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NDAQ vs. CSGP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

NDAQ vs. CSGP - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JuneJulyAugustSeptemberOctoberNovember
1,866.20%
3,609.01%
NDAQ
CSGP

Returns By Period

In the year-to-date period, NDAQ achieves a 36.97% return, which is significantly higher than CSGP's -18.47% return. Over the past 10 years, NDAQ has outperformed CSGP with an annualized return of 20.33%, while CSGP has yielded a comparatively lower 15.73% annualized return.


NDAQ

YTD

36.97%

1M

6.78%

6M

26.42%

1Y

49.33%

5Y (annualized)

19.72%

10Y (annualized)

20.33%

CSGP

YTD

-18.47%

1M

-10.09%

6M

-18.57%

1Y

-13.88%

5Y (annualized)

3.83%

10Y (annualized)

15.73%

Fundamentals


NDAQCSGP
Market Cap$45.79B$30.92B
EPS$1.66$0.42
PE Ratio47.99179.55
PEG Ratio4.222.56
Total Revenue (TTM)$7.02B$2.67B
Gross Profit (TTM)$4.02B$2.08B
EBITDA (TTM)$2.14B$161.52M

Key characteristics


NDAQCSGP
Sharpe Ratio2.64-0.49
Sortino Ratio3.63-0.55
Omega Ratio1.480.94
Calmar Ratio2.23-0.47
Martin Ratio15.69-0.82
Ulcer Index3.18%16.25%
Daily Std Dev18.94%27.48%
Max Drawdown-68.48%-71.10%
Current Drawdown-1.39%-28.56%

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Correlation

-0.50.00.51.00.4

The correlation between NDAQ and CSGP is 0.35, 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.

Risk-Adjusted Performance

NDAQ vs. CSGP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nasdaq, Inc. (NDAQ) 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.


Sharpe ratio
The chart of Sharpe ratio for NDAQ, currently valued at 2.64, compared to the broader market-4.00-2.000.002.002.64-0.49
The chart of Sortino ratio for NDAQ, currently valued at 3.63, compared to the broader market-4.00-2.000.002.004.003.63-0.55
The chart of Omega ratio for NDAQ, currently valued at 1.48, compared to the broader market0.501.001.502.001.480.94
The chart of Calmar ratio for NDAQ, currently valued at 2.23, compared to the broader market0.002.004.006.002.23-0.47
The chart of Martin ratio for NDAQ, currently valued at 15.69, compared to the broader market0.0010.0020.0030.0015.69-0.82
NDAQ
CSGP

The current NDAQ Sharpe Ratio is 2.64, which is higher than the CSGP Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of NDAQ and CSGP, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.64
-0.49
NDAQ
CSGP

Dividends

NDAQ vs. CSGP - Dividend Comparison

NDAQ's dividend yield for the trailing twelve months is around 1.17%, while CSGP has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
NDAQ
Nasdaq, Inc.
1.17%1.48%1.27%1.00%1.46%1.73%2.08%1.90%1.80%1.55%1.21%1.31%
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%

Drawdowns

NDAQ vs. CSGP - Drawdown Comparison

The maximum NDAQ drawdown since its inception was -68.48%, roughly equal to the maximum CSGP drawdown of -71.10%. Use the drawdown chart below to compare losses from any high point for NDAQ and CSGP. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.39%
-28.56%
NDAQ
CSGP

Volatility

NDAQ vs. CSGP - Volatility Comparison

The current volatility for Nasdaq, Inc. (NDAQ) is 5.37%, while CoStar Group, Inc. (CSGP) has a volatility of 9.41%. This indicates that NDAQ 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.37%
9.41%
NDAQ
CSGP

Financials

NDAQ vs. CSGP - Financials Comparison

This section allows you to compare key financial metrics between Nasdaq, Inc. and CoStar Group, 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