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CSGP vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSGP vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CoStar Group, Inc. (CSGP) and iShares MSCI ACWI ETF (ACWI). 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 -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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSGP vs. ACWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSGP
CSGP Risk / Return Rank: 44
Overall Rank
CSGP Sharpe Ratio Rank: 11
Sharpe Ratio Rank
CSGP Sortino Ratio Rank: 11
Sortino Ratio Rank
CSGP Omega Ratio Rank: 11
Omega Ratio Rank
CSGP Calmar Ratio Rank: 99
Calmar Ratio Rank
CSGP Martin Ratio Rank: 66
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 7070
Overall Rank
ACWI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 7171
Sortino Ratio Rank
ACWI Omega Ratio Rank: 7171
Omega Ratio Rank
ACWI Calmar Ratio Rank: 6262
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


CSGPACWIDifference
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

CSGP vs. ACWI - Sharpe Ratio Comparison

The current CSGP Sharpe Ratio is -1.47, which is lower than the ACWI Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of CSGP and ACWI, 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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Sharpe Ratios by Period


CSGPACWIDifference

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


CSGPACWIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-66.25%

-0.53%

-65.72%

Average Drawdown

Average peak-to-trough decline

-22.25%

-8.61%

-13.64%

Ulcer Index

Depth 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


CSGPACWIDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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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