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SPGI vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPGI and VOO is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

SPGI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P Global Inc. (SPGI) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,974.13%
552.28%
SPGI
VOO

Key characteristics

Sharpe Ratio

SPGI:

0.75

VOO:

0.57

Sortino Ratio

SPGI:

1.13

VOO:

0.92

Omega Ratio

SPGI:

1.16

VOO:

1.13

Calmar Ratio

SPGI:

0.85

VOO:

0.58

Martin Ratio

SPGI:

3.10

VOO:

2.42

Ulcer Index

SPGI:

5.27%

VOO:

4.51%

Daily Std Dev

SPGI:

21.76%

VOO:

19.17%

Max Drawdown

SPGI:

-74.67%

VOO:

-33.99%

Current Drawdown

SPGI:

-11.34%

VOO:

-10.56%

Returns By Period

In the year-to-date period, SPGI achieves a -3.19% return, which is significantly higher than VOO's -6.43% return. Over the past 10 years, SPGI has outperformed VOO with an annualized return of 17.62%, while VOO has yielded a comparatively lower 12.02% annualized return.


SPGI

YTD

-3.19%

1M

-6.22%

6M

-2.08%

1Y

17.32%

5Y*

12.11%

10Y*

17.62%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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Risk-Adjusted Performance

SPGI vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPGI
The Risk-Adjusted Performance Rank of SPGI is 7676
Overall Rank
The Sharpe Ratio Rank of SPGI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of SPGI is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPGI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SPGI is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SPGI is 8080
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPGI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for SPGI, currently valued at 0.75, compared to the broader market-2.00-1.000.001.002.003.00
SPGI: 0.75
VOO: 0.57
The chart of Sortino ratio for SPGI, currently valued at 1.13, compared to the broader market-6.00-4.00-2.000.002.004.00
SPGI: 1.13
VOO: 0.92
The chart of Omega ratio for SPGI, currently valued at 1.16, compared to the broader market0.501.001.502.00
SPGI: 1.16
VOO: 1.13
The chart of Calmar ratio for SPGI, currently valued at 0.85, compared to the broader market0.001.002.003.004.005.00
SPGI: 0.85
VOO: 0.58
The chart of Martin ratio for SPGI, currently valued at 3.10, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
SPGI: 3.10
VOO: 2.42

The current SPGI Sharpe Ratio is 0.75, which is higher than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SPGI and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.75
0.57
SPGI
VOO

Dividends

SPGI vs. VOO - Dividend Comparison

SPGI's dividend yield for the trailing twelve months is around 0.77%, less than VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
SPGI
S&P Global Inc.
0.77%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SPGI vs. VOO - Drawdown Comparison

The maximum SPGI drawdown since its inception was -74.67%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPGI and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.34%
-10.56%
SPGI
VOO

Volatility

SPGI vs. VOO - Volatility Comparison

S&P Global Inc. (SPGI) and Vanguard S&P 500 ETF (VOO) have volatilities of 14.48% and 13.97%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.48%
13.97%
SPGI
VOO