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

Correlation

The correlation between OC and SPGI is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

OC vs. SPGI - Performance Comparison

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

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
12.45%
8.79%
OC
SPGI

Key characteristics

Sharpe Ratio

OC:

0.81

SPGI:

1.77

Sortino Ratio

OC:

1.25

SPGI:

2.49

Omega Ratio

OC:

1.15

SPGI:

1.32

Calmar Ratio

OC:

1.18

SPGI:

2.23

Martin Ratio

OC:

2.82

SPGI:

8.48

Ulcer Index

OC:

8.45%

SPGI:

3.39%

Daily Std Dev

OC:

29.31%

SPGI:

16.23%

Max Drawdown

OC:

-85.22%

SPGI:

-74.67%

Current Drawdown

OC:

-14.57%

SPGI:

-0.48%

Fundamentals

Market Cap

OC:

$15.39B

SPGI:

$166.93B

EPS

OC:

$11.87

SPGI:

$12.30

PE Ratio

OC:

15.11

SPGI:

43.88

PEG Ratio

OC:

0.82

SPGI:

1.58

Total Revenue (TTM)

OC:

$8.14B

SPGI:

$14.21B

Gross Profit (TTM)

OC:

$2.48B

SPGI:

$9.53B

EBITDA (TTM)

OC:

$1.90B

SPGI:

$6.84B

Returns By Period

In the year-to-date period, OC achieves a 5.74% return, which is significantly lower than SPGI's 8.36% return. Over the past 10 years, OC has underperformed SPGI with an annualized return of 17.87%, while SPGI has yielded a comparatively higher 19.08% annualized return.


OC

YTD

5.74%

1M

-1.81%

6M

11.13%

1Y

30.06%

5Y*

24.29%

10Y*

17.87%

SPGI

YTD

8.36%

1M

7.54%

6M

9.25%

1Y

28.41%

5Y*

12.65%

10Y*

19.08%

*Annualized

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Risk-Adjusted Performance

OC vs. SPGI — Risk-Adjusted Performance Rank

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

OC
The Risk-Adjusted Performance Rank of OC is 6969
Overall Rank
The Sharpe Ratio Rank of OC is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of OC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of OC is 6060
Omega Ratio Rank
The Calmar Ratio Rank of OC is 8181
Calmar Ratio Rank
The Martin Ratio Rank of OC is 7070
Martin Ratio Rank

SPGI
The Risk-Adjusted Performance Rank of SPGI is 8888
Overall Rank
The Sharpe Ratio Rank of SPGI is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of SPGI is 8585
Sortino Ratio Rank
The Omega Ratio Rank of SPGI is 8383
Omega Ratio Rank
The Calmar Ratio Rank of SPGI is 9191
Calmar Ratio Rank
The Martin Ratio Rank of SPGI is 8989
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.

OC vs. SPGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Owens Corning (OC) 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 OC, currently valued at 0.81, compared to the broader market-2.000.002.004.000.811.77
The chart of Sortino ratio for OC, currently valued at 1.25, compared to the broader market-6.00-4.00-2.000.002.004.006.001.252.49
The chart of Omega ratio for OC, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.32
The chart of Calmar ratio for OC, currently valued at 1.18, compared to the broader market0.002.004.006.001.182.23
The chart of Martin ratio for OC, currently valued at 2.82, compared to the broader market-10.000.0010.0020.0030.002.828.48
OC
SPGI

The current OC Sharpe Ratio is 0.81, which is lower than the SPGI Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of OC 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.81
1.77
OC
SPGI

Dividends

OC vs. SPGI - Dividend Comparison

OC's dividend yield for the trailing twelve months is around 1.39%, more than SPGI's 0.67% yield.


TTM20242023202220212020201920182017201620152014
OC
Owens Corning
1.39%1.41%1.40%1.64%1.15%1.27%1.35%1.43%0.88%1.44%1.45%1.79%
SPGI
S&P Global Inc.
0.67%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%

Drawdowns

OC vs. SPGI - Drawdown Comparison

The maximum OC drawdown since its inception was -85.22%, which is greater than SPGI's maximum drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for OC and SPGI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.57%
-0.48%
OC
SPGI

Volatility

OC vs. SPGI - Volatility Comparison

Owens Corning (OC) has a higher volatility of 6.95% compared to S&P Global Inc. (SPGI) at 6.43%. This indicates that OC'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.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
6.95%
6.43%
OC
SPGI

Financials

OC vs. SPGI - Financials Comparison

This section allows you to compare key financial metrics between Owens Corning 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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