.

ADEA currently has the higher Sharpe Ratio (2.47 vs -0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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