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CSGP vs. NDAQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CSGP vs. NDAQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CoStar Group, Inc. (CSGP) and Nasdaq, Inc. (NDAQ). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JuneJulyAugustSeptemberOctoberNovember
3,609.01%
1,891.16%
CSGP
NDAQ

Returns By Period

In the year-to-date period, CSGP achieves a -18.47% return, which is significantly lower than NDAQ's 38.71% return. Over the past 10 years, CSGP has underperformed NDAQ with an annualized return of 15.73%, while NDAQ has yielded a comparatively higher 20.47% annualized return.


CSGP

YTD

-18.47%

1M

-10.09%

6M

-18.57%

1Y

-13.88%

5Y (annualized)

3.83%

10Y (annualized)

15.73%

NDAQ

YTD

38.71%

1M

6.47%

6M

28.66%

1Y

51.40%

5Y (annualized)

19.57%

10Y (annualized)

20.47%

Fundamentals


CSGPNDAQ
Market Cap$30.92B$45.79B
EPS$0.42$1.66
PE Ratio179.5547.99
PEG Ratio2.564.22
Total Revenue (TTM)$2.67B$7.02B
Gross Profit (TTM)$2.08B$4.02B
EBITDA (TTM)$161.52M$2.14B

Key characteristics


CSGPNDAQ
Sharpe Ratio-0.492.70
Sortino Ratio-0.553.71
Omega Ratio0.941.49
Calmar Ratio-0.472.28
Martin Ratio-0.8216.10
Ulcer Index16.25%3.18%
Daily Std Dev27.48%19.00%
Max Drawdown-71.10%-68.48%
Current Drawdown-28.56%-0.14%

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Correlation

-0.50.00.51.00.4

The correlation between CSGP and NDAQ is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

CSGP vs. NDAQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CoStar Group, Inc. (CSGP) and Nasdaq, Inc. (NDAQ). 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.


Sharpe ratio
The chart of Sharpe ratio for CSGP, currently valued at -0.49, compared to the broader market-4.00-2.000.002.004.00-0.492.70
The chart of Sortino ratio for CSGP, currently valued at -0.55, compared to the broader market-4.00-2.000.002.004.00-0.553.71
The chart of Omega ratio for CSGP, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.49
The chart of Calmar ratio for CSGP, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.472.28
The chart of Martin ratio for CSGP, currently valued at -0.82, compared to the broader market0.0010.0020.0030.00-0.8216.10
CSGP
NDAQ

The current CSGP Sharpe Ratio is -0.49, which is lower than the NDAQ Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of CSGP and NDAQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.49
2.70
CSGP
NDAQ

Dividends

CSGP vs. NDAQ - Dividend Comparison

CSGP has not paid dividends to shareholders, while NDAQ's dividend yield for the trailing twelve months is around 1.15%.


TTM20232022202120202019201820172016201520142013
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%
NDAQ
Nasdaq, Inc.
1.15%1.48%1.27%1.00%1.46%1.73%2.08%1.90%1.80%1.55%1.21%1.31%

Drawdowns

CSGP vs. NDAQ - Drawdown Comparison

The maximum CSGP drawdown since its inception was -71.10%, roughly equal to the maximum NDAQ drawdown of -68.48%. Use the drawdown chart below to compare losses from any high point for CSGP and NDAQ. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-28.56%
-0.14%
CSGP
NDAQ

Volatility

CSGP vs. NDAQ - Volatility Comparison

CoStar Group, Inc. (CSGP) has a higher volatility of 9.27% compared to Nasdaq, Inc. (NDAQ) at 5.41%. This indicates that CSGP's price experiences larger fluctuations and is considered to be riskier than NDAQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.27%
5.41%
CSGP
NDAQ

Financials

CSGP vs. NDAQ - Financials Comparison

This section allows you to compare key financial metrics between CoStar Group, Inc. and Nasdaq, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items