CSGP vs. ^GSPC
CSGP (CoStar Group, Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, CSGP returned 2.78%/yr vs 13.27%/yr for ^GSPC. At a 0.48 correlation, their price movements are largely independent.
Performance
CSGP vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, CSGP achieves a -57.21% return, which is significantly lower than ^GSPC's 9.79% return. Over the past 10 years, CSGP has underperformed ^GSPC with an annualized return of 2.78%, while ^GSPC has yielded a comparatively higher 13.27% annualized return.
CSGP
- 1D
- 1.34%
- 1M
- -12.39%
- 6M
- -51.48%
- YTD
- -57.21%
- 1Y
- -66.32%
- 3Y*
- -31.44%
- 5Y*
- -19.64%
- 10Y*
- 2.78%
^GSPC
- 1D
- -0.79%
- 1M
- 1.13%
- 6M
- 7.71%
- YTD
- 9.79%
- 1Y
- 20.06%
- 3Y*
- 18.60%
- 5Y*
- 11.43%
- 10Y*
- 13.27%
CSGP vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSGP CoStar Group, Inc. | -57.21% | -6.08% | -18.08% | 13.08% | -2.21% | -14.50% | 54.48% | 77.36% | 13.60% | 57.54% |
^GSPC S&P 500 Index | 9.79% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between CSGP and ^GSPC is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 1998 | 0.48 |
Over the past year, the correlation between CSGP and ^GSPC has dropped to 0.09 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
CSGP vs. ^GSPC — Risk / Return Rank
CSGP
^GSPC
CSGP vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CoStar Group, Inc. (CSGP) 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.
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.
| CSGP | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.24 | ||
| Sortino ratioReturn per unit of downside risk | -5.11 | ||
| Omega ratioGain probability vs. loss probability | 0.63 | 1.29 | -0.66 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 2.21 | -3.15 |
| Martin ratioReturn relative to average drawdown | -1.51 | 9.61 | -11.12 |
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Drawdowns
CSGP vs. ^GSPC - Drawdown Comparison
The maximum CSGP drawdown since its inception was -71.61%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CSGP and ^GSPC.
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Drawdown Indicators
| CSGP | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.61% | -56.78% | -14.83% |
Max Drawdown (1Y)Largest decline over 1 year | -70.75% | -9.10% | -61.65% |
Max Drawdown (3Y)Largest decline over 3 years | -71.02% | -18.90% | -52.12% |
Max Drawdown (5Y)Largest decline over 5 years | -71.61% | -25.43% | -46.18% |
Max Drawdown (10Y)Largest decline over 10 years | -71.61% | -33.92% | -37.69% |
Current DrawdownCurrent decline from peak | -71.16% | -1.24% | -69.92% |
Average DrawdownAverage peak-to-trough decline | -22.41% | -10.71% | -11.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.84% | 2.09% | +41.75% |
Volatility
CSGP vs. ^GSPC - Volatility Comparison
CoStar Group, Inc. (CSGP) has a higher volatility of 14.37% compared to S&P 500 Index (^GSPC) at 3.96%. This indicates that CSGP'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
| CSGP | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.37% | 3.96% | +10.41% |
Volatility (6M)Calculated over the trailing 6-month period | 34.71% | 9.99% | +24.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.63% | 12.57% | +28.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.08% | 17.01% | +18.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.82% | 18.05% | +14.77% |
Frequently Asked Questions
CSGP and ^GSPC have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSGP has higher volatility (14.37%) compared to ^GSPC (3.96%). In terms of maximum drawdown, CSGP dropped -71.61% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.61 vs -1.64), 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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