SPT vs. CGDV
SPT (Sprout Social, Inc.) is a stock, while CGDV (Capital Group Dividend Value ETF) is Large Cap Value Equities fund actively managed by Capital Group. Over the past 3 years, SPT returned -46.53%/yr vs 22.55%/yr for CGDV. Their 0.41 correlation means their historical movements had little consistent relationship.
Performance
SPT vs. CGDV - Performance Comparison
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Returns By Period
In the year-to-date period, SPT achieves a -23.87% return, which is significantly lower than CGDV's 14.16% return.
SPT
- 1D
- 1.30%
- 1M
- 6.19%
- 6M
- -5.19%
- YTD
- -23.87%
- 1Y
- -48.13%
- 3Y*
- -46.53%
- 5Y*
- -37.34%
- 10Y*
- —
- ALL TIME*
- -10.61%
CGDV
- 1D
- 0.63%
- 1M
- 1.21%
- 6M
- 11.03%
- YTD
- 14.16%
- 1Y
- 25.16%
- 3Y*
- 22.55%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $192.53M | $192.47M | $184.78M | |
| $7.40M | $7.90M | $9.96M |
SPT vs. CGDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SPT Sprout Social, Inc. | -23.87% | -63.30% | -50.02% | 8.82% | 5.55% |
CGDV Capital Group Dividend Value ETF | 14.16% | 25.50% | 20.10% | 28.81% | -0.44% |
Correlation
The correlation between SPT and CGDV 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. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.41 |
Over the past year, the correlation between SPT and CGDV has dropped to 0.07 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
SPT vs. CGDV — Risk / Return Rank
SPT
CGDV
SPT vs. CGDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprout Social, Inc. (SPT) and Capital Group Dividend Value ETF (CGDV). 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.
| SPT | CGDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.71 | ||
| Sortino ratioReturn per unit of downside risk | -3.75 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.35 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 2.44 | -3.15 |
| Martin ratioReturn relative to average drawdown | -1.06 | 11.39 | -12.44 |
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Drawdowns
SPT vs. CGDV - Drawdown Comparison
The maximum SPT drawdown since its inception was -96.54%, which is greater than CGDV's maximum drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for SPT and CGDV.
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Drawdown Indicators
| SPT | CGDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.54% | -21.82% | -74.72% |
Max Drawdown (1Y)Largest decline over 1 year | -70.17% | -9.75% | -60.42% |
Max Drawdown (3Y)Largest decline over 3 years | -92.46% | -14.28% | -78.18% |
Max Drawdown (5Y)Largest decline over 5 years | -96.54% | — | — |
Current DrawdownCurrent decline from peak | -94.05% | 0.00% | -94.05% |
Average DrawdownAverage peak-to-trough decline | -54.27% | -3.52% | -50.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.34% | 2.09% | +46.25% |
Volatility
SPT vs. CGDV - Volatility Comparison
Sprout Social, Inc. (SPT) has a higher volatility of 17.04% compared to Capital Group Dividend Value ETF (CGDV) at 3.28%. This indicates that SPT's price experiences larger fluctuations and is considered to be riskier than CGDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPT | CGDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.04% | 3.28% | +13.76% |
Volatility (6M)Calculated over the trailing 6-month period | 49.46% | 10.06% | +39.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.83% | 12.55% | +49.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.04% | 15.48% | +52.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.65% | 15.48% | +54.17% |
Dividends
SPT vs. CGDV - Dividend Comparison
SPT has not paid dividends to shareholders, while CGDV's dividend yield for the trailing twelve months is around 1.18%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CGDV Capital Group Dividend Value ETF | 1.18% | 1.29% | 1.60% | 1.65% | 1.36% |
SPT Sprout Social, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPT and CGDV 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.
SPT has higher volatility (17.04%) compared to CGDV (3.28%). In terms of maximum drawdown, SPT dropped -96.54% vs CGDV's -21.82%.
CGDV currently has the higher Sharpe Ratio (1.90 vs -0.82), 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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