CSGP vs. ^GSPC

In the year-to-date period, CSGP achieves a 3.46% return, which is significantly higher than ^GSPC's 0.52% return. Over the past 10 years, CSGP has outperformed ^GSPC with an annualized return of 13.62%, while ^GSPC has yielded a comparatively lower 10.84% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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.

The current CSGP Sharpe Ratio is -0.24, which is lower than the ^GSPC Sharpe Ratio of 0.62. 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.

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.

CoStar Group, Inc. (CSGP) has a higher volatility of 12.88% compared to S&P 500 (^GSPC) at 4.76%. 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.