SPGI vs. DB1.DE
SPGI (S&P Global Inc.) and DB1.DE (Deutsche Börse AG) are both stocks. Both operate in the Financial Data & Stock Exchanges industry within the Financial Services sector. Over the past 10 years, SPGI returned 15.58%/yr vs 14.66%/yr for DB1.DE. At a 0.28 correlation, their price movements are largely independent.
Performance
SPGI vs. DB1.DE - Performance Comparison
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Different Trading Currencies
SPGI is traded in USD, while DB1.DE is traded in EUR. To make them comparable, the DB1.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 -19.82% return, which is significantly lower than DB1.DE's 10.27% return. Over the past 10 years, SPGI has outperformed DB1.DE with an annualized return of 15.58%, while DB1.DE has yielded a comparatively lower 14.66% annualized return.
SPGI
- 1D
- -1.73%
- 1M
- -0.49%
- YTD
- -19.82%
- 6M
- -14.85%
- 1Y
- -19.02%
- 3Y*
- 3.63%
- 5Y*
- 2.49%
- 10Y*
- 15.58%
DB1.DE
- 1D
- 1.94%
- 1M
- 1.31%
- YTD
- 10.27%
- 6M
- 11.95%
- 1Y
- -10.88%
- 3Y*
- 19.79%
- 5Y*
- 13.78%
- 10Y*
- 14.66%
SPGI vs. DB1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPGI S&P Global Inc. | -19.82% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
DB1.DE Deutsche Börse AG | 10.27% | 15.19% | 14.85% | 21.76% | 5.74% | -0.53% | 11.18% | 33.71% | 5.57% | 48.34% |
Correlation
The correlation between SPGI and DB1.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since May 30, 2007 | 0.28 |
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Return for Risk
SPGI vs. DB1.DE — Risk / Return Rank
SPGI
DB1.DE
SPGI vs. DB1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) and Deutsche Börse AG (DB1.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.
| SPGI | DB1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.94 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | -0.36 | -0.26 |
| Martin ratioReturn relative to average drawdown | -1.21 | -0.62 | -0.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPGI | DB1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.70 | -0.45 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.62 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.62 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.25 | +0.20 |
Drawdowns
SPGI vs. DB1.DE - Drawdown Comparison
The maximum SPGI drawdown since its inception was -74.67%, smaller than the maximum DB1.DE drawdown of -80.24%. Use the drawdown chart below to compare losses from any high point for SPGI and DB1.DE.
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Drawdown Indicators
| SPGI | DB1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.67% | -80.24% | +5.57% |
Max Drawdown (1Y)Largest decline over 1 year | -30.48% | -27.68% | -2.80% |
Max Drawdown (3Y)Largest decline over 3 years | -30.48% | -28.19% | -2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -39.76% | -28.19% | -11.57% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | -37.32% | -2.44% |
Current DrawdownCurrent decline from peak | -25.45% | -11.84% | -13.61% |
Average DrawdownAverage peak-to-trough decline | -15.22% | -30.67% | +15.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.77% | 16.18% | -0.41% |
Volatility
SPGI vs. DB1.DE - Volatility Comparison
S&P Global Inc. (SPGI) has a higher volatility of 8.15% compared to Deutsche Börse AG (DB1.DE) at 7.57%. This indicates that SPGI's price experiences larger fluctuations and is considered to be riskier than DB1.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 | DB1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.15% | 7.57% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 23.85% | 17.43% | +6.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.42% | 22.47% | +4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.47% | 22.02% | +2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.03% | 23.33% | +2.70% |
Dividends
SPGI vs. DB1.DE - Dividend Comparison
SPGI's dividend yield for the trailing twelve months is around 0.93%, less than DB1.DE's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DB1.DE Deutsche Börse AG | 1.71% | 1.79% | 1.71% | 1.93% | 1.98% | 2.04% | 2.08% | 1.93% | 2.33% | 2.43% | 2.94% | 2.58% |
SPGI S&P Global Inc. | 0.93% | 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. DB1.DE - Financials Comparison
This section allows you to compare key financial metrics between S&P Global Inc. and Deutsche Börse AG. 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 DB1.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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