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TRI vs. SPGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TRI and SPGI is 0.53, 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.


Performance

TRI vs. SPGI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TRI:

0.69

SPGI:

0.84

Sortino Ratio

TRI:

1.17

SPGI:

1.30

Omega Ratio

TRI:

1.15

SPGI:

1.18

Calmar Ratio

TRI:

1.15

SPGI:

1.01

Martin Ratio

TRI:

2.72

SPGI:

3.49

Ulcer Index

TRI:

5.06%

SPGI:

5.55%

Daily Std Dev

TRI:

19.09%

SPGI:

21.95%

Max Drawdown

TRI:

-56.30%

SPGI:

-74.67%

Current Drawdown

TRI:

-0.62%

SPGI:

-6.46%

Fundamentals

Market Cap

TRI:

$84.76B

SPGI:

$155.37B

EPS

TRI:

$4.76

SPGI:

$12.72

PE Ratio

TRI:

39.37

SPGI:

39.83

PEG Ratio

TRI:

15.36

SPGI:

2.20

PS Ratio

TRI:

11.65

SPGI:

10.72

PB Ratio

TRI:

6.85

SPGI:

4.66

Total Revenue (TTM)

TRI:

$7.27B

SPGI:

$14.49B

Gross Profit (TTM)

TRI:

$4.45B

SPGI:

$9.78B

EBITDA (TTM)

TRI:

$2.77B

SPGI:

$6.96B

Returns By Period

In the year-to-date period, TRI achieves a 17.25% return, which is significantly higher than SPGI's 2.13% return. Over the past 10 years, TRI has outperformed SPGI with an annualized return of 19.87%, while SPGI has yielded a comparatively lower 18.16% annualized return.


TRI

YTD

17.25%

1M

10.19%

6M

12.15%

1Y

13.12%

5Y*

25.34%

10Y*

19.87%

SPGI

YTD

2.13%

1M

7.12%

6M

1.34%

1Y

18.33%

5Y*

12.24%

10Y*

18.16%

*Annualized

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Risk-Adjusted Performance

TRI vs. SPGI — Risk-Adjusted Performance Rank

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

TRI
The Risk-Adjusted Performance Rank of TRI is 7676
Overall Rank
The Sharpe Ratio Rank of TRI is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of TRI is 7070
Sortino Ratio Rank
The Omega Ratio Rank of TRI is 6767
Omega Ratio Rank
The Calmar Ratio Rank of TRI is 8686
Calmar Ratio Rank
The Martin Ratio Rank of TRI is 7878
Martin Ratio Rank

SPGI
The Risk-Adjusted Performance Rank of SPGI is 7979
Overall Rank
The Sharpe Ratio Rank of SPGI is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of SPGI is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SPGI is 7474
Omega Ratio Rank
The Calmar Ratio Rank of SPGI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SPGI is 8282
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.

TRI vs. SPGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Thomson Reuters Corp (TRI) and S&P Global Inc. (SPGI). 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 current TRI Sharpe Ratio is 0.69, which is comparable to the SPGI Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of TRI and SPGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

TRI vs. SPGI - Dividend Comparison

TRI's dividend yield for the trailing twelve months is around 1.18%, more than SPGI's 0.73% yield.


TTM20242023202220212020201920182017201620152014
TRI
Thomson Reuters Corp
1.18%1.35%4.53%1.56%1.35%1.86%2.01%2.36%3.49%3.42%3.90%3.60%
SPGI
S&P Global Inc.
0.73%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%

Drawdowns

TRI vs. SPGI - Drawdown Comparison

The maximum TRI drawdown since its inception was -56.30%, smaller than the maximum SPGI drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for TRI and SPGI. For additional features, visit the drawdowns tool.


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Volatility

TRI vs. SPGI - Volatility Comparison


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Financials

TRI vs. SPGI - Financials Comparison

This section allows you to compare key financial metrics between Thomson Reuters Corp and S&P Global 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.50B2.00B2.50B3.00B3.50B20212022202320242025
1.90B
3.78B
(TRI) Total Revenue
(SPGI) Total Revenue
Values in USD except per share items

TRI vs. SPGI - Profitability Comparison

The chart below illustrates the profitability comparison between Thomson Reuters Corp and S&P Global Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
100.0%
69.5%
(TRI) Gross Margin
(SPGI) Gross Margin
TRI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Thomson Reuters Corp reported a gross profit of 1.90B and revenue of 1.90B. Therefore, the gross margin over that period was 100.0%.

SPGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, S&P Global Inc. reported a gross profit of 2.62B and revenue of 3.78B. Therefore, the gross margin over that period was 69.5%.

TRI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Thomson Reuters Corp reported an operating income of 563.00M and revenue of 1.90B, resulting in an operating margin of 29.6%.

SPGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, S&P Global Inc. reported an operating income of 1.58B and revenue of 3.78B, resulting in an operating margin of 41.8%.

TRI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Thomson Reuters Corp reported a net income of 434.00M and revenue of 1.90B, resulting in a net margin of 22.8%.

SPGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, S&P Global Inc. reported a net income of 1.09B and revenue of 3.78B, resulting in a net margin of 28.9%.