PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPGI vs. GOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SPGI and GOOG is 0.49, 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.


-0.50.00.51.00.5

Performance

SPGI vs. GOOG - Performance Comparison

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

-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
9.15%
11.91%
SPGI
GOOG

Key characteristics

Sharpe Ratio

SPGI:

1.78

GOOG:

1.08

Sortino Ratio

SPGI:

2.50

GOOG:

1.58

Omega Ratio

SPGI:

1.32

GOOG:

1.21

Calmar Ratio

SPGI:

2.23

GOOG:

1.37

Martin Ratio

SPGI:

8.52

GOOG:

3.46

Ulcer Index

SPGI:

3.39%

GOOG:

8.81%

Daily Std Dev

SPGI:

16.23%

GOOG:

28.28%

Max Drawdown

SPGI:

-74.67%

GOOG:

-44.60%

Current Drawdown

SPGI:

-0.20%

GOOG:

-9.91%

Fundamentals

Market Cap

SPGI:

$167.04B

GOOG:

$2.27T

EPS

SPGI:

$12.37

GOOG:

$8.05

PE Ratio

SPGI:

43.87

GOOG:

23.25

PEG Ratio

SPGI:

1.57

GOOG:

1.34

Total Revenue (TTM)

SPGI:

$14.21B

GOOG:

$349.92B

Gross Profit (TTM)

SPGI:

$9.53B

GOOG:

$203.85B

EBITDA (TTM)

SPGI:

$6.84B

GOOG:

$126.93B

Returns By Period

In the year-to-date period, SPGI achieves a 8.97% return, which is significantly higher than GOOG's -1.74% return. Over the past 10 years, SPGI has underperformed GOOG with an annualized return of 19.13%, while GOOG has yielded a comparatively higher 21.54% annualized return.


SPGI

YTD

8.97%

1M

8.14%

6M

9.15%

1Y

28.38%

5Y*

14.13%

10Y*

19.13%

GOOG

YTD

-1.74%

1M

-5.27%

6M

11.91%

1Y

32.07%

5Y*

20.50%

10Y*

21.54%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SPGI vs. GOOG — 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 8888
Overall Rank
The Sharpe Ratio Rank of SPGI is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of SPGI is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SPGI is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SPGI is 9191
Calmar Ratio Rank
The Martin Ratio Rank of SPGI is 8989
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 7676
Overall Rank
The Sharpe Ratio Rank of GOOG is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 7272
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 7070
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 8484
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 7474
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. GOOG - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for SPGI, currently valued at 1.78, compared to the broader market-2.000.002.001.781.08
The chart of Sortino ratio for SPGI, currently valued at 2.50, compared to the broader market-4.00-2.000.002.004.006.002.501.58
The chart of Omega ratio for SPGI, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.21
The chart of Calmar ratio for SPGI, currently valued at 2.23, compared to the broader market0.002.004.006.002.231.37
The chart of Martin ratio for SPGI, currently valued at 8.52, compared to the broader market0.0010.0020.0030.008.523.46
SPGI
GOOG

The current SPGI Sharpe Ratio is 1.78, which is higher than the GOOG Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of SPGI and GOOG, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.78
1.08
SPGI
GOOG

Dividends

SPGI vs. GOOG - Dividend Comparison

SPGI's dividend yield for the trailing twelve months is around 0.67%, more than GOOG's 0.32% yield.


TTM20242023202220212020201920182017201620152014
SPGI
S&P Global Inc.
0.67%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%
GOOG
Alphabet Inc.
0.32%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPGI vs. GOOG - Drawdown Comparison

The maximum SPGI drawdown since its inception was -74.67%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for SPGI and GOOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.20%
-9.91%
SPGI
GOOG

Volatility

SPGI vs. GOOG - Volatility Comparison

The current volatility for S&P Global Inc. (SPGI) is 6.23%, while Alphabet Inc. (GOOG) has a volatility of 10.51%. This indicates that SPGI experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
6.23%
10.51%
SPGI
GOOG

Financials

SPGI vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between S&P Global Inc. and Alphabet 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab