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CBRE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

CBRE vs. ^GSPC

Last updated Jun 4, 2026

CBRE (CBRE Group, Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, CBRE returned 15.38%/yr vs 13.66%/yr for ^GSPC. A 0.64 correlation means they provide meaningful diversification when combined.

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 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBRE achieves a -21.62% return, which is significantly lower than ^GSPC's 10.35% return. Over the past 10 years, CBRE has outperformed ^GSPC with an annualized return of 15.38%, while ^GSPC has yielded a comparatively lower 13.66% annualized return.

CBRE

1D
-1.43%
1M
-10.01%
YTD
-21.62%
6M
-22.34%
1Y
0.87%
3Y*
17.78%
5Y*
7.46%
10Y*
15.38%

^GSPC

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBRE vs. ^GSPC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CBRE
CBRE Group, Inc.		-21.62%22.47%41.04%20.96%-29.08%73.01%2.33%53.07%-7.55%37.54%
^GSPC
S&P 500 Index		10.35%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between CBRE and ^GSPC is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.45

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

0.53

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

0.63

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

0.63

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2004

0.64

The correlation between CBRE and ^GSPC shifts across timeframes, from 0.45 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

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CBRE Group, Inc.

S&P 500 Index

Often compared with CBRE:
CBRE vs. JLLCBRE vs. CWKCBRE vs. SPYCBRE vs. USRTCBRE vs. ^SP500TRCBRE vs. OCBRE vs. UNH
Often compared with ^GSPC:
^GSPC vs. ^IBEX^GSPC vs. AVGO^GSPC vs. SCHD^GSPC vs. GC=F^GSPC vs. TSMU^GSPC vs. QQQ^GSPC vs. ACWI

Return for Risk

CBRE vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CBRE
CBRE Risk / Return Rank: 3939
Overall Rank
CBRE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
CBRE Sortino Ratio Rank: 3535
Sortino Ratio Rank
CBRE Omega Ratio Rank: 3535
Omega Ratio Rank
CBRE Calmar Ratio Rank: 4141
Calmar Ratio Rank
CBRE Martin Ratio Rank: 4141
Martin Ratio Rank
^GSPC
^GSPC Risk / Return Rank: 7373
Overall Rank
^GSPC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7171
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7272
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6767
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8181
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.

CBRE vs. ^GSPC - Risk-Adjusted Trends Comparison

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

CBRE^GSPCDifference
Sharpe ratioReturn per unit of total volatility
0.03
2.24

-2.21

Sortino ratioReturn per unit of downside risk
0.25
3.07

-2.83

Omega ratioGain probability vs. loss probability

1.03

1.41

-0.37

Calmar ratioReturn relative to maximum drawdown

0.03

2.93

-2.90

Martin ratioReturn relative to average drawdown

0.08

13.52

-13.44

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CBRE vs. ^GSPC - Sharpe Ratio Comparison

The current CBRE Sharpe Ratio is 0.03, which is lower than the ^GSPC Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of CBRE and ^GSPC, 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

CBRE^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

2.24

-2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.73

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.76

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.47

-0.18

Drawdowns

CBRE vs. ^GSPC - Drawdown Comparison

The maximum CBRE drawdown since its inception was -94.31%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CBRE and ^GSPC.

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Drawdown Indicators

CBRE^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-94.31%

-56.78%

-37.53%

Max Drawdown (1Y)

Largest decline over 1 year

-27.37%

-9.10%

-18.27%

Max Drawdown (3Y)

Largest decline over 3 years

-27.37%

-18.90%

-8.47%

Max Drawdown (5Y)

Largest decline over 5 years

-40.38%

-25.43%

-14.95%

Max Drawdown (10Y)

Largest decline over 10 years

-53.57%

-33.92%

-19.65%

Current Drawdown

Current decline from peak

-26.56%

-0.74%

-25.82%

Average Drawdown

Average peak-to-trough decline

-26.59%

-10.72%

-15.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.18%

1.97%

+9.21%

Volatility

CBRE vs. ^GSPC - Volatility Comparison

CBRE Group, Inc. (CBRE) has a higher volatility of 9.04% compared to S&P 500 Index (^GSPC) at 2.93%. This indicates that CBRE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CBRE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.04%

2.93%

+6.11%

Volatility (6M)

Calculated over the trailing 6-month period

25.49%

8.99%

+16.50%

Volatility (1Y)

Calculated over the trailing 1-year period

30.31%

11.89%

+18.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.22%

16.90%

+13.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.99%

18.06%

+14.93%

Frequently Asked Questions

CBRE and ^GSPC have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBRE has higher volatility (9.04%) compared to ^GSPC (2.93%). In terms of maximum drawdown, CBRE dropped -94.31% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (2.24 vs 0.03), 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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