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 3.53%/yr vs 13.32%/yr for ACWI. A 0.54 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 -57.41% return, which is significantly lower than ACWI's 10.05% return. Over the past 10 years, CSGP has underperformed ACWI with an annualized return of 3.53%, while ACWI has yielded a comparatively higher 13.32% annualized return.
CSGP
- 1D
- -3.92%
- 1M
- -11.93%
- YTD
- -57.41%
- 6M
- -57.18%
- 1Y
- -64.76%
- 3Y*
- -31.16%
- 5Y*
- -20.16%
- 10Y*
- 3.53%
ACWI
- 1D
- 0.30%
- 1M
- -1.35%
- YTD
- 10.05%
- 6M
- 9.11%
- 1Y
- 24.26%
- 3Y*
- 20.14%
- 5Y*
- 10.69%
- 10Y*
- 13.32%
CSGP vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSGP CoStar Group, Inc. | -57.41% | -6.08% | -18.08% | 13.08% | -2.21% | -14.50% | 54.48% | 77.36% | 13.60% | 57.54% |
ACWI iShares MSCI ACWI ETF | 10.05% | 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 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2008 | 0.54 |
Over the past year, the correlation between CSGP and ACWI has dropped to 0.12 - well below their long-term average of 0.54, 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.
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 | ACWI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.45 | ||
| Sortino ratioReturn per unit of downside risk | -5.31 | ||
| Omega ratioGain probability vs. loss probability | 0.63 | 1.33 | -0.70 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 2.50 | -3.43 |
| Martin ratioReturn relative to average drawdown | -1.57 | 10.83 | -12.40 |
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Drawdowns
CSGP vs. ACWI - Drawdown Comparison
The maximum CSGP drawdown since its inception was -71.29%, 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 | -71.29% | -56.00% | -15.29% |
Max Drawdown (1Y)Largest decline over 1 year | -70.42% | -9.73% | -60.69% |
Max Drawdown (3Y)Largest decline over 3 years | -70.69% | -16.55% | -54.14% |
Max Drawdown (5Y)Largest decline over 5 years | -71.29% | -26.42% | -44.87% |
Max Drawdown (10Y)Largest decline over 10 years | -71.29% | -33.53% | -37.76% |
Current DrawdownCurrent decline from peak | -71.29% | -2.67% | -68.62% |
Average DrawdownAverage peak-to-trough decline | -22.34% | -8.59% | -13.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.35% | 2.24% | +39.11% |
Volatility
CSGP vs. ACWI - Volatility Comparison
CoStar Group, Inc. (CSGP) has a higher volatility of 11.17% compared to iShares MSCI ACWI ETF (ACWI) at 5.44%. 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 | 11.17% | 5.44% | +5.73% |
Volatility (6M)Calculated over the trailing 6-month period | 34.05% | 11.34% | +22.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.31% | 13.56% | +25.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.83% | 16.19% | +18.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.71% | 17.07% | +15.64% |
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 1.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.45% | 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 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSGP has higher volatility (11.17%) compared to ACWI (5.44%). In terms of maximum drawdown, CSGP dropped -71.29% vs ACWI's -56.00%.
ACWI currently has the higher Sharpe Ratio (1.80 vs -1.65), 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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