SPGI vs. BLK
Compare and contrast key facts about S&P Global Inc. (SPGI) and BlackRock, Inc. (BLK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPGI or BLK.
Key characteristics
| SPGI | BLK | |
|---|---|---|
| YTD Return | -5.42% | -5.44% |
| 1Y Return | 18.00% | 18.32% |
| 3Y Return (Ann) | 3.58% | 0.12% |
| 5Y Return (Ann) | 14.56% | 12.65% |
| 10Y Return (Ann) | 20.13% | 12.61% |
| Sharpe Ratio | 1.15 | 1.00 |
| Daily Std Dev | 20.31% | 20.52% |
| Max Drawdown | -74.68% | -60.36% |
| Current Drawdown | -11.37% | -16.01% |
Fundamentals
| SPGI | BLK | |
|---|---|---|
| Market Cap | $133.16B | $113.49B |
| EPS | $8.94 | $39.36 |
| PE Ratio | 46.51 | 19.38 |
| PEG Ratio | 1.48 | 2.46 |
| Revenue (TTM) | $12.83B | $18.34B |
| Gross Profit (TTM) | $7.42B | $8.79B |
| EBITDA (TTM) | $6.01B | $7.03B |
Correlation
The correlation between SPGI and BLK is 0.42, 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.
Performance
SPGI vs. BLK - Performance Comparison
The year-to-date returns for both stocks are quite close, with SPGI having a -5.42% return and BLK slightly lower at -5.44%. Over the past 10 years, SPGI has outperformed BLK with an annualized return of 20.13%, while BLK has yielded a comparatively lower 12.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
SPGI vs. BLK - Dividend Comparison
SPGI's dividend yield for the trailing twelve months is around 0.87%, less than BLK's 2.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPGI S&P Global Inc. | 0.87% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
BLK BlackRock, Inc. | 2.63% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
Drawdowns
SPGI vs. BLK - Drawdown Comparison
The maximum SPGI drawdown since its inception was -74.68%, 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.
Volatility
SPGI vs. BLK - Volatility Comparison
The current volatility for S&P Global Inc. (SPGI) is 4.19%, while BlackRock, Inc. (BLK) has a volatility of 5.66%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities