SPGI vs. PG
SPGI (S&P Global Inc.) and PG (The Procter & Gamble Company) are both stocks. SPGI operates in Financial Data & Stock Exchanges (Financial Services), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, SPGI returned 15.58%/yr vs 8.64%/yr for PG. At a 0.35 correlation, their price movements are largely independent.
Performance
SPGI vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, SPGI achieves a -19.82% return, which is significantly lower than PG's 2.74% return. Over the past 10 years, SPGI has outperformed PG with an annualized return of 15.58%, while PG has yielded a comparatively lower 8.64% annualized return.
SPGI
- 1D
- -1.73%
- 1M
- -0.49%
- YTD
- -19.82%
- 6M
- -14.85%
- 1Y
- -19.02%
- 3Y*
- 3.63%
- 5Y*
- 2.49%
- 10Y*
- 15.58%
PG
- 1D
- -0.98%
- 1M
- -0.90%
- YTD
- 2.74%
- 6M
- 6.43%
- 1Y
- -8.99%
- 3Y*
- 2.29%
- 5Y*
- 4.10%
- 10Y*
- 8.64%
SPGI vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPGI S&P Global Inc. | -19.82% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
PG The Procter & Gamble Company | 2.74% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between SPGI and PG is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001 | 0.35 |
Over the past year, the correlation between SPGI and PG has dropped to 0.10 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
Fundamentals
SPGI:
$124.13B
PG:
$350.63B
SPGI:
$15.79
PG:
$5.23
SPGI:
26.42
PG:
27.76
SPGI:
3.45
PG:
6.79
SPGI:
8.02
PG:
4.07
SPGI:
3.97
PG:
6.50
SPGI:
$15.73B
PG:
$86.72B
SPGI:
$8.15B
PG:
$43.64B
SPGI:
$7.83B
PG:
$22.63B
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Return for Risk
SPGI vs. PG — Risk / Return Rank
SPGI
PG
SPGI vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) and The Procter & Gamble Company (PG). 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 | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.94 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | -0.58 | -0.04 |
| Martin ratioReturn relative to average drawdown | -1.21 | -1.04 | -0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPGI | PG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.70 | -0.48 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.23 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.46 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.46 | -0.01 |
Drawdowns
SPGI vs. PG - Drawdown Comparison
The maximum SPGI drawdown since its inception was -74.67%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for SPGI and PG.
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Drawdown Indicators
| SPGI | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.67% | -54.25% | -20.42% |
Max Drawdown (1Y)Largest decline over 1 year | -30.48% | -15.52% | -14.96% |
Max Drawdown (3Y)Largest decline over 3 years | -30.48% | -21.15% | -9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -39.76% | -23.77% | -15.99% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | -23.77% | -15.99% |
Current DrawdownCurrent decline from peak | -25.45% | -15.91% | -9.54% |
Average DrawdownAverage peak-to-trough decline | -15.22% | -12.16% | -3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.77% | 8.93% | +6.84% |
Volatility
SPGI vs. PG - Volatility Comparison
S&P Global Inc. (SPGI) has a higher volatility of 8.15% compared to The Procter & Gamble Company (PG) at 7.01%. This indicates that SPGI's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPGI | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.15% | 7.01% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 23.85% | 15.32% | +8.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.42% | 18.65% | +8.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.47% | 17.79% | +6.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.03% | 19.05% | +6.98% |
Dividends
SPGI vs. PG - Dividend Comparison
SPGI's dividend yield for the trailing twelve months is around 0.93%, less than PG's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.94% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
SPGI S&P Global Inc. | 0.93% | 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. PG - Financials Comparison
This section allows you to compare key financial metrics between S&P Global Inc. and The Procter & Gamble Company. 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. PG - 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%.
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.
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%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.
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%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.
Frequently Asked Questions
SPGI and PG have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPGI has higher volatility (8.15%) compared to PG (7.01%). In terms of maximum drawdown, SPGI dropped -74.67% vs PG's -54.25%.
PG currently has the higher Sharpe Ratio (-0.48 vs -0.70), 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.
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