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LNW vs. SPGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LNW and SPGI is 0.34, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

LNW vs. SPGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Light & Wonder Inc (LNW) and S&P Global Inc. (SPGI). The values are adjusted to include any dividend payments, if applicable.

2,500.00%3,000.00%3,500.00%NovemberDecember2025FebruaryMarchApril
2,592.26%
2,394.95%
LNW
SPGI

Key characteristics

Sharpe Ratio

LNW:

-0.26

SPGI:

0.67

Sortino Ratio

LNW:

-0.07

SPGI:

1.02

Omega Ratio

LNW:

0.99

SPGI:

1.14

Calmar Ratio

LNW:

-0.35

SPGI:

0.73

Martin Ratio

LNW:

-0.78

SPGI:

2.86

Ulcer Index

LNW:

13.89%

SPGI:

4.95%

Daily Std Dev

LNW:

42.16%

SPGI:

21.08%

Max Drawdown

LNW:

-96.51%

SPGI:

-74.67%

Current Drawdown

LNW:

-29.04%

SPGI:

-14.72%

Fundamentals

Market Cap

LNW:

$6.75B

SPGI:

$142.29B

EPS

LNW:

$3.76

SPGI:

$12.36

PE Ratio

LNW:

21.27

SPGI:

37.45

PEG Ratio

LNW:

1.35

SPGI:

1.89

PS Ratio

LNW:

2.12

SPGI:

10.02

PB Ratio

LNW:

10.62

SPGI:

4.28

Total Revenue (TTM)

LNW:

$2.43B

SPGI:

$10.72B

Gross Profit (TTM)

LNW:

$1.95B

SPGI:

$7.15B

EBITDA (TTM)

LNW:

$818.00M

SPGI:

$5.10B

Returns By Period

In the year-to-date period, LNW achieves a -7.43% return, which is significantly lower than SPGI's -6.89% return. Over the past 10 years, LNW has outperformed SPGI with an annualized return of 20.71%, while SPGI has yielded a comparatively lower 17.35% annualized return.


LNW

YTD

-7.43%

1M

-23.48%

6M

-14.33%

1Y

-9.20%

5Y*

51.59%

10Y*

20.71%

SPGI

YTD

-6.89%

1M

-6.53%

6M

-11.48%

1Y

12.82%

5Y*

11.33%

10Y*

17.35%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LNW vs. SPGI — Risk-Adjusted Performance Rank

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

LNW
The Risk-Adjusted Performance Rank of LNW is 3737
Overall Rank
The Sharpe Ratio Rank of LNW is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of LNW is 3838
Sortino Ratio Rank
The Omega Ratio Rank of LNW is 3737
Omega Ratio Rank
The Calmar Ratio Rank of LNW is 3232
Calmar Ratio Rank
The Martin Ratio Rank of LNW is 3737
Martin Ratio Rank

SPGI
The Risk-Adjusted Performance Rank of SPGI is 7575
Overall Rank
The Sharpe Ratio Rank of SPGI is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SPGI is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SPGI is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SPGI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SPGI is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LNW vs. SPGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Light & Wonder Inc (LNW) 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.


Sharpe ratio
The chart of Sharpe ratio for LNW, currently valued at -0.26, compared to the broader market-2.00-1.000.001.002.003.00
LNW: -0.26
SPGI: 0.67
The chart of Sortino ratio for LNW, currently valued at -0.07, compared to the broader market-6.00-4.00-2.000.002.004.00
LNW: -0.07
SPGI: 1.02
The chart of Omega ratio for LNW, currently valued at 0.99, compared to the broader market0.501.001.502.00
LNW: 0.99
SPGI: 1.14
The chart of Calmar ratio for LNW, currently valued at -0.35, compared to the broader market0.001.002.003.004.00
LNW: -0.35
SPGI: 0.73
The chart of Martin ratio for LNW, currently valued at -0.78, compared to the broader market-5.000.005.0010.0015.0020.00
LNW: -0.78
SPGI: 2.86

The current LNW Sharpe Ratio is -0.26, which is lower than the SPGI Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of LNW and SPGI, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.26
0.67
LNW
SPGI

Dividends

LNW vs. SPGI - Dividend Comparison

LNW has not paid dividends to shareholders, while SPGI's dividend yield for the trailing twelve months is around 0.80%.


TTM20242023202220212020201920182017201620152014
LNW
Light & Wonder 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%
SPGI
S&P Global Inc.
0.80%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%

Drawdowns

LNW vs. SPGI - Drawdown Comparison

The maximum LNW drawdown since its inception was -96.51%, which is greater than SPGI's maximum drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for LNW and SPGI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.04%
-14.72%
LNW
SPGI

Volatility

LNW vs. SPGI - Volatility Comparison

Light & Wonder Inc (LNW) has a higher volatility of 20.47% compared to S&P Global Inc. (SPGI) at 13.54%. This indicates that LNW'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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.47%
13.54%
LNW
SPGI

Financials

LNW vs. SPGI - Financials Comparison

This section allows you to compare key financial metrics between Light & Wonder Inc 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.


Quarterly
Annual

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


Values in USD except per share items
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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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