SPGI vs. HD
SPGI (S&P Global Inc.) and HD (The Home Depot, Inc.) are both stocks. SPGI operates in Financial Data & Stock Exchanges (Financial Services), while HD operates in Home Improvement Retail (Consumer Cyclical). Over the past 10 years, SPGI returned 15.56%/yr vs 11.78%/yr for HD. At a 0.45 correlation, their price movements are largely independent.
Performance
SPGI vs. HD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPGI achieves a -18.40% return, which is significantly lower than HD's -8.40% return. Over the past 10 years, SPGI has outperformed HD with an annualized return of 15.56%, while HD has yielded a comparatively lower 11.78% annualized return.
SPGI
- 1D
- 1.03%
- 1M
- 0.44%
- YTD
- -18.40%
- 6M
- -14.46%
- 1Y
- -17.02%
- 3Y*
- 4.67%
- 5Y*
- 2.85%
- 10Y*
- 15.56%
HD
- 1D
- 0.27%
- 1M
- -3.08%
- YTD
- -8.40%
- 6M
- -11.11%
- 1Y
- -13.60%
- 3Y*
- 4.25%
- 5Y*
- 2.51%
- 10Y*
- 11.78%
SPGI vs. HD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPGI S&P Global Inc. | -18.40% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
HD The Home Depot, Inc. | -8.40% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 44.61% |
Correlation
The correlation between SPGI and HD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001 | 0.45 |
The correlation between SPGI and HD shifts across timeframes, from 0.26 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SPGI:
$126.31B
HD:
$309.54B
SPGI:
$15.79
HD:
$14.08
SPGI:
26.88
HD:
22.07
SPGI:
8.16
HD:
1.86
SPGI:
4.04
HD:
22.31
SPGI:
$15.73B
HD:
$166.59B
SPGI:
$8.15B
HD:
$55.19B
SPGI:
$7.83B
HD:
$23.12B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SPGI vs. HD — Risk / Return Rank
SPGI
HD
SPGI vs. HD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) and The Home Depot, Inc. (HD). 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 | HD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.92 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | -0.47 | -0.09 |
| Martin ratioReturn relative to average drawdown | -1.09 | -0.97 | -0.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SPGI | HD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.62 | -0.58 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.10 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.48 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.68 | -0.23 |
Drawdowns
SPGI vs. HD - Drawdown Comparison
The maximum SPGI drawdown since its inception was -74.67%, which is greater than HD's maximum drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for SPGI and HD.
Loading charts...
Drawdown Indicators
| SPGI | HD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.67% | -70.46% | -4.21% |
Max Drawdown (1Y)Largest decline over 1 year | -30.48% | -28.81% | -1.67% |
Max Drawdown (3Y)Largest decline over 3 years | -30.48% | -28.84% | -1.64% |
Max Drawdown (5Y)Largest decline over 5 years | -39.76% | -34.73% | -5.03% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | -37.99% | -1.77% |
Current DrawdownCurrent decline from peak | -24.13% | -25.11% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -15.22% | -20.60% | +5.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.69% | 13.99% | +1.70% |
Volatility
SPGI vs. HD - Volatility Comparison
S&P Global Inc. (SPGI) has a higher volatility of 8.06% compared to The Home Depot, Inc. (HD) at 6.57%. This indicates that SPGI's price experiences larger fluctuations and is considered to be riskier than HD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SPGI | HD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 6.57% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 23.80% | 17.64% | +6.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.33% | 23.42% | +3.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.45% | 24.04% | +0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.01% | 24.80% | +1.21% |
Dividends
SPGI vs. HD - Dividend Comparison
SPGI's dividend yield for the trailing twelve months is around 0.91%, less than HD's 2.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | 2.98% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
SPGI S&P Global Inc. | 0.91% | 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. HD - Financials Comparison
This section allows you to compare key financial metrics between S&P Global Inc. and The Home Depot, 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
SPGI vs. HD - Profitability Comparison
SPGI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a gross profit of 0.00 and revenue of 4.17B. Therefore, the gross margin over that period was 0.0%.
HD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Home Depot, Inc. reported a gross profit of 13.78B and revenue of 41.77B. Therefore, the gross margin over that period was 33.0%.
SPGI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported an operating income of 2.00B and revenue of 4.17B, resulting in an operating margin of 48.0%.
HD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Home Depot, Inc. reported an operating income of 4.98B and revenue of 41.77B, resulting in an operating margin of 11.9%.
SPGI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a net income of 1.40B and revenue of 4.17B, resulting in a net margin of 33.5%.
HD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Home Depot, Inc. reported a net income of 3.29B and revenue of 41.77B, resulting in a net margin of 7.9%.
Frequently Asked Questions
SPGI and HD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPGI has higher volatility (8.06%) compared to HD (6.57%). In terms of maximum drawdown, SPGI dropped -74.67% vs HD's -70.46%.
HD currently has the higher Sharpe Ratio (-0.58 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for SPGI and HD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer