PortfoliosLab logoPortfoliosLab logo
SPGI vs. LNW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SPGI vs. LNW - Performance Comparison

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

Loading charts...

Returns By Period

Over the past 10 years, SPGI has underperformed LNW with an annualized return of 15.22%, while LNW has yielded a comparatively higher 24.15% annualized return.


SPGI

1D
-1.24%
1M
-2.71%
YTD
-20.74%
6M
-17.14%
1Y
-18.85%
3Y*
3.95%
5Y*
2.25%
10Y*
15.22%

LNW

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
1.54%
3Y*
11.21%
5Y*
3.22%
10Y*
24.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPGI vs. LNW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPGI
S&P Global Inc.
-20.74%5.71%13.94%32.79%-28.38%44.68%21.40%62.27%1.37%59.32%
LNW
Light & Wonder Inc
0.00%-0.19%5.20%40.12%-12.31%61.07%54.93%49.78%-65.15%266.43%

Correlation

The correlation between SPGI and LNW is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

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

0.31

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

0.31

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2001

0.33

Over the past year, the correlation between SPGI and LNW has dropped to 0.03 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

SPGI:

$122.70B

LNW:

$6.83B

EPS

SPGI:

$15.79

LNW:

$5.06

PE Ratio

SPGI:

26.11

LNW:

17.04

PEG Ratio

SPGI:

3.41

LNW:

0.07

PS Ratio

SPGI:

7.93

LNW:

2.17

PB Ratio

SPGI:

3.92

LNW:

21.96

Total Revenue (TTM)

SPGI:

$15.73B

LNW:

$3.33B

Gross Profit (TTM)

SPGI:

$8.15B

LNW:

$2.37B

EBITDA (TTM)

SPGI:

$7.83B

LNW:

$1.01B

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. LNW — Risk / Return Rank

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

SPGI
SPGI Risk / Return Rank: 1414
Overall Rank
SPGI Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SPGI Sortino Ratio Rank: 1414
Sortino Ratio Rank
SPGI Omega Ratio Rank: 1212
Omega Ratio Rank
SPGI Calmar Ratio Rank: 1818
Calmar Ratio Rank
SPGI Martin Ratio Rank: 1313
Martin Ratio Rank

LNW
LNW Risk / Return Rank: 4141
Overall Rank
LNW Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
LNW Sortino Ratio Rank: 3838
Sortino Ratio Rank
LNW Omega Ratio Rank: 4141
Omega Ratio Rank
LNW Calmar Ratio Rank: 4242
Calmar Ratio Rank
LNW Martin Ratio Rank: 4141
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. LNW - Risk-Adjusted Trends Comparison

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


SPGILNWDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

0.89

1.06

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.62

0.07

-0.69

Martin ratioReturn relative to average drawdown

-1.22

0.14

-1.35

SPGI vs. LNW - Sharpe Ratio Comparison

The current SPGI Sharpe Ratio is -0.69, which is lower than the LNW Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of SPGI and LNW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SPGILNWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.69

0.06

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.08

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.40

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.15

+0.30

Drawdowns

SPGI vs. LNW - Drawdown Comparison

The maximum SPGI drawdown since its inception was -74.67%, smaller than the maximum LNW drawdown of -96.51%. Use the drawdown chart below to compare losses from any high point for SPGI and LNW.


Loading charts...

Drawdown Indicators


SPGILNWDifference

Max Drawdown

Largest peak-to-trough decline

-74.67%

-96.51%

+21.84%

Max Drawdown (1Y)

Largest decline over 1 year

-30.48%

-29.37%

-1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-30.48%

-36.63%

+6.15%

Max Drawdown (5Y)

Largest decline over 5 years

-39.76%

-53.82%

+14.06%

Max Drawdown (10Y)

Largest decline over 10 years

-39.76%

-93.41%

+53.65%

Current Drawdown

Current decline from peak

-26.31%

-23.48%

-2.83%

Average Drawdown

Average peak-to-trough decline

-15.22%

-53.14%

+37.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.54%

19.60%

-4.06%

Volatility

SPGI vs. LNW - Volatility Comparison

S&P Global Inc. (SPGI) has a higher volatility of 7.74% compared to Light & Wonder Inc (LNW) at 0.00%. This indicates that SPGI's price experiences larger fluctuations and is considered to be riskier than LNW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPGILNWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.74%

0.00%

+7.74%

Volatility (6M)

Calculated over the trailing 6-month period

23.77%

16.77%

+7.00%

Volatility (1Y)

Calculated over the trailing 1-year period

27.24%

34.76%

-7.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.45%

42.49%

-18.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.01%

61.45%

-35.44%

Dividends

SPGI vs. LNW - Dividend Comparison

SPGI's dividend yield for the trailing twelve months is around 0.94%, while LNW has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LNW
Light & Wonder Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPGI
S&P Global Inc.
0.94%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. LNW - Financials Comparison

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


0.001.00B2.00B3.00B4.00B20222023202420252026
4.17B
790.00M
(SPGI) Total Revenue
(LNW) Total Revenue
Values in USD except per share items

SPGI vs. LNW - Profitability Comparison

The chart below illustrates the profitability comparison between S&P Global Inc. and Light & Wonder Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%2022202320242025202600
Portfolio components
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%.

LNW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Light & Wonder Inc reported a gross profit of 0.00 and revenue of 790.00M. Therefore, the gross margin over that period was 0.0%.

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%.

LNW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Light & Wonder Inc reported an operating income of 130.00M and revenue of 790.00M, resulting in an operating margin of 16.5%.

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%.

LNW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Light & Wonder Inc reported a net income of 52.00M and revenue of 790.00M, resulting in a net margin of 6.6%.


Frequently Asked Questions


SPGI and LNW have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPGI has higher volatility (7.74%) compared to LNW (0.00%). In terms of maximum drawdown, SPGI dropped -74.67% vs LNW's -96.51%.

LNW currently has the higher Sharpe Ratio (0.06 vs -0.69), 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.

Portfolio Optimizer

Find the right allocation for SPGI and LNW

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