SPGI vs. AIL.DE
SPGI (S&P Global Inc.) and AIL.DE (Air Liquide SA) are both stocks. SPGI operates in Financial Data & Stock Exchanges (Financial Services), while AIL.DE operates in Specialty Chemicals (Basic Materials). Over the past 10 years, SPGI returned 16.05%/yr vs 19.91%/yr for AIL.DE. At a 0.24 correlation, their price movements are largely independent.
Performance
SPGI vs. AIL.DE - Performance Comparison
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Different Trading Currencies
SPGI is traded in USD, while AIL.DE is traded in EUR. To make them comparable, the AIL.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPGI achieves a -8.87% return, which is significantly lower than AIL.DE's 32.89% return. Over the past 10 years, SPGI has underperformed AIL.DE with an annualized return of 16.05%, while AIL.DE has yielded a comparatively higher 19.91% annualized return.
SPGI
- 1D
- -0.55%
- 1M
- 15.35%
- 6M
- -12.84%
- YTD
- -8.87%
- 1Y
- -8.85%
- 3Y*
- 4.69%
- 5Y*
- 3.46%
- 10Y*
- 16.05%
- ALL TIME*
- 13.43%
AIL.DE
- 1D
- 0.51%
- 1M
- 7.60%
- 6M
- 37.25%
- YTD
- 32.89%
- 1Y
- 25.38%
- 3Y*
- 20.86%
- 5Y*
- 17.94%
- 10Y*
- 19.91%
- ALL TIME*
- 13.22%
SPGI vs. AIL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPGI S&P Global Inc. | -8.87% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
AIL.DE Air Liquide SA | 32.89% | 19.26% | 2.24% | 39.23% | 2.09% | 7.66% | 20.76% | 45.52% | -0.42% | 31.32% |
Correlation
The correlation between SPGI and AIL.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2007 | 0.24 |
The correlation between SPGI and AIL.DE shifts across timeframes, from 0.15 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SPGI vs. AIL.DE — Risk / Return Rank
SPGI
AIL.DE
SPGI vs. AIL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) and Air Liquide SA (AIL.DE). 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.
| SPGI | AIL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.23 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 1.61 | -1.90 |
| Martin ratioReturn relative to average drawdown | -0.51 | 3.44 | -3.95 |
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Drawdowns
SPGI vs. AIL.DE - Drawdown Comparison
The maximum SPGI drawdown since its inception was -74.67%, which is greater than AIL.DE's maximum drawdown of -51.79%. Use the drawdown chart below to compare losses from any high point for SPGI and AIL.DE.
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Drawdown Indicators
| SPGI | AIL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.67% | -51.79% | -22.88% |
Max Drawdown (1Y)Largest decline over 1 year | -30.48% | -15.69% | -14.79% |
Max Drawdown (3Y)Largest decline over 3 years | -30.48% | -18.90% | -11.58% |
Max Drawdown (5Y)Largest decline over 5 years | -39.76% | -29.64% | -10.12% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | -29.88% | -9.88% |
Current DrawdownCurrent decline from peak | -15.27% | -1.64% | -13.63% |
Average DrawdownAverage peak-to-trough decline | -15.25% | -10.10% | -5.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.44% | 7.36% | +10.08% |
Volatility
SPGI vs. AIL.DE - Volatility Comparison
S&P Global Inc. (SPGI) has a higher volatility of 11.70% compared to Air Liquide SA (AIL.DE) at 5.27%. This indicates that SPGI's price experiences larger fluctuations and is considered to be riskier than AIL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPGI | AIL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.70% | 5.27% | +6.43% |
Volatility (6M)Calculated over the trailing 6-month period | 26.55% | 19.02% | +7.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.16% | 22.49% | +7.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.06% | 23.45% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.15% | 29.35% | -3.20% |
Dividends
SPGI vs. AIL.DE - Dividend Comparison
SPGI's dividend yield for the trailing twelve months is around 5.78%, more than AIL.DE's 1.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIL.DE Air Liquide SA | 1.89% | 2.26% | 2.06% | 2.02% | 2.38% | 2.38% | 2.67% | 2.54% | 3.65% | 3.28% | 3.65% | 3.65% |
SPGI S&P Global Inc. | 5.78% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Financials
SPGI vs. AIL.DE - Financials Comparison
This section allows you to compare key financial metrics between S&P Global Inc. and Air Liquide SA. 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
Frequently Asked Questions
SPGI and AIL.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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