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SPGI vs. IPS.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SPGI vs. IPS.PA - Performance Comparison

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

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Different Trading Currencies

SPGI is traded in USD, while IPS.PA is traded in EUR. To make them comparable, the IPS.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPGI achieves a -8.87% return, which is significantly lower than IPS.PA's 10.01% return. Over the past 10 years, SPGI has outperformed IPS.PA with an annualized return of 16.05%, while IPS.PA has yielded a comparatively lower 6.82% annualized return.


SPGI

1D
-0.55%
1M
15.35%
6M
-12.84%
YTD
-8.87%
1Y
-8.85%
3Y*
4.69%
5Y*
3.46%
10Y*
16.05%
ALL TIME*
13.43%

IPS.PA

1D
2.07%
1M
1.98%
6M
15.61%
YTD
10.01%
1Y
-8.47%
3Y*
-4.62%
5Y*
3.03%
10Y*
6.82%
ALL TIME*
4.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPGI vs. IPS.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPGI
S&P Global Inc.
-8.87%5.71%13.94%32.79%-28.38%44.68%21.40%62.27%1.37%59.32%
IPS.PA
Ipsos SA
10.01%-11.78%-21.90%2.80%36.77%42.89%5.91%43.65%-34.26%20.55%

Correlation

The correlation between SPGI and IPS.PA 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

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2007

0.20

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Return for Risk

SPGI vs. IPS.PA — Risk / Return Rank

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

SPGI
SPGI Risk / Return Rank: 3232
Overall Rank
SPGI Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SPGI Sortino Ratio Rank: 2929
Sortino Ratio Rank
SPGI Omega Ratio Rank: 2929
Omega Ratio Rank
SPGI Calmar Ratio Rank: 3535
Calmar Ratio Rank
SPGI Martin Ratio Rank: 3636
Martin Ratio Rank

IPS.PA
IPS.PA Risk / Return Rank: 3636
Overall Rank
IPS.PA Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IPS.PA Sortino Ratio Rank: 3333
Sortino Ratio Rank
IPS.PA Omega Ratio Rank: 3333
Omega Ratio Rank
IPS.PA Calmar Ratio Rank: 3939
Calmar Ratio Rank
IPS.PA Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPGI vs. IPS.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) and Ipsos SA (IPS.PA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPGIIPS.PADifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

0.97

0.99

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.29

-0.27

-0.03

Martin ratioReturn relative to average drawdown

-0.51

-0.41

-0.10

SPGI vs. IPS.PA - Sharpe Ratio Comparison

The current SPGI Sharpe Ratio is -0.30, which is comparable to the IPS.PA Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of SPGI and IPS.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPGI vs. IPS.PA - Drawdown Comparison

The maximum SPGI drawdown since its inception was -74.67%, which is greater than IPS.PA's maximum drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for SPGI and IPS.PA.


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Drawdown Indicators


SPGIIPS.PADifference

Max Drawdown

Largest peak-to-trough decline

-74.67%

-56.77%

-17.90%

Max Drawdown (1Y)

Largest decline over 1 year

-30.48%

-31.45%

+0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-30.48%

-48.87%

+18.39%

Max Drawdown (5Y)

Largest decline over 5 years

-39.76%

-48.87%

+9.11%

Max Drawdown (10Y)

Largest decline over 10 years

-39.76%

-56.37%

+16.61%

Current Drawdown

Current decline from peak

-15.27%

-35.70%

+20.43%

Average Drawdown

Average peak-to-trough decline

-15.25%

-22.29%

+7.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.44%

20.50%

-3.06%

Volatility

SPGI vs. IPS.PA - Volatility Comparison

S&P Global Inc. (SPGI) has a higher volatility of 11.70% compared to Ipsos SA (IPS.PA) at 9.00%. This indicates that SPGI's price experiences larger fluctuations and is considered to be riskier than IPS.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPGIIPS.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

11.70%

9.00%

+2.70%

Volatility (6M)

Calculated over the trailing 6-month period

26.55%

30.10%

-3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

30.16%

35.01%

-4.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.06%

30.87%

-5.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.15%

32.11%

-5.96%

Dividends

SPGI vs. IPS.PA - Dividend Comparison

SPGI's dividend yield for the trailing twelve months is around 5.78%, more than IPS.PA's 5.47% yield.


PositionTTM20252024202320222021202020192018201720162015
IPS.PA
Ipsos SA
5.47%5.40%3.59%2.38%1.97%2.18%1.63%3.04%4.24%2.77%2.68%3.53%
SPGI
S&P Global Inc.
5.78%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. IPS.PA - Financials Comparison

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


Please note, different currencies. SPGI values in USD, IPS.PA values in EUR

Frequently Asked Questions


SPGI and IPS.PA 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.

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