PG vs. SPGI
PG (The Procter & Gamble Company) and SPGI (S&P Global Inc.) are both stocks. PG operates in Household & Personal Products (Consumer Defensive), while SPGI operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, PG returned 8.96%/yr vs 15.70%/yr for SPGI. At a 0.35 correlation, their price movements are largely independent.
Performance
PG vs. SPGI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PG achieves a 5.93% return, which is significantly higher than SPGI's -19.47% return. Over the past 10 years, PG has underperformed SPGI with an annualized return of 8.96%, while SPGI has yielded a comparatively higher 15.70% annualized return.
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
SPGI
- 1D
- 1.35%
- 1M
- 3.28%
- YTD
- -19.47%
- 6M
- -16.00%
- 1Y
- -16.50%
- 3Y*
- 3.19%
- 5Y*
- 2.16%
- 10Y*
- 15.70%
PG vs. SPGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
SPGI S&P Global Inc. | -19.47% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
Correlation
The correlation between PG and SPGI is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.35 |
Over the past year, the correlation between PG and SPGI has dropped to 0.12 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
Fundamentals
PG:
$361.53B
SPGI:
$124.67B
PG:
$5.23
SPGI:
$15.79
PG:
28.63
SPGI:
26.53
PG:
7.00
SPGI:
3.47
PG:
4.20
SPGI:
8.06
PG:
6.70
SPGI:
3.98
PG:
$86.72B
SPGI:
$15.73B
PG:
$43.64B
SPGI:
$8.15B
PG:
$22.63B
SPGI:
$7.83B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PG vs. SPGI — Risk / Return Rank
PG
SPGI
PG vs. SPGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
| PG | SPGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.91 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.54 | +0.18 |
| Martin ratioReturn relative to average drawdown | -0.68 | -1.03 | +0.35 |
Loading charts...
Drawdowns
PG vs. SPGI - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, smaller than the maximum SPGI drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for PG and SPGI.
Loading charts...
Drawdown Indicators
| PG | SPGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -74.67% | +20.42% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -30.48% | +14.96% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -30.48% | +9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -39.76% | +15.99% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -39.76% | +15.99% |
Current DrawdownCurrent decline from peak | -13.29% | -25.12% | +11.83% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -15.23% | +3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 16.07% | -7.27% |
Volatility
PG vs. SPGI - Volatility Comparison
The current volatility for The Procter & Gamble Company (PG) is 6.99%, while S&P Global Inc. (SPGI) has a volatility of 7.62%. This indicates that PG experiences smaller price fluctuations and is considered to be less risky than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PG | SPGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 7.62% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 24.13% | -9.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 27.63% | -8.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 24.51% | -6.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 26.03% | -6.98% |
Dividends
PG vs. SPGI - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.85%, more than SPGI's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
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
PG vs. SPGI - Financials Comparison
This section allows you to compare key financial metrics between The Procter & Gamble Company 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
PG vs. SPGI - Profitability Comparison
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.
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%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.
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%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.
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
PG and SPGI have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPGI has higher volatility (7.62%) compared to PG (6.99%). In terms of maximum drawdown, PG dropped -54.25% vs SPGI's -74.67%.
PG currently has the higher Sharpe Ratio (-0.30 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.
Find the right allocation for PG and SPGI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer