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 3.45%/yr vs 13.26%/yr for ^GSPC. Their 0.48 correlation means their historical movements had little consistent relationship.
Performance
CSGP vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, CSGP achieves a -57.23% return, which is significantly lower than ^GSPC's 9.41% return. Over the past 10 years, CSGP has underperformed ^GSPC with an annualized return of 3.45%, while ^GSPC has yielded a comparatively higher 13.26% annualized return.
CSGP
- 1D
- -2.38%
- 1M
- -4.13%
- 6M
- -53.24%
- YTD
- -57.23%
- 1Y
- -69.60%
- 3Y*
- -29.80%
- 5Y*
- -20.20%
- 10Y*
- 3.45%
- ALL TIME*
- 13.13%
^GSPC
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | $37.98T | $37.61T | $41.48T |
| $258.97M | $228.48M | $248.71M |
CSGP vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSGP CoStar Group, Inc. | -57.23% | -6.08% | -18.08% | 13.08% | -2.21% | -14.50% | 54.48% | 77.36% | 13.60% | 57.54% |
^GSPC S&P 500 Index | 9.41% | 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 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.51 |
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 0.07 - 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 | -3.10 | ||
| Sortino ratioReturn per unit of downside risk | -5.10 | ||
| Omega ratioGain probability vs. loss probability | 0.62 | 1.25 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | 2.00 | -2.97 |
| Martin ratioReturn relative to average drawdown | -1.49 | 8.49 | -9.98 |
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Drawdowns
CSGP vs. ^GSPC - Drawdown Comparison
The maximum CSGP drawdown since its inception was -72.79%, 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 | -72.79% | -56.78% | -16.01% |
Max Drawdown (1Y)Largest decline over 1 year | -71.97% | -9.10% | -62.87% |
Max Drawdown (3Y)Largest decline over 3 years | -72.23% | -18.90% | -53.33% |
Max Drawdown (5Y)Largest decline over 5 years | -72.79% | -25.43% | -47.36% |
Max Drawdown (10Y)Largest decline over 10 years | -72.79% | -33.92% | -38.87% |
Current DrawdownCurrent decline from peak | -71.17% | -1.58% | -69.59% |
Average DrawdownAverage peak-to-trough decline | -22.51% | -10.70% | -11.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.86% | 2.14% | +44.72% |
Volatility
CSGP vs. ^GSPC - Volatility Comparison
CoStar Group, Inc. (CSGP) has a higher volatility of 14.74% compared to S&P 500 Index (^GSPC) at 3.51%. 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 | 14.74% | 3.51% | +11.23% |
Volatility (6M)Calculated over the trailing 6-month period | 35.38% | 10.11% | +25.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.59% | 12.87% | +28.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.45% | 17.01% | +18.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.96% | 18.07% | +14.89% |
Frequently Asked Questions
CSGP and ^GSPC have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSGP has higher volatility (14.74%) compared to ^GSPC (3.51%). In terms of maximum drawdown, CSGP dropped -72.79% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.42 vs -1.68), 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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