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PNGAY vs. SPGI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

PNGAY vs. SPGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ping An Insurance Company of China (PNGAY) and S&P Global Inc. (SPGI). The values are adjusted to include any dividend payments, if applicable.

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PNGAY vs. SPGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PNGAY
Ping An Insurance Company of China
-7.64%52.29%38.53%-27.60%-2.17%-39.34%5.51%39.67%-15.03%113.23%
SPGI
S&P Global Inc.
-18.42%5.71%13.94%32.79%-28.38%44.68%21.40%62.27%1.37%59.32%

Fundamentals

Market Cap

PNGAY:

$140.32B

SPGI:

$128.50B

EPS

PNGAY:

$14.91

SPGI:

$14.70

PE Ratio

PNGAY:

1.04

SPGI:

28.94

PEG Ratio

PNGAY:

0.13

SPGI:

3.78

PS Ratio

PNGAY:

0.14

SPGI:

8.44

PB Ratio

PNGAY:

0.14

SPGI:

4.11

Total Revenue (TTM)

PNGAY:

$1.00T

SPGI:

$15.34B

Gross Profit (TTM)

PNGAY:

$999.77B

SPGI:

$11.65B

EBITDA (TTM)

PNGAY:

$122.48B

SPGI:

$7.39B

Returns By Period

In the year-to-date period, PNGAY achieves a -7.64% return, which is significantly higher than SPGI's -18.42% return. Over the past 10 years, PNGAY has underperformed SPGI with an annualized return of 9.42%, while SPGI has yielded a comparatively higher 16.74% annualized return.


PNGAY

1D
3.87%
1M
-10.47%
YTD
-7.64%
6M
13.87%
1Y
36.78%
3Y*
12.78%
5Y*
-3.28%
10Y*
9.42%

SPGI

1D
1.86%
1M
-3.74%
YTD
-18.42%
6M
-12.23%
1Y
-15.63%
3Y*
8.13%
5Y*
4.10%
10Y*
16.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PNGAY vs. SPGI — Risk / Return Rank

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

PNGAY
PNGAY Risk / Return Rank: 7575
Overall Rank
PNGAY Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
PNGAY Sortino Ratio Rank: 7474
Sortino Ratio Rank
PNGAY Omega Ratio Rank: 7474
Omega Ratio Rank
PNGAY Calmar Ratio Rank: 7171
Calmar Ratio Rank
PNGAY Martin Ratio Rank: 7979
Martin Ratio Rank

SPGI
SPGI Risk / Return Rank: 2020
Overall Rank
SPGI Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SPGI Sortino Ratio Rank: 1919
Sortino Ratio Rank
SPGI Omega Ratio Rank: 1818
Omega Ratio Rank
SPGI Calmar Ratio Rank: 2727
Calmar Ratio Rank
SPGI Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PNGAY vs. SPGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ping An Insurance Company of China (PNGAY) 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.


PNGAYSPGIDifference

Sharpe ratio

Return per unit of total volatility

1.23

-0.53

+1.77

Sortino ratio

Return per unit of downside risk

1.80

-0.53

+2.33

Omega ratio

Gain probability vs. loss probability

1.24

0.92

+0.32

Calmar ratio

Return relative to maximum drawdown

1.52

-0.48

+2.00

Martin ratio

Return relative to average drawdown

5.67

-1.21

+6.88

PNGAY vs. SPGI - Sharpe Ratio Comparison

The current PNGAY Sharpe Ratio is 1.23, which is higher than the SPGI Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of PNGAY 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.


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Sharpe Ratios by Period


PNGAYSPGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

-0.53

+1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.17

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.65

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.45

-0.44

Correlation

The correlation between PNGAY and SPGI is 0.26, 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.


Dividends

PNGAY vs. SPGI - Dividend Comparison

PNGAY's dividend yield for the trailing twelve months is around 4.58%, more than SPGI's 0.91% yield.


TTM20252024202320222021202020192018201720162015
PNGAY
Ping An Insurance Company of China
4.58%4.23%5.81%7.66%5.81%4.47%2.05%1.88%2.35%1.17%3.03%1.99%
SPGI
S&P Global Inc.
0.91%0.73%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%

Drawdowns

PNGAY vs. SPGI - Drawdown Comparison

The maximum PNGAY drawdown since its inception was -91.80%, which is greater than SPGI's maximum drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for PNGAY and SPGI.


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Drawdown Indicators


PNGAYSPGIDifference

Max Drawdown

Largest peak-to-trough decline

-91.80%

-74.67%

-17.13%

Max Drawdown (1Y)

Largest decline over 1 year

-23.83%

-30.48%

+6.65%

Max Drawdown (5Y)

Largest decline over 5 years

-63.87%

-39.76%

-24.11%

Max Drawdown (10Y)

Largest decline over 10 years

-66.83%

-39.76%

-27.07%

Current Drawdown

Current decline from peak

-26.27%

-24.15%

-2.12%

Average Drawdown

Average peak-to-trough decline

-43.00%

-15.16%

-27.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.39%

12.10%

-5.71%

Volatility

PNGAY vs. SPGI - Volatility Comparison

Ping An Insurance Company of China (PNGAY) has a higher volatility of 11.03% compared to S&P Global Inc. (SPGI) at 7.59%. This indicates that PNGAY'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


PNGAYSPGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.03%

7.59%

+3.44%

Volatility (6M)

Calculated over the trailing 6-month period

20.49%

23.19%

-2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

29.98%

29.43%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.81%

24.30%

+16.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.77%

25.92%

+8.85%

Financials

PNGAY vs. SPGI - Financials Comparison

This section allows you to compare key financial metrics between Ping An Insurance Company of China 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


0.00100.00B200.00B300.00B400.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
234.96B
3.92B
(PNGAY) Total Revenue
(SPGI) Total Revenue
Values in USD except per share items

PNGAY vs. SPGI - Profitability Comparison

The chart below illustrates the profitability comparison between Ping An Insurance Company of China and S&P Global Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
100.0%
100.0%
Portfolio components
PNGAY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Ping An Insurance Company of China reported a gross profit of 234.96B and revenue of 234.96B. Therefore, the gross margin over that period was 100.0%.

SPGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, S&P Global Inc. reported a gross profit of 3.92B and revenue of 3.92B. Therefore, the gross margin over that period was 100.0%.

PNGAY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Ping An Insurance Company of China reported an operating income of 4.50B and revenue of 234.96B, resulting in an operating margin of 1.9%.

SPGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, S&P Global Inc. reported an operating income of 1.67B and revenue of 3.92B, resulting in an operating margin of 42.8%.

PNGAY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Ping An Insurance Company of China reported a net income of 1.90B and revenue of 234.96B, resulting in a net margin of 0.8%.

SPGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, S&P Global Inc. reported a net income of 1.13B and revenue of 3.92B, resulting in a net margin of 29.0%.