CBRE vs. ^SP500TR
CBRE (CBRE Group, Inc.) is a stock, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 10 years, CBRE returned 18.39%/yr vs 15.84%/yr for ^SP500TR. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
CBRE vs. ^SP500TR - Performance Comparison
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Returns By Period
In the year-to-date period, CBRE achieves a -16.30% return, which is significantly lower than ^SP500TR's 8.11% return. Over the past 10 years, CBRE has outperformed ^SP500TR with an annualized return of 18.39%, while ^SP500TR has yielded a comparatively lower 15.84% annualized return.
CBRE
- 1D
- 0.48%
- 1M
- 3.71%
- YTD
- -16.30%
- 6M
- -18.41%
- 1Y
- -0.47%
- 3Y*
- 21.22%
- 5Y*
- 9.06%
- 10Y*
- 18.39%
^SP500TR
- 1D
- -0.01%
- 1M
- -2.04%
- YTD
- 8.11%
- 6M
- 6.78%
- 1Y
- 22.24%
- 3Y*
- 20.96%
- 5Y*
- 13.06%
- 10Y*
- 15.84%
CBRE vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CBRE CBRE Group, Inc. | -16.30% | 22.47% | 41.04% | 20.96% | -29.08% | 73.01% | 2.33% | 53.07% | -7.55% | 37.54% |
^SP500TR S&P 500 Total Return | 8.11% | 17.88% | 25.02% | 26.29% | -18.11% | 28.71% | 18.40% | 31.49% | -4.38% | 21.83% |
Correlation
The correlation between CBRE and ^SP500TR is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
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 10, 2004 | 0.64 |
Over the past year, the correlation between CBRE and ^SP500TR has dropped to 0.41 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
CBRE vs. ^SP500TR — Risk / Return Rank
CBRE
^SP500TR
CBRE vs. ^SP500TR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CBRE Group, Inc. (CBRE) and S&P 500 Total Return (^SP500TR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CBRE | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.32 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 2.51 | -2.53 |
| Martin ratioReturn relative to average drawdown | -0.04 | 11.17 | -11.21 |
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Drawdowns
CBRE vs. ^SP500TR - Drawdown Comparison
The maximum CBRE drawdown since its inception was -94.31%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for CBRE and ^SP500TR.
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Drawdown Indicators
| CBRE | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.31% | -55.25% | -39.06% |
Max Drawdown (1Y)Largest decline over 1 year | -27.37% | -8.89% | -18.48% |
Max Drawdown (3Y)Largest decline over 3 years | -27.37% | -18.75% | -8.62% |
Max Drawdown (5Y)Largest decline over 5 years | -40.38% | -24.49% | -15.89% |
Max Drawdown (10Y)Largest decline over 10 years | -53.57% | -33.79% | -19.78% |
Current DrawdownCurrent decline from peak | -21.58% | -3.23% | -18.35% |
Average DrawdownAverage peak-to-trough decline | -26.57% | -8.16% | -18.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.46% | 2.00% | +10.46% |
Volatility
CBRE vs. ^SP500TR - Volatility Comparison
CBRE Group, Inc. (CBRE) has a higher volatility of 8.69% compared to S&P 500 Total Return (^SP500TR) at 4.82%. This indicates that CBRE's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBRE | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.69% | 4.82% | +3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 26.05% | 9.88% | +16.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.62% | 12.50% | +18.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.31% | 17.00% | +13.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.86% | 18.08% | +14.78% |
Frequently Asked Questions
CBRE and ^SP500TR have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CBRE has higher volatility (8.69%) compared to ^SP500TR (4.82%). In terms of maximum drawdown, CBRE dropped -94.31% vs ^SP500TR's -55.25%.
^SP500TR currently has the higher Sharpe Ratio (1.79 vs -0.02), 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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