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 -44.87%/yr vs 23.97%/yr for CGDV. At a 0.42 correlation, their price movements are largely independent.
Performance
SPT vs. CGDV - Performance Comparison
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Returns By Period
In the year-to-date period, SPT achieves a -26.53% return, which is significantly lower than CGDV's 14.07% return.
SPT
- 1D
- -1.19%
- 1M
- 16.29%
- 6M
- -22.69%
- YTD
- -26.53%
- 1Y
- -56.07%
- 3Y*
- -44.87%
- 5Y*
- -37.95%
- 10Y*
- —
CGDV
- 1D
- 0.73%
- 1M
- 2.26%
- 6M
- 11.97%
- YTD
- 14.07%
- 1Y
- 23.49%
- 3Y*
- 23.97%
- 5Y*
- —
- 10Y*
- —
SPT vs. CGDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SPT Sprout Social, Inc. | -26.53% | -63.30% | -50.02% | 8.82% | 5.55% |
CGDV Capital Group Dividend Value ETF | 14.07% | 25.50% | 20.10% | 28.81% | -0.44% |
Correlation
The correlation between SPT and CGDV is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.42 |
Over the past year, the correlation between SPT and CGDV has dropped to 0.09 - well below their long-term average of 0.42, 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 | -2.86 | ||
| Sortino ratioReturn per unit of downside risk | -4.16 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.35 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 2.39 | -3.18 |
| Martin ratioReturn relative to average drawdown | -1.12 | 11.10 | -12.23 |
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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 | -74.20% | -9.75% | -64.45% |
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 | -94.26% | 0.00% | -94.26% |
Average DrawdownAverage peak-to-trough decline | -53.91% | -3.55% | -50.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.57% | 2.10% | +50.47% |
Volatility
SPT vs. CGDV - Volatility Comparison
Sprout Social, Inc. (SPT) has a higher volatility of 17.52% compared to Capital Group Dividend Value ETF (CGDV) at 4.36%. 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 | 17.52% | 4.36% | +13.16% |
Volatility (6M)Calculated over the trailing 6-month period | 49.07% | 10.03% | +39.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.36% | 12.32% | +48.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.79% | 15.52% | +52.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.68% | 15.52% | +54.16% |
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 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPT has higher volatility (17.52%) compared to CGDV (4.36%). In terms of maximum drawdown, SPT dropped -96.54% vs CGDV's -21.82%.
CGDV currently has the higher Sharpe Ratio (1.90 vs -0.97), 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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