SPGI vs. SPYG
SPGI (S&P Global Inc.) is a stock, while SPYG (State Street SPDR Portfolio S&P 500 Growth ETF) is S&P 500 fund tracking the S&P 500 Growth Index. Over the past 10 years, SPGI returned 14.16%/yr vs 17.38%/yr for SPYG. Their 0.57 correlation means they have sometimes moved together and sometimes differently.
Performance
SPGI vs. SPYG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPGI achieves a -20.81% return, which is significantly lower than SPYG's 10.06% return. Over the past 10 years, SPGI has underperformed SPYG with an annualized return of 14.16%, while SPYG has yielded a comparatively higher 17.38% annualized return.
SPGI
- 1D
- -0.74%
- 1M
- -6.36%
- 6M
- -21.59%
- YTD
- -20.81%
- 1Y
- -23.87%
- 3Y*
- 1.95%
- 5Y*
- 0.04%
- 10Y*
- 14.16%
- ALL TIME*
- 12.79%
SPYG
- 1D
- 1.45%
- 1M
- -0.05%
- 6M
- 9.50%
- YTD
- 10.06%
- 1Y
- 21.72%
- 3Y*
- 24.04%
- 5Y*
- 13.28%
- 10Y*
- 17.38%
- ALL TIME*
- 7.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
SPGI S&P Global Inc. | $969.59M | $925.31M | $956.08M |
| $321.11M | $273.47M | $308.09M |
SPGI vs. SPYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPGI S&P Global Inc. | -20.81% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 10.06% | 22.09% | 35.99% | 30.02% | -29.41% | 32.01% | 33.46% | 30.84% | -0.12% | 27.24% |
Correlation
The correlation between SPGI and SPYG is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.57 |
Over the past year, the correlation between SPGI and SPYG has dropped to 0.07 - well below their long-term average of 0.57, 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. SPYG — Risk / Return Rank
SPGI
SPYG
SPGI vs. SPYG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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 | SPYG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.58 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.19 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 1.42 | -2.23 |
| Martin ratioReturn relative to average drawdown | -1.35 | 5.17 | -6.52 |
Loading charts...
Drawdowns
SPGI vs. SPYG - Drawdown Comparison
The maximum SPGI drawdown since its inception was -74.67%, which is greater than SPYG's maximum drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for SPGI and SPYG.
Loading charts...
Drawdown Indicators
| SPGI | SPYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.67% | -67.63% | -7.04% |
Max Drawdown (1Y)Largest decline over 1 year | -30.48% | -13.76% | -16.72% |
Max Drawdown (3Y)Largest decline over 3 years | -30.48% | -22.14% | -8.34% |
Max Drawdown (5Y)Largest decline over 5 years | -39.76% | -32.67% | -7.09% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | -32.67% | -7.09% |
Current DrawdownCurrent decline from peak | -26.37% | -4.33% | -22.04% |
Average DrawdownAverage peak-to-trough decline | -15.27% | -24.20% | +8.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.28% | 3.78% | +14.50% |
Volatility
SPGI vs. SPYG - Volatility Comparison
S&P Global Inc. (SPGI) has a higher volatility of 10.71% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 6.08%. This indicates that SPGI's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SPGI | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.71% | 6.08% | +4.63% |
Volatility (6M)Calculated over the trailing 6-month period | 25.67% | 14.85% | +10.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.83% | 18.18% | +11.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.97% | 21.50% | +3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.10% | 20.79% | +5.31% |
Dividends
SPGI vs. SPYG - Dividend Comparison
SPGI's dividend yield for the trailing twelve months is around 0.94%, more than SPYG's 0.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPGI S&P Global Inc. | 0.94% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.49% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
Frequently Asked Questions
SPGI and SPYG have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPGI has higher volatility (10.71%) compared to SPYG (6.08%). In terms of maximum drawdown, SPGI dropped -74.67% vs SPYG's -67.63%.
SPYG currently has the higher Sharpe Ratio (1.08 vs -0.84), 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 SPYG
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