TRI vs. SPGI
Compare and contrast key facts about Thomson Reuters Corp (TRI) and S&P Global Inc. (SPGI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRI or SPGI.
Key characteristics
| TRI | SPGI | |
|---|---|---|
| YTD Return | 16.79% | 14.98% |
| 1Y Return | 28.91% | 28.57% |
| 3Y Return (Ann) | 15.41% | 4.49% |
| 5Y Return (Ann) | 22.44% | 15.17% |
| 10Y Return (Ann) | 19.32% | 19.91% |
| Sharpe Ratio | 1.71 | 1.81 |
| Sortino Ratio | 2.72 | 2.33 |
| Omega Ratio | 1.33 | 1.32 |
| Calmar Ratio | 2.59 | 1.78 |
| Martin Ratio | 7.80 | 6.05 |
| Ulcer Index | 3.97% | 4.77% |
| Daily Std Dev | 18.10% | 15.94% |
| Max Drawdown | -56.40% | -74.68% |
| Current Drawdown | -3.49% | -4.83% |
Fundamentals
| TRI | SPGI | |
|---|---|---|
| Market Cap | $76.31B | $156.23B |
| EPS | $4.93 | $11.33 |
| PE Ratio | 34.38 | 44.44 |
| PEG Ratio | 3.64 | 1.50 |
| Total Revenue (TTM) | $7.22B | $13.77B |
| Gross Profit (TTM) | $1.97B | $9.17B |
| EBITDA (TTM) | $2.76B | $6.39B |
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.
Performance
TRI vs. SPGI - Performance Comparison
In the year-to-date period, TRI achieves a 16.79% return, which is significantly higher than SPGI's 14.98% return. Both investments have delivered pretty close results over the past 10 years, with TRI having a 19.32% annualized return and SPGI not far ahead at 19.91%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
TRI vs. SPGI - Dividend Comparison
TRI's dividend yield for the trailing twelve months is around 1.24%, more than SPGI's 0.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRI Thomson Reuters Corp | 1.24% | 4.68% | 1.62% | 1.41% | 1.93% | 2.09% | 2.30% | 3.29% | 3.23% | 3.68% | 3.40% | 3.57% |
SPGI S&P Global Inc. | 0.72% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
Drawdowns
TRI vs. SPGI - Drawdown Comparison
The maximum TRI drawdown since its inception was -56.40%, smaller than the maximum SPGI drawdown of -74.68%. Use the drawdown chart below to compare losses from any high point for TRI and SPGI. For additional features, visit the drawdowns tool.
Volatility
TRI vs. SPGI - Volatility Comparison
Thomson Reuters Corp (TRI) has a higher volatility of 5.78% compared to S&P Global Inc. (SPGI) at 5.46%. 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.
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