PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
CBRE vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

CBRE vs. ^SP500TR

Last updated May 11, 2025

Compare and contrast key facts about CBRE Group, Inc. (CBRE) and S&P 500 Total Return (^SP500TR).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CBRE or ^SP500TR.

Correlation

The correlation between CBRE and ^SP500TR is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

CBRE vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CBRE Group, Inc. (CBRE) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

CBRE:

1.47

^SP500TR:

0.52

Sortino Ratio

CBRE:

2.13

^SP500TR:

0.89

Omega Ratio

CBRE:

1.28

^SP500TR:

1.13

Calmar Ratio

CBRE:

2.05

^SP500TR:

0.57

Martin Ratio

CBRE:

6.13

^SP500TR:

2.19

Ulcer Index

CBRE:

7.55%

^SP500TR:

4.84%

Daily Std Dev

CBRE:

30.72%

^SP500TR:

19.36%

Max Drawdown

CBRE:

-94.31%

^SP500TR:

-55.25%

Current Drawdown

CBRE:

-13.96%

^SP500TR:

-7.62%

Returns By Period

In the year-to-date period, CBRE achieves a -3.58% return, which is significantly lower than ^SP500TR's -3.34% return. Both investments have delivered pretty close results over the past 10 years, with CBRE having a 12.95% annualized return and ^SP500TR not far behind at 12.46%.

CBRE

YTD

-3.58%

1M

8.52%

6M

-6.97%

1Y

40.31%

5Y*

25.49%

10Y*

12.95%

^SP500TR

YTD

-3.34%

1M

7.51%

6M

-4.97%

1Y

9.82%

5Y*

15.88%

10Y*

12.46%

*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. ^SP500TR — 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
^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 7676
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 8181
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. ^SP500TR - Risk-Adjusted Performance 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.

The current CBRE Sharpe Ratio is 1.47, which is higher than the ^SP500TR Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of CBRE and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading data...

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. For additional features, visit the drawdowns tool.

Loading data...

Volatility

CBRE vs. ^SP500TR - Volatility Comparison

CBRE Group, Inc. (CBRE) has a higher volatility of 7.77% compared to S&P 500 Total Return (^SP500TR) at 6.81%. 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.

Loading data...