PortfoliosLab logo
CBRE vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CBRE and ^GSPC is 0.40, 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.


Performance

CBRE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CBRE Group, Inc. (CBRE) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

CBRE:

19.17%

^GSPC:

19.37%

Max Drawdown

CBRE:

-1.65%

^GSPC:

-56.78%

Current Drawdown

CBRE:

0.00%

^GSPC:

-7.88%

Returns By Period


CBRE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-3.77%

1M

5.53%

6M

-5.60%

1Y

8.37%

5Y*

14.61%

10Y*

10.35%

*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

CBRE vs. ^GSPC — Risk-Adjusted Performance Rank

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

CBRE
The Risk-Adjusted Performance Rank of CBRE is 8989
Overall Rank
The Sharpe Ratio Rank of CBRE is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of CBRE is 8787
Sortino Ratio Rank
The Omega Ratio Rank of CBRE is 8686
Omega Ratio Rank
The Calmar Ratio Rank of CBRE is 9393
Calmar Ratio Rank
The Martin Ratio Rank of CBRE is 8989
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6868
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
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.

CBRE vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CBRE Group, Inc. (CBRE) and S&P 500 (^GSPC). 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.



Loading data...

Drawdowns

CBRE vs. ^GSPC - Drawdown Comparison

The maximum CBRE drawdown since its inception was -1.65%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CBRE and ^GSPC. For additional features, visit the drawdowns tool.


Loading data...

Volatility

CBRE vs. ^GSPC - Volatility Comparison


Loading data...