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CSGP vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

CSGP vs. ^GSPC - Performance Comparison

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

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$37.98T$37.61T$41.48T
$258.97M$228.48M$248.71M

CSGP vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

CSGP
CSGP Risk / Return Rank: 22
Overall Rank
CSGP Sharpe Ratio Rank: 00
Sharpe Ratio Rank
CSGP Sortino Ratio Rank: 00
Sortino Ratio Rank
CSGP Omega Ratio Rank: 11
Omega Ratio Rank
CSGP Calmar Ratio Rank: 44
Calmar Ratio Rank
CSGP Martin Ratio Rank: 66
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6868
Overall Rank
^GSPC Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6363
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6666
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6565
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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^GSPCDifference
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

CSGP vs. ^GSPC - Sharpe Ratio Comparison

The current CSGP Sharpe Ratio is -1.68, which is lower than the ^GSPC Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of CSGP and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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^GSPCDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-71.17%

-1.58%

-69.59%

Average Drawdown

Average peak-to-trough decline

-22.51%

-10.70%

-11.81%

Ulcer Index

Depth 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^GSPCDifference

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.

Portfolio Optimizer

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