SPGI vs. REIT
SPGI (S&P Global Inc.) is a stock, while REIT (ALPS Active REIT ETF) is REIT fund actively managed by ALPS. Over the past 5 years, SPGI returned 2.40%/yr vs 4.73%/yr for REIT. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
SPGI vs. REIT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPGI achieves a -18.47% return, which is significantly lower than REIT's 16.63% return.
SPGI
- 1D
- 1.23%
- 1M
- 5.43%
- YTD
- -18.47%
- 6M
- -14.73%
- 1Y
- -14.73%
- 3Y*
- 3.21%
- 5Y*
- 2.40%
- 10Y*
- 15.85%
REIT
- 1D
- -0.69%
- 1M
- 4.10%
- YTD
- 16.63%
- 6M
- 15.96%
- 1Y
- 17.33%
- 3Y*
- 10.76%
- 5Y*
- 4.73%
- 10Y*
- —
SPGI vs. REIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SPGI S&P Global Inc. | -18.47% | 5.71% | 13.94% | 32.79% | -28.38% | 43.56% |
REIT ALPS Active REIT ETF | 16.63% | -0.55% | 7.11% | 13.74% | -21.23% | 33.02% |
Correlation
The correlation between SPGI and REIT is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2021 | 0.50 |
Over the past year, the correlation between SPGI and REIT has dropped to 0.20 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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. REIT — Risk / Return Rank
SPGI
REIT
SPGI vs. REIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) and ALPS Active REIT ETF (REIT). 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.
| SPGI | REIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.35 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.24 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 2.37 | -2.85 |
| Martin ratioReturn relative to average drawdown | -0.91 | 6.87 | -7.78 |
Loading charts...
Drawdowns
SPGI vs. REIT - Drawdown Comparison
The maximum SPGI drawdown since its inception was -74.67%, which is greater than REIT's maximum drawdown of -29.30%. Use the drawdown chart below to compare losses from any high point for SPGI and REIT.
Loading charts...
Drawdown Indicators
| SPGI | REIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.67% | -29.30% | -45.37% |
Max Drawdown (1Y)Largest decline over 1 year | -30.48% | -7.35% | -23.13% |
Max Drawdown (3Y)Largest decline over 3 years | -30.48% | -18.19% | -12.29% |
Max Drawdown (5Y)Largest decline over 5 years | -39.76% | -29.30% | -10.46% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | — | — |
Current DrawdownCurrent decline from peak | -24.20% | -0.69% | -23.51% |
Average DrawdownAverage peak-to-trough decline | -15.23% | -10.32% | -4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.14% | 2.53% | +13.61% |
Volatility
SPGI vs. REIT - Volatility Comparison
S&P Global Inc. (SPGI) has a higher volatility of 7.64% compared to ALPS Active REIT ETF (REIT) at 4.66%. This indicates that SPGI's price experiences larger fluctuations and is considered to be riskier than REIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SPGI | REIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.64% | 4.66% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 24.13% | 9.46% | +14.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.66% | 13.09% | +14.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.52% | 18.49% | +6.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.05% | 18.37% | +7.68% |
Dividends
SPGI vs. REIT - Dividend Comparison
SPGI's dividend yield for the trailing twelve months is around 0.91%, less than REIT's 2.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REIT ALPS Active REIT ETF | 2.71% | 3.20% | 3.06% | 3.13% | 2.81% | 4.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPGI S&P Global Inc. | 0.91% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Frequently Asked Questions
SPGI and REIT have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPGI has higher volatility (7.64%) compared to REIT (4.66%). In terms of maximum drawdown, SPGI dropped -74.67% vs REIT's -29.30%.
REIT currently has the higher Sharpe Ratio (1.33 vs -0.54), 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.
Find the right allocation for SPGI and REIT
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