TRI vs. SPGI
Compare and contrast key facts about Thomson Reuters Corp (TRI) and S&P Global Inc. (SPGI).
Performance
TRI vs. SPGI - Performance Comparison
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TRI vs. SPGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRI Thomson Reuters Corp | -32.73% | -16.57% | 11.14% | 30.31% | -3.01% | 49.18% | 16.71% | 51.59% | 14.56% | 2.68% |
SPGI S&P Global Inc. | -18.45% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
Fundamentals
TRI:
$39.23B
SPGI:
$128.44B
TRI:
$3.34
SPGI:
$14.70
TRI:
26.32
SPGI:
28.92
TRI:
5.20
SPGI:
8.43
TRI:
3.29
SPGI:
4.11
TRI:
$7.61B
SPGI:
$15.34B
TRI:
$2.00B
SPGI:
$11.65B
TRI:
$2.34B
SPGI:
$7.39B
Returns By Period
In the year-to-date period, TRI achieves a -32.73% return, which is significantly lower than SPGI's -18.45% return. Over the past 10 years, TRI has underperformed SPGI with an annualized return of 10.48%, while SPGI has yielded a comparatively higher 16.74% annualized return.
TRI
- 1D
- -2.14%
- 1M
- -11.50%
- YTD
- -32.73%
- 6M
- -41.60%
- 1Y
- -48.47%
- 3Y*
- -10.80%
- 5Y*
- 1.36%
- 10Y*
- 10.48%
SPGI
- 1D
- -0.04%
- 1M
- -4.04%
- YTD
- -18.45%
- 6M
- -11.35%
- 1Y
- -16.10%
- 3Y*
- 8.12%
- 5Y*
- 4.09%
- 10Y*
- 16.74%
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Return for Risk
TRI vs. SPGI — Risk / Return Rank
TRI
SPGI
TRI vs. SPGI - Risk-Adjusted Trends 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.
| TRI | SPGI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.29 | -0.55 | -0.74 |
Sortino ratioReturn per unit of downside risk | -2.00 | -0.56 | -1.45 |
Omega ratioGain probability vs. loss probability | 0.73 | 0.91 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | -0.78 | -0.51 | -0.27 |
Martin ratioReturn relative to average drawdown | -1.52 | -1.28 | -0.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRI | SPGI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.29 | -0.55 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.17 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.65 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.45 | -0.14 |
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.
Dividends
TRI vs. SPGI - Dividend Comparison
TRI's dividend yield for the trailing twelve months is around 2.77%, more than SPGI's 0.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRI Thomson Reuters Corp | 2.77% | 1.80% | 1.35% | 4.68% | 1.56% | 1.76% | 1.86% | 2.01% | 2.87% | 3.17% | 3.11% | 3.54% |
SPGI S&P Global Inc. | 0.91% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Drawdowns
TRI vs. SPGI - Drawdown Comparison
The maximum TRI drawdown since its inception was -61.67%, 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.
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Drawdown Indicators
| TRI | SPGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.67% | -74.67% | +13.00% |
Max Drawdown (1Y)Largest decline over 1 year | -61.67% | -30.48% | -31.19% |
Max Drawdown (5Y)Largest decline over 5 years | -61.67% | -39.76% | -21.91% |
Max Drawdown (10Y)Largest decline over 10 years | -61.67% | -39.76% | -21.91% |
Current DrawdownCurrent decline from peak | -58.26% | -24.18% | -34.08% |
Average DrawdownAverage peak-to-trough decline | -11.20% | -15.16% | +3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.72% | 12.19% | +19.53% |
Volatility
TRI vs. SPGI - Volatility Comparison
Thomson Reuters Corp (TRI) has a higher volatility of 11.80% compared to S&P Global Inc. (SPGI) at 7.58%. This indicates that TRI's price experiences larger fluctuations and is considered to be riskier than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRI | SPGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.80% | 7.58% | +4.22% |
Volatility (6M)Calculated over the trailing 6-month period | 32.30% | 23.18% | +9.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.76% | 29.41% | +8.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.02% | 24.27% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.56% | 25.92% | -3.36% |
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.
Total Revenue: Total amount of money received from sales and other business activities