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CSGP vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CSGP and ^GSPC is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%JulyAugustSeptemberOctoberNovemberDecember
7,602.44%
411.26%
CSGP
^GSPC

Key characteristics

Sharpe Ratio

CSGP:

-0.68

^GSPC:

1.90

Sortino Ratio

CSGP:

-0.87

^GSPC:

2.54

Omega Ratio

CSGP:

0.90

^GSPC:

1.35

Calmar Ratio

CSGP:

-0.68

^GSPC:

2.81

Martin Ratio

CSGP:

-1.14

^GSPC:

12.39

Ulcer Index

CSGP:

17.39%

^GSPC:

1.93%

Daily Std Dev

CSGP:

29.24%

^GSPC:

12.58%

Max Drawdown

CSGP:

-71.10%

^GSPC:

-56.78%

Current Drawdown

CSGP:

-29.05%

^GSPC:

-3.58%

Returns By Period

In the year-to-date period, CSGP achieves a -19.02% return, which is significantly lower than ^GSPC's 23.11% return. Over the past 10 years, CSGP has outperformed ^GSPC with an annualized return of 14.38%, while ^GSPC has yielded a comparatively lower 11.01% annualized return.


CSGP

YTD

-19.02%

1M

-3.52%

6M

-2.69%

1Y

-19.60%

5Y*

3.22%

10Y*

14.38%

^GSPC

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

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Risk-Adjusted Performance

CSGP vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CoStar Group, Inc. (CSGP) and S&P 500 (^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.


Sharpe ratio
The chart of Sharpe ratio for CSGP, currently valued at -0.68, compared to the broader market-4.00-2.000.002.00-0.681.90
The chart of Sortino ratio for CSGP, currently valued at -0.87, compared to the broader market-4.00-2.000.002.004.00-0.872.54
The chart of Omega ratio for CSGP, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.35
The chart of Calmar ratio for CSGP, currently valued at -0.68, compared to the broader market0.002.004.006.00-0.682.81
The chart of Martin ratio for CSGP, currently valued at -1.14, compared to the broader market0.0010.0020.00-1.1412.39
CSGP
^GSPC

The current CSGP Sharpe Ratio is -0.68, which is lower than the ^GSPC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of CSGP and ^GSPC, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.68
1.90
CSGP
^GSPC

Drawdowns

CSGP vs. ^GSPC - Drawdown Comparison

The maximum CSGP drawdown since its inception was -71.10%, 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. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.05%
-3.58%
CSGP
^GSPC

Volatility

CSGP vs. ^GSPC - Volatility Comparison

CoStar Group, Inc. (CSGP) has a higher volatility of 11.24% compared to S&P 500 (^GSPC) at 3.64%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.24%
3.64%
CSGP
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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