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

Correlation

The correlation between SPGI and BLK is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

SPGI vs. BLK - Performance Comparison

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

2,500.00%3,000.00%3,500.00%4,000.00%NovemberDecember2025FebruaryMarchApril
2,487.22%
3,649.14%
SPGI
BLK

Key characteristics

Sharpe Ratio

SPGI:

0.78

BLK:

0.82

Sortino Ratio

SPGI:

1.17

BLK:

1.26

Omega Ratio

SPGI:

1.16

BLK:

1.18

Calmar Ratio

SPGI:

0.88

BLK:

0.89

Martin Ratio

SPGI:

3.20

BLK:

3.08

Ulcer Index

SPGI:

5.32%

BLK:

6.86%

Daily Std Dev

SPGI:

21.76%

BLK:

25.85%

Max Drawdown

SPGI:

-74.67%

BLK:

-60.36%

Current Drawdown

SPGI:

-11.57%

BLK:

-15.14%

Fundamentals

Market Cap

SPGI:

$147.59B

BLK:

$142.04B

EPS

SPGI:

$12.37

BLK:

$41.15

PE Ratio

SPGI:

38.91

BLK:

22.27

PEG Ratio

SPGI:

1.97

BLK:

1.90

PS Ratio

SPGI:

10.39

BLK:

6.78

PB Ratio

SPGI:

4.45

BLK:

2.91

Total Revenue (TTM)

SPGI:

$10.72B

BLK:

$21.30B

Gross Profit (TTM)

SPGI:

$7.15B

BLK:

$14.60B

EBITDA (TTM)

SPGI:

$5.10B

BLK:

$8.00B

Returns By Period

In the year-to-date period, SPGI achieves a -3.45% return, which is significantly higher than BLK's -10.97% return. Over the past 10 years, SPGI has outperformed BLK with an annualized return of 17.54%, while BLK has yielded a comparatively lower 11.99% annualized return.


SPGI

YTD

-3.45%

1M

-5.47%

6M

-1.81%

1Y

16.39%

5Y*

12.04%

10Y*

17.54%

BLK

YTD

-10.97%

1M

-6.25%

6M

-5.84%

1Y

22.57%

5Y*

16.69%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

SPGI vs. BLK — Risk-Adjusted Performance Rank

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

SPGI
The Risk-Adjusted Performance Rank of SPGI is 7777
Overall Rank
The Sharpe Ratio Rank of SPGI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of SPGI is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SPGI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SPGI is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SPGI is 8080
Martin Ratio Rank

BLK
The Risk-Adjusted Performance Rank of BLK is 7878
Overall Rank
The Sharpe Ratio Rank of BLK is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of BLK is 7373
Sortino Ratio Rank
The Omega Ratio Rank of BLK is 7474
Omega Ratio Rank
The Calmar Ratio Rank of BLK is 8282
Calmar Ratio Rank
The Martin Ratio Rank of BLK is 8080
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.

SPGI vs. BLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) and BlackRock, Inc. (BLK). 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.


The chart of Sharpe ratio for SPGI, currently valued at 0.78, compared to the broader market-2.00-1.000.001.002.003.00
SPGI: 0.78
BLK: 0.82
The chart of Sortino ratio for SPGI, currently valued at 1.17, compared to the broader market-6.00-4.00-2.000.002.004.00
SPGI: 1.17
BLK: 1.26
The chart of Omega ratio for SPGI, currently valued at 1.16, compared to the broader market0.501.001.502.00
SPGI: 1.16
BLK: 1.18
The chart of Calmar ratio for SPGI, currently valued at 0.88, compared to the broader market0.001.002.003.004.005.00
SPGI: 0.88
BLK: 0.89
The chart of Martin ratio for SPGI, currently valued at 3.20, compared to the broader market-5.000.005.0010.0015.0020.00
SPGI: 3.20
BLK: 3.08

The current SPGI Sharpe Ratio is 0.78, which is comparable to the BLK Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of SPGI and BLK, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.78
0.82
SPGI
BLK

Dividends

SPGI vs. BLK - Dividend Comparison

SPGI's dividend yield for the trailing twelve months is around 0.77%, less than BLK's 2.26% yield.


TTM20242023202220212020201920182017201620152014
SPGI
S&P Global Inc.
0.77%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%
BLK
BlackRock, Inc.
2.26%1.99%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%

Drawdowns

SPGI vs. BLK - Drawdown Comparison

The maximum SPGI drawdown since its inception was -74.67%, which is greater than BLK's maximum drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for SPGI and BLK. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.57%
-15.14%
SPGI
BLK

Volatility

SPGI vs. BLK - Volatility Comparison

The current volatility for S&P Global Inc. (SPGI) is 14.46%, while BlackRock, Inc. (BLK) has a volatility of 17.23%. This indicates that SPGI experiences smaller price fluctuations and is considered to be less risky than BLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.46%
17.23%
SPGI
BLK

Financials

SPGI vs. BLK - Financials Comparison

This section allows you to compare key financial metrics between S&P Global Inc. and BlackRock, 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