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 3.58%/yr vs 13.71%/yr for ^GSPC. At a 0.49 correlation, their price movements are largely independent.
Performance
CSGP vs. ^GSPC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CSGP achieves a -55.00% return, which is significantly lower than ^GSPC's 7.60% return. Over the past 10 years, CSGP has underperformed ^GSPC with an annualized return of 3.58%, while ^GSPC has yielded a comparatively higher 13.71% annualized return.
CSGP
- 1D
- 3.56%
- 1M
- -10.87%
- YTD
- -55.00%
- 6M
- -54.59%
- 1Y
- -62.19%
- 3Y*
- -29.61%
- 5Y*
- -19.19%
- 10Y*
- 3.58%
^GSPC
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
CSGP vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSGP CoStar Group, Inc. | -55.00% | -6.08% | -18.08% | 13.08% | -2.21% | -14.50% | 54.48% | 77.36% | 13.60% | 57.54% |
^GSPC S&P 500 Index | 7.60% | 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 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 1998 | 0.49 |
Over the past year, the correlation between CSGP and ^GSPC has dropped to 0.14 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -3.37 | ||
| Sortino ratioReturn per unit of downside risk | -5.09 | ||
| Omega ratioGain probability vs. loss probability | 0.65 | 1.32 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 2.46 | -3.35 |
| Martin ratioReturn relative to average drawdown | -1.52 | 10.92 | -12.44 |
Loading charts...
Drawdowns
CSGP vs. ^GSPC - Drawdown Comparison
The maximum CSGP drawdown since its inception was -71.11%, 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.
Loading charts...
Drawdown Indicators
| CSGP | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.11% | -56.78% | -14.33% |
Max Drawdown (1Y)Largest decline over 1 year | -69.82% | -9.10% | -60.72% |
Max Drawdown (3Y)Largest decline over 3 years | -70.10% | -18.90% | -51.20% |
Max Drawdown (5Y)Largest decline over 5 years | -70.70% | -25.43% | -45.27% |
Max Drawdown (10Y)Largest decline over 10 years | -70.70% | -33.92% | -36.78% |
Current DrawdownCurrent decline from peak | -69.66% | -3.21% | -66.45% |
Average DrawdownAverage peak-to-trough decline | -22.33% | -10.71% | -11.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.88% | 2.04% | +38.84% |
Volatility
CSGP vs. ^GSPC - Volatility Comparison
CoStar Group, Inc. (CSGP) has a higher volatility of 11.25% compared to S&P 500 Index (^GSPC) at 4.89%. 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.
Loading charts...
Volatility by Period
| CSGP | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.25% | 4.89% | +6.36% |
Volatility (6M)Calculated over the trailing 6-month period | 34.01% | 9.93% | +24.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.17% | 12.57% | +26.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.79% | 17.00% | +17.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.69% | 18.08% | +14.61% |
Frequently Asked Questions
CSGP and ^GSPC have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSGP has higher volatility (11.25%) compared to ^GSPC (4.89%). In terms of maximum drawdown, CSGP dropped -71.11% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.78 vs -1.59), 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.
Find the right allocation for CSGP and ^GSPC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer