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SPGI vs. MCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SPGI vs. MCO - Performance Comparison

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

2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%JuneJulyAugustSeptemberOctoberNovember
2,590.44%
4,461.36%
SPGI
MCO

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

YTD

14.94%

1M

-4.86%

6M

14.35%

1Y

25.61%

5Y (annualized)

14.88%

10Y (annualized)

19.74%

MCO

YTD

21.94%

1M

-3.41%

6M

14.56%

1Y

34.98%

5Y (annualized)

17.58%

10Y (annualized)

17.85%

Fundamentals


SPGIMCO
Market Cap$156.23B$86.17B
EPS$11.33$10.94
PE Ratio44.4443.46
PEG Ratio1.502.50
Total Revenue (TTM)$13.77B$6.90B
Gross Profit (TTM)$9.17B$4.08B
EBITDA (TTM)$6.39B$3.33B

Key characteristics


SPGIMCO
Sharpe Ratio1.651.86
Sortino Ratio2.132.23
Omega Ratio1.291.34
Calmar Ratio1.843.15
Martin Ratio5.479.89
Ulcer Index4.79%3.65%
Daily Std Dev15.90%19.44%
Max Drawdown-74.68%-78.72%
Current Drawdown-4.86%-4.32%

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Correlation

-0.50.00.51.00.7

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.


Sharpe ratio
The chart of Sharpe ratio for SPGI, currently valued at 1.65, compared to the broader market-4.00-2.000.002.001.651.86
The chart of Sortino ratio for SPGI, currently valued at 2.13, compared to the broader market-4.00-2.000.002.004.002.132.23
The chart of Omega ratio for SPGI, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.34
The chart of Calmar ratio for SPGI, currently valued at 1.84, compared to the broader market0.002.004.006.001.843.15
The chart of Martin ratio for SPGI, currently valued at 5.47, compared to the broader market0.0010.0020.0030.005.479.89
SPGI
MCO

The current SPGI Sharpe Ratio is 1.65, which is comparable to the MCO Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of SPGI and MCO, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.65
1.86
SPGI
MCO

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.


TTM20232022202120202019201820172016201520142013
SPGI
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%
MCO
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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.86%
-4.32%
SPGI
MCO

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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.53%
5.77%
SPGI
MCO

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items