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

Correlation

The correlation between TRI and SPGI is 0.42, 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.


-0.50.00.51.00.4

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.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
10.53%
10.77%
TRI
SPGI

Key characteristics

Sharpe Ratio

TRI:

0.89

SPGI:

1.53

Sortino Ratio

TRI:

1.52

SPGI:

2.16

Omega Ratio

TRI:

1.18

SPGI:

1.27

Calmar Ratio

TRI:

1.34

SPGI:

1.92

Martin Ratio

TRI:

3.21

SPGI:

7.23

Ulcer Index

TRI:

5.00%

SPGI:

3.43%

Daily Std Dev

TRI:

18.03%

SPGI:

16.24%

Max Drawdown

TRI:

-56.30%

SPGI:

-74.67%

Current Drawdown

TRI:

-0.19%

SPGI:

0.00%

Fundamentals

Market Cap

TRI:

$79.60B

SPGI:

$161.09B

EPS

TRI:

$4.84

SPGI:

$11.32

PE Ratio

TRI:

36.50

SPGI:

45.86

PEG Ratio

TRI:

3.64

SPGI:

1.52

Total Revenue (TTM)

TRI:

$5.34B

SPGI:

$10.62B

Gross Profit (TTM)

TRI:

$1.65B

SPGI:

$7.05B

EBITDA (TTM)

TRI:

$2.01B

SPGI:

$5.22B

Returns By Period

In the year-to-date period, TRI achieves a 11.35% return, which is significantly higher than SPGI's 8.53% return. Both investments have delivered pretty close results over the past 10 years, with TRI having a 19.70% annualized return and SPGI not far behind at 19.38%.


TRI

YTD

11.35%

1M

15.15%

6M

10.53%

1Y

17.09%

5Y*

19.83%

10Y*

19.70%

SPGI

YTD

8.53%

1M

11.97%

6M

10.77%

1Y

26.82%

5Y*

13.41%

10Y*

19.38%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 7474
Overall Rank
The Sharpe Ratio Rank of TRI is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of TRI is 7070
Sortino Ratio Rank
The Omega Ratio Rank of TRI is 6666
Omega Ratio Rank
The Calmar Ratio Rank of TRI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of TRI is 7373
Martin Ratio Rank

SPGI
The Risk-Adjusted Performance Rank of SPGI is 8585
Overall Rank
The Sharpe Ratio Rank of SPGI is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SPGI is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SPGI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SPGI is 8989
Calmar Ratio Rank
The Martin Ratio Rank of SPGI is 8686
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.


Sharpe ratio
The chart of Sharpe ratio for TRI, currently valued at 0.89, compared to the broader market-2.000.002.004.000.891.53
The chart of Sortino ratio for TRI, currently valued at 1.52, compared to the broader market-6.00-4.00-2.000.002.004.001.522.16
The chart of Omega ratio for TRI, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.27
The chart of Calmar ratio for TRI, currently valued at 1.34, compared to the broader market0.002.004.006.001.341.92
The chart of Martin ratio for TRI, currently valued at 3.21, compared to the broader market0.0010.0020.0030.003.217.23
TRI
SPGI

The current TRI Sharpe Ratio is 0.89, which is lower than the SPGI Sharpe Ratio of 1.53. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.89
1.53
TRI
SPGI

Dividends

TRI vs. SPGI - Dividend Comparison

TRI's dividend yield for the trailing twelve months is around 1.21%, more than SPGI's 0.67% yield.


TTM20242023202220212020201920182017201620152014
TRI
Thomson Reuters Corp
1.21%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.
0.67%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.19%
0
TRI
SPGI

Volatility

TRI vs. SPGI - Volatility Comparison

The current volatility for Thomson Reuters Corp (TRI) is 5.40%, while S&P Global Inc. (SPGI) has a volatility of 6.12%. This indicates that TRI experiences smaller price fluctuations and is considered to be less risky than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
5.40%
6.12%
TRI
SPGI

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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