SPGI vs. SCHW
SPGI (S&P Global Inc.) and SCHW (The Charles Schwab Corporation) are both stocks. Both are in the Financial Services sector — SPGI in Financial Data & Stock Exchanges, SCHW in Capital Markets. Over the past 10 years, SPGI returned 15.85%/yr vs 13.79%/yr for SCHW. At a 0.43 correlation, their price movements are largely independent.
Performance
SPGI vs. SCHW - Performance Comparison
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Returns By Period
In the year-to-date period, SPGI achieves a -18.47% return, which is significantly lower than SCHW's -8.33% return. Over the past 10 years, SPGI has outperformed SCHW with an annualized return of 15.85%, while SCHW has yielded a comparatively lower 13.79% annualized 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%
SCHW
- 1D
- -0.16%
- 1M
- 0.08%
- YTD
- -8.33%
- 6M
- -3.88%
- 1Y
- 5.43%
- 3Y*
- 20.37%
- 5Y*
- 5.67%
- 10Y*
- 13.79%
SPGI vs. SCHW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPGI S&P Global Inc. | -18.47% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
SCHW The Charles Schwab Corporation | -8.33% | 36.65% | 9.17% | -15.97% | 0.11% | 60.23% | 13.57% | 16.38% | -18.43% | 31.15% |
Correlation
The correlation between SPGI and SCHW is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.43 |
Fundamentals
SPGI:
$126.20B
SCHW:
$159.34B
SPGI:
$15.79
SCHW:
$5.26
SPGI:
26.86
SCHW:
17.28
SPGI:
3.51
SCHW:
0.99
SPGI:
8.16
SCHW:
6.74
SPGI:
4.03
SCHW:
59.02K
SPGI:
$15.73B
SCHW:
$24.17B
SPGI:
$8.15B
SCHW:
$18.86B
SPGI:
$7.83B
SCHW:
$13.11B
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Return for Risk
SPGI vs. SCHW — Risk / Return Rank
SPGI
SCHW
SPGI vs. SCHW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) and The Charles Schwab Corporation (SCHW). 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 | SCHW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.06 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 0.27 | -0.76 |
| Martin ratioReturn relative to average drawdown | -0.91 | 0.64 | -1.55 |
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Drawdowns
SPGI vs. SCHW - Drawdown Comparison
The maximum SPGI drawdown since its inception was -74.67%, smaller than the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for SPGI and SCHW.
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Drawdown Indicators
| SPGI | SCHW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.67% | -86.79% | +12.12% |
Max Drawdown (1Y)Largest decline over 1 year | -30.48% | -19.83% | -10.65% |
Max Drawdown (3Y)Largest decline over 3 years | -30.48% | -27.11% | -3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -39.76% | -49.70% | +9.94% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | -51.08% | +11.32% |
Current DrawdownCurrent decline from peak | -24.20% | -14.57% | -9.63% |
Average DrawdownAverage peak-to-trough decline | -15.23% | -35.53% | +20.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.14% | 8.55% | +7.59% |
Volatility
SPGI vs. SCHW - Volatility Comparison
S&P Global Inc. (SPGI) and The Charles Schwab Corporation (SCHW) have volatilities of 7.64% and 7.42%, 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.
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Volatility by Period
| SPGI | SCHW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.64% | 7.42% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 24.13% | 19.74% | +4.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.66% | 24.19% | +3.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.52% | 32.21% | -7.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.05% | 33.42% | -7.37% |
Dividends
SPGI vs. SCHW - Dividend Comparison
SPGI's dividend yield for the trailing twelve months is around 0.91%, less than SCHW's 1.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHW The Charles Schwab Corporation | 1.30% | 1.08% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% |
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% |
Financials
SPGI vs. SCHW - Financials Comparison
This section allows you to compare key financial metrics between S&P Global Inc. and The Charles Schwab 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
SPGI vs. SCHW - 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%.
SCHW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported a gross profit of 1.03B and revenue of 3.14B. Therefore, the gross margin over that period was 32.7%.
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%.
SCHW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported an operating income of -730.00M and revenue of 3.14B, resulting in an operating margin of -23.2%.
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%.
SCHW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported a net income of 2.48B and revenue of 3.14B, resulting in a net margin of 78.9%.
Frequently Asked Questions
SPGI and SCHW have a correlation of 0.36, 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 SCHW (7.42%). In terms of maximum drawdown, SPGI dropped -74.67% vs SCHW's -86.79%.
SCHW currently has the higher Sharpe Ratio (0.23 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.
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