SPGI vs. MCO
Compare and contrast key facts about S&P Global Inc. (SPGI) and Moody's Corporation (MCO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPGI or MCO.
Performance
SPGI vs. MCO - Performance Comparison
Returns By Period
In the year-to-date period, SPGI achieves a 14.94% return, which is significantly lower than MCO's 21.94% return. Over the past 10 years, SPGI has outperformed MCO with an annualized return of 19.74%, while MCO has yielded a comparatively lower 17.85% annualized return.
SPGI
14.94%
-4.86%
14.35%
25.61%
14.88%
19.74%
MCO
21.94%
-3.41%
14.56%
34.98%
17.58%
17.85%
Fundamentals
SPGI | MCO | |
---|---|---|
Market Cap | $156.23B | $86.17B |
EPS | $11.33 | $10.94 |
PE Ratio | 44.44 | 43.46 |
PEG Ratio | 1.50 | 2.50 |
Total Revenue (TTM) | $13.77B | $6.90B |
Gross Profit (TTM) | $9.17B | $4.08B |
EBITDA (TTM) | $6.39B | $3.33B |
Key characteristics
SPGI | MCO | |
---|---|---|
Sharpe Ratio | 1.65 | 1.86 |
Sortino Ratio | 2.13 | 2.23 |
Omega Ratio | 1.29 | 1.34 |
Calmar Ratio | 1.84 | 3.15 |
Martin Ratio | 5.47 | 9.89 |
Ulcer Index | 4.79% | 3.65% |
Daily Std Dev | 15.90% | 19.44% |
Max Drawdown | -74.68% | -78.72% |
Current Drawdown | -4.86% | -4.32% |
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Correlation
The correlation between SPGI and MCO is 0.65, 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.
Risk-Adjusted Performance
SPGI vs. MCO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) and Moody's Corporation (MCO). 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.
Dividends
SPGI vs. MCO - Dividend Comparison
SPGI's dividend yield for the trailing twelve months is around 0.72%, more than MCO's 0.70% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
S&P Global Inc. | 0.72% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
Moody's Corporation | 0.70% | 0.79% | 1.00% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% | 1.17% | 1.15% |
Drawdowns
SPGI vs. MCO - Drawdown Comparison
The maximum SPGI drawdown since its inception was -74.68%, smaller than the maximum MCO drawdown of -78.72%. Use the drawdown chart below to compare losses from any high point for SPGI and MCO. For additional features, visit the drawdowns tool.
Volatility
SPGI vs. MCO - Volatility Comparison
S&P Global Inc. (SPGI) and Moody's Corporation (MCO) have volatilities of 5.53% and 5.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SPGI vs. MCO - Financials Comparison
This section allows you to compare key financial metrics between S&P Global Inc. and Moody's Corporation. 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