EXPO vs. CSGP

Last updated Jun 24, 2026

EXPO (Exponent, Inc.) and CSGP (CoStar Group, Inc.) are both stocks. EXPO operates in Consulting Services (Industrials), while CSGP operates in Real Estate - Services (Real Estate). Over the past 10 years, EXPO returned 8.75%/yr vs 3.58%/yr for CSGP. At a 0.30 correlation, their price movements are largely independent.

Performance

EXPO vs. CSGP - Performance Comparison

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

Returns By Period

In the year-to-date period, EXPO achieves a -16.65% return, which is significantly higher than CSGP's -55.00% return. Over the past 10 years, EXPO has outperformed CSGP with an annualized return of 8.75%, while CSGP has yielded a comparatively lower 3.58% annualized return.

EXPO

• 1D: 2.65%
• 1M: -0.21%
• YTD: -16.65%
• 6M: -19.74%
• 1Y: -20.86%
• 3Y*: -14.01%
• 5Y*: -7.16%
• 10Y*: 8.75%

CSGP

• 1D: 3.56%
• 1M: -10.87%
• YTD: -55.00%
• 6M: -54.59%
• 1Y: -62.19%
• 3Y*: -29.61%
• 5Y*: -19.19%
• 10Y*: 3.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EXPO vs. CSGP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EXPO Exponent, Inc.	-16.65%	-20.81%	2.42%	-10.14%	-14.25%	30.67%	31.74%	37.51%	44.22%	19.46%
CSGP CoStar Group, Inc.	-55.00%	-6.08%	-18.08%	13.08%	-2.21%	-14.50%	54.48%	77.36%	13.60%	57.54%

Correlation

The correlation between EXPO and CSGP is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (10Y) Calculated over the trailing 10-year period	0.38
Correlation (All Time) Calculated using the full available price history since Jul 1, 1998	0.30

The correlation between EXPO and CSGP shifts across timeframes, from 0.26 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap EXPO : $2.87B CSGP : $12.53B
EPS EXPO : $2.14 CSGP : $0.06
PE Ratio EXPO : 26.82 CSGP : 501.68
PS Ratio EXPO : 6.69 CSGP : 3.72
PB Ratio EXPO : 8.50 CSGP : 1.58
Total Revenue (TTM) EXPO : $436.51M CSGP : $3.41B
Gross Profit (TTM) EXPO : $95.87M CSGP : $2.64B
EBITDA (TTM) EXPO : $153.50M CSGP : $284.20M

Return for Risk

EXPO vs. CSGP — Risk / Return Rank

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

EXPO

EXPO Risk / Return Rank: 13
EXPO Sharpe Ratio Rank: 13
EXPO Sortino Ratio Rank: 14
EXPO Omega Ratio Rank: 15
EXPO Calmar Ratio Rank: 18
EXPO Martin Ratio Rank: 6

CSGP

CSGP Risk / Return Rank: 3
CSGP Sharpe Ratio Rank: 0
CSGP Sortino Ratio Rank: 1
CSGP Omega Ratio Rank: 1
CSGP Calmar Ratio Rank: 7
CSGP Martin Ratio Rank: 6

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.

EXPO vs. CSGP - Risk-Adjusted Trends Comparison

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

	EXPO	CSGP	Difference
Sharpe ratio: Return per unit of total volatility	-0.67	-1.59	+0.92
Sortino ratio: Return per unit of downside risk	-0.89	-2.65	+1.76
Omega ratio: Gain probability vs. loss probability	0.90	0.65	+0.25
Calmar ratio: Return relative to maximum drawdown	-0.65	-0.89	+0.25
Martin ratio: Return relative to average drawdown	-1.51	-1.52	+0.01

EXPO vs. CSGP - Sharpe Ratio Comparison

The current EXPO Sharpe Ratio is -0.67, which is higher than the CSGP Sharpe Ratio of -1.59. The chart below compares the historical Sharpe Ratios of EXPO and CSGP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EXPO vs. CSGP - Drawdown Comparison

The maximum EXPO drawdown since its inception was -86.44%, which is greater than CSGP's maximum drawdown of -71.11%. Use the drawdown chart below to compare losses from any high point for EXPO and CSGP.

Drawdown Indicators

	EXPO	CSGP	Difference
Max Drawdown Largest peak-to-trough decline	-86.44%	-71.11%	-15.33%
Max Drawdown (1Y) Largest decline over 1 year	-32.45%	-69.82%	+37.37%
Max Drawdown (3Y) Largest decline over 3 years	-52.37%	-70.10%	+17.73%
Max Drawdown (5Y) Largest decline over 5 years	-54.79%	-70.70%	+15.91%
Max Drawdown (10Y) Largest decline over 10 years	-54.79%	-70.70%	+15.91%
Current Drawdown Current decline from peak	-51.44%	-69.66%	+18.22%
Average Drawdown Average peak-to-trough decline	-32.74%	-22.33%	-10.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.84%	40.88%	-27.04%

Volatility

EXPO vs. CSGP - Volatility Comparison

The current volatility for Exponent, Inc. (EXPO) is 8.71%, while CoStar Group, Inc. (CSGP) has a volatility of 11.25%. This indicates that EXPO experiences smaller price fluctuations and is considered to be less risky than CSGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EXPO	CSGP	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.71%	11.25%	-2.54%
Volatility (6M) Calculated over the trailing 6-month period	25.68%	34.01%	-8.33%
Volatility (1Y) Calculated over the trailing 1-year period	31.25%	39.17%	-7.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.04%	34.79%	-4.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.93%	32.69%	-3.76%

Dividends

EXPO vs. CSGP - Dividend Comparison

EXPO's dividend yield for the trailing twelve months is around 2.13%, while CSGP has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
EXPO Exponent, Inc.	2.13%	1.73%	1.26%	1.18%	0.97%	0.69%	0.84%	0.93%	1.03%	1.18%	1.19%	1.20%

Financials

Frequently Asked Questions

Can I hold both EXPO and CSGP in my portfolio?

EXPO and CSGP have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EXPO or CSGP?

CSGP has higher volatility (11.25%) compared to EXPO (8.71%). In terms of maximum drawdown, EXPO dropped -86.44% vs CSGP's -71.11%.

Which has better risk-adjusted returns?

EXPO currently has the higher Sharpe Ratio (-0.67 vs -1.59), 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.