CSGP vs. ACWI
CSGP (CoStar Group, Inc.) is a stock, while ACWI (iShares MSCI ACWI ETF) is Global Equities fund tracking the MSCI All Country World Index. Over the past 10 years, CSGP returned 4.86%/yr vs 12.82%/yr for ACWI. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
CSGP vs. ACWI - Performance Comparison
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Returns By Period
In the year-to-date period, CSGP achieves a -49.94% return, which is significantly lower than ACWI's 12.47% return. Over the past 10 years, CSGP has underperformed ACWI with an annualized return of 4.86%, while ACWI has yielded a comparatively higher 12.82% annualized return.
CSGP
- 1D
- 0.78%
- 1M
- -3.55%
- YTD
- -49.94%
- 6M
- -50.64%
- 1Y
- -56.32%
- 3Y*
- -25.68%
- 5Y*
- -16.73%
- 10Y*
- 4.86%
ACWI
- 1D
- 0.30%
- 1M
- 4.45%
- YTD
- 12.47%
- 6M
- 13.07%
- 1Y
- 29.24%
- 3Y*
- 21.38%
- 5Y*
- 11.35%
- 10Y*
- 12.82%
CSGP vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSGP CoStar Group, Inc. | -49.94% | -6.08% | -18.08% | 13.08% | -2.21% | -14.50% | 54.48% | 77.36% | 13.60% | 57.54% |
ACWI iShares MSCI ACWI ETF | 12.47% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Correlation
The correlation between CSGP and ACWI is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2008 | 0.55 |
Over the past year, the correlation between CSGP and ACWI has dropped to 0.18 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
CSGP vs. ACWI — Risk / Return Rank
CSGP
ACWI
CSGP vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CoStar Group, Inc. (CSGP) and iShares MSCI ACWI ETF (ACWI). 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.
| CSGP | ACWI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.76 | ||
| Sortino ratioReturn per unit of downside risk | -5.46 | ||
| Omega ratioGain probability vs. loss probability | 0.69 | 1.42 | -0.73 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 3.02 | -3.86 |
| Martin ratioReturn relative to average drawdown | -1.48 | 13.55 | -15.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSGP | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.47 | 2.30 | -3.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.49 | 0.71 | -1.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.75 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.43 | -0.11 |
Drawdowns
CSGP vs. ACWI - Drawdown Comparison
The maximum CSGP drawdown since its inception was -71.11%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for CSGP and ACWI.
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Drawdown Indicators
| CSGP | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.11% | -56.00% | -15.11% |
Max Drawdown (1Y)Largest decline over 1 year | -67.11% | -9.73% | -57.38% |
Max Drawdown (3Y)Largest decline over 3 years | -67.41% | -16.55% | -50.86% |
Max Drawdown (5Y)Largest decline over 5 years | -68.07% | -26.42% | -41.65% |
Max Drawdown (10Y)Largest decline over 10 years | -68.07% | -33.53% | -34.54% |
Current DrawdownCurrent decline from peak | -66.25% | -0.53% | -65.72% |
Average DrawdownAverage peak-to-trough decline | -22.25% | -8.61% | -13.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.18% | 2.16% | +36.02% |
Volatility
CSGP vs. ACWI - Volatility Comparison
CoStar Group, Inc. (CSGP) has a higher volatility of 11.45% compared to iShares MSCI ACWI ETF (ACWI) at 3.83%. This indicates that CSGP's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSGP | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.45% | 3.83% | +7.62% |
Volatility (6M)Calculated over the trailing 6-month period | 33.89% | 10.30% | +23.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.59% | 12.79% | +25.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.65% | 16.05% | +18.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.60% | 17.11% | +15.49% |
Dividends
CSGP vs. ACWI - Dividend Comparison
CSGP has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.38% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
CSGP CoStar Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CSGP and ACWI have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSGP has higher volatility (11.45%) compared to ACWI (3.83%). In terms of maximum drawdown, CSGP dropped -71.11% vs ACWI's -56.00%.
ACWI currently has the higher Sharpe Ratio (2.30 vs -1.47), 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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