SPGI vs. VALU
SPGI (S&P Global Inc.) and VALU (Value Line, Inc.) are both stocks. Both operate in the Financial Data & Stock Exchanges industry within the Financial Services sector. Over the past 10 years, SPGI returned 15.58%/yr vs 11.92%/yr for VALU. At a 0.16 correlation, their price movements are largely independent.
Performance
SPGI vs. VALU - 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 VALU's -14.45% return. Over the past 10 years, SPGI has outperformed VALU with an annualized return of 15.58%, while VALU has yielded a comparatively lower 11.92% 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%
VALU
- 1D
- -0.65%
- 1M
- -7.08%
- YTD
- -14.45%
- 6M
- -11.64%
- 1Y
- -13.00%
- 3Y*
- -8.95%
- 5Y*
- 1.80%
- 10Y*
- 11.92%
SPGI vs. VALU - 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% |
VALU Value Line, Inc. | -14.45% | -24.86% | 11.27% | -1.94% | 10.35% | 45.98% | 17.42% | 15.09% | 40.56% | 3.28% |
Correlation
The correlation between SPGI and VALU is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001 | 0.16 |
Fundamentals
SPGI:
$124.13B
VALU:
$303.17M
SPGI:
$15.79
VALU:
$2.34
SPGI:
26.42
VALU:
13.80
SPGI:
8.02
VALU:
8.97
SPGI:
3.97
VALU:
2.81
SPGI:
$15.73B
VALU:
$33.83M
SPGI:
$8.15B
VALU:
$17.97M
SPGI:
$7.83B
VALU:
$5.80M
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Return for Risk
SPGI vs. VALU — Risk / Return Rank
SPGI
VALU
SPGI vs. VALU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) and Value Line, Inc. (VALU). 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 | VALU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.94 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | -0.73 | +0.11 |
| Martin ratioReturn relative to average drawdown | -1.21 | -1.83 | +0.63 |
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 | VALU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.70 | -0.47 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.03 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.21 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.14 | +0.31 |
Drawdowns
SPGI vs. VALU - Drawdown Comparison
The maximum SPGI drawdown since its inception was -74.67%, roughly equal to the maximum VALU drawdown of -77.54%. Use the drawdown chart below to compare losses from any high point for SPGI and VALU.
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Drawdown Indicators
| SPGI | VALU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.67% | -77.54% | +2.87% |
Max Drawdown (1Y)Largest decline over 1 year | -30.48% | -17.84% | -12.64% |
Max Drawdown (3Y)Largest decline over 3 years | -30.48% | -43.43% | +12.95% |
Max Drawdown (5Y)Largest decline over 5 years | -39.76% | -67.15% | +27.39% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | -67.15% | +27.39% |
Current DrawdownCurrent decline from peak | -25.45% | -64.49% | +39.04% |
Average DrawdownAverage peak-to-trough decline | -15.22% | -33.08% | +17.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.77% | 7.10% | +8.67% |
Volatility
SPGI vs. VALU - Volatility Comparison
S&P Global Inc. (SPGI) has a higher volatility of 8.15% compared to Value Line, Inc. (VALU) at 7.01%. This indicates that SPGI's price experiences larger fluctuations and is considered to be riskier than VALU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPGI | VALU | 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% | 16.41% | +7.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.42% | 27.66% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.47% | 60.79% | -36.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.03% | 57.71% | -31.68% |
Dividends
SPGI vs. VALU - Dividend Comparison
SPGI's dividend yield for the trailing twelve months is around 0.93%, less than VALU's 4.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VALU Value Line, Inc. | 4.10% | 3.32% | 2.23% | 2.24% | 1.91% | 1.86% | 2.52% | 2.73% | 3.65% | 3.67% | 3.44% | 4.37% |
Financials
SPGI vs. VALU - Financials Comparison
This section allows you to compare key financial metrics between S&P Global Inc. and Value Line, Inc.. 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. VALU - 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%.
VALU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Value Line, Inc. reported a gross profit of 4.66M and revenue of 8.28M. Therefore, the gross margin over that period was 56.4%.
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%.
VALU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Value Line, Inc. reported an operating income of 1.00M and revenue of 8.28M, resulting in an operating margin of 12.1%.
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%.
VALU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Value Line, Inc. reported a net income of 5.91M and revenue of 8.28M, resulting in a net margin of 71.4%.
Frequently Asked Questions
SPGI and VALU have a correlation of 0.14, 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 VALU (7.01%). In terms of maximum drawdown, SPGI dropped -74.67% vs VALU's -77.54%.
VALU currently has the higher Sharpe Ratio (-0.47 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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