IR vs. SPGI
IR (Ingersoll-Rand Plc) and SPGI (S&P Global Inc.) are both stocks. IR operates in Specialty Industrial Machinery (Industrials), while SPGI operates in Financial Data & Stock Exchanges (Financial Services). Over the past 5 years, IR returned 9.19%/yr vs 2.16%/yr for SPGI. At a 0.39 correlation, their price movements are largely independent.
Performance
IR vs. SPGI - Performance Comparison
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Returns By Period
In the year-to-date period, IR achieves a -6.54% return, which is significantly higher than SPGI's -19.47% return.
IR
- 1D
- 1.09%
- 1M
- 5.19%
- YTD
- -6.54%
- 6M
- -9.45%
- 1Y
- -7.98%
- 3Y*
- 5.01%
- 5Y*
- 9.19%
- 10Y*
- —
SPGI
- 1D
- 1.35%
- 1M
- 4.15%
- YTD
- -19.47%
- 6M
- -16.00%
- 1Y
- -15.77%
- 3Y*
- 3.19%
- 5Y*
- 2.16%
- 10Y*
- 15.70%
IR vs. SPGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IR Ingersoll-Rand Plc | -6.54% | -12.34% | 17.06% | 48.21% | -15.41% | 35.85% | 24.21% | 92.80% | -39.73% | 59.67% |
SPGI S&P Global Inc. | -19.47% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 24.36% |
Correlation
The correlation between IR and SPGI is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since May 12, 2017 | 0.39 |
The correlation between IR and SPGI shifts across timeframes, from 0.22 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
IR:
$1.96
SPGI:
$15.79
IR:
37.72
SPGI:
26.53
IR:
8.97
SPGI:
3.47
IR:
2.85
SPGI:
8.06
IR:
$7.78B
SPGI:
$15.73B
IR:
$2.98B
SPGI:
$8.15B
IR:
$1.55B
SPGI:
$7.83B
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Return for Risk
IR vs. SPGI — Risk / Return Rank
IR
SPGI
IR vs. SPGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ingersoll-Rand Plc (IR) and S&P Global Inc. (SPGI). 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.
| IR | SPGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.91 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | -0.54 | +0.21 |
| Martin ratioReturn relative to average drawdown | -0.76 | -1.03 | +0.27 |
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Drawdowns
IR vs. SPGI - Drawdown Comparison
The maximum IR drawdown since its inception was -50.27%, smaller than the maximum SPGI drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for IR and SPGI.
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Drawdown Indicators
| IR | SPGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.27% | -74.67% | +24.40% |
Max Drawdown (1Y)Largest decline over 1 year | -30.56% | -30.48% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -36.62% | -30.48% | -6.14% |
Max Drawdown (5Y)Largest decline over 5 years | -36.62% | -39.76% | +3.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.76% | — |
Current DrawdownCurrent decline from peak | -29.65% | -25.12% | -4.53% |
Average DrawdownAverage peak-to-trough decline | -12.83% | -15.23% | +2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.51% | 16.07% | -2.56% |
Volatility
IR vs. SPGI - Volatility Comparison
Ingersoll-Rand Plc (IR) has a higher volatility of 9.29% compared to S&P Global Inc. (SPGI) at 7.62%. This indicates that IR's price experiences larger fluctuations and is considered to be riskier than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IR | SPGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.29% | 7.62% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 25.60% | 24.13% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.43% | 27.63% | +5.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.08% | 24.51% | +5.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.36% | 26.03% | +8.33% |
Dividends
IR vs. SPGI - Dividend Comparison
IR's dividend yield for the trailing twelve months is around 0.11%, less than SPGI's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IR Ingersoll-Rand Plc | 0.11% | 0.10% | 0.09% | 0.10% | 0.15% | 0.03% | 0.00% | 5.78% | 0.00% | 0.00% | 0.00% | 0.00% |
SPGI S&P Global Inc. | 0.92% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Financials
IR vs. SPGI - Financials Comparison
This section allows you to compare key financial metrics between Ingersoll-Rand Plc and S&P Global 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.
Total Revenue: Total amount of money received from sales and other business activities
IR vs. SPGI - Profitability Comparison
IR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ingersoll-Rand Plc reported a gross profit of 792.40M and revenue of 1.85B. Therefore, the gross margin over that period was 42.9%.
SPGI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a gross profit of 0.00 and revenue of 4.17B. Therefore, the gross margin over that period was 0.0%.
IR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ingersoll-Rand Plc reported an operating income of 289.70M and revenue of 1.85B, resulting in an operating margin of 15.7%.
SPGI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported an operating income of 2.00B and revenue of 4.17B, resulting in an operating margin of 48.0%.
IR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ingersoll-Rand Plc reported a net income of 192.10M and revenue of 1.85B, resulting in a net margin of 10.4%.
SPGI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a net income of 1.40B and revenue of 4.17B, resulting in a net margin of 33.5%.
Frequently Asked Questions
IR and SPGI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IR has higher volatility (9.29%) compared to SPGI (7.62%). In terms of maximum drawdown, IR dropped -50.27% vs SPGI's -74.67%.
IR currently has the higher Sharpe Ratio (-0.31 vs -0.60), 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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