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

Correlation

The correlation between TRI and SPXC is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

TRI vs. SPXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thomson Reuters Corp (TRI) and SPX Corporation (SPXC). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
4.48%
-3.02%
TRI
SPXC

Key characteristics

Sharpe Ratio

TRI:

0.51

SPXC:

1.02

Sortino Ratio

TRI:

0.94

SPXC:

1.47

Omega Ratio

TRI:

1.11

SPXC:

1.20

Calmar Ratio

TRI:

0.76

SPXC:

1.51

Martin Ratio

TRI:

1.83

SPXC:

3.85

Ulcer Index

TRI:

4.98%

SPXC:

9.38%

Daily Std Dev

TRI:

17.84%

SPXC:

35.44%

Max Drawdown

TRI:

-56.30%

SPXC:

-81.12%

Current Drawdown

TRI:

-3.54%

SPXC:

-17.86%

Fundamentals

Market Cap

TRI:

$77.73B

SPXC:

$6.91B

EPS

TRI:

$4.84

SPXC:

$3.76

PE Ratio

TRI:

35.66

SPXC:

39.66

PEG Ratio

TRI:

3.64

SPXC:

1.36

Total Revenue (TTM)

TRI:

$5.34B

SPXC:

$1.45B

Gross Profit (TTM)

TRI:

$1.65B

SPXC:

$549.70M

EBITDA (TTM)

TRI:

$2.01B

SPXC:

$308.30M

Returns By Period

In the year-to-date period, TRI achieves a 7.62% return, which is significantly higher than SPXC's 2.48% return. Over the past 10 years, TRI has underperformed SPXC with an annualized return of 19.14%, while SPXC has yielded a comparatively higher 21.22% annualized return.


TRI

YTD

7.62%

1M

8.38%

6M

4.41%

1Y

10.55%

5Y*

19.16%

10Y*

19.14%

SPXC

YTD

2.48%

1M

0.42%

6M

-3.73%

1Y

37.43%

5Y*

24.39%

10Y*

21.22%

*Annualized

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Risk-Adjusted Performance

TRI vs. SPXC — 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 6363
Overall Rank
The Sharpe Ratio Rank of TRI is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of TRI is 5757
Sortino Ratio Rank
The Omega Ratio Rank of TRI is 5454
Omega Ratio Rank
The Calmar Ratio Rank of TRI is 7474
Calmar Ratio Rank
The Martin Ratio Rank of TRI is 6565
Martin Ratio Rank

SPXC
The Risk-Adjusted Performance Rank of SPXC is 7676
Overall Rank
The Sharpe Ratio Rank of SPXC is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SPXC is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPXC is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SPXC is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SPXC is 7777
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. SPXC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Thomson Reuters Corp (TRI) and SPX Corporation (SPXC). 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 0.51, compared to the broader market-2.000.002.000.510.99
The chart of Sortino ratio for TRI, currently valued at 0.94, compared to the broader market-4.00-2.000.002.004.006.000.941.44
The chart of Omega ratio for TRI, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.19
The chart of Calmar ratio for TRI, currently valued at 0.76, compared to the broader market0.002.004.006.000.761.47
The chart of Martin ratio for TRI, currently valued at 1.83, compared to the broader market0.0010.0020.0030.001.833.72
TRI
SPXC

The current TRI Sharpe Ratio is 0.51, which is lower than the SPXC Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of TRI and SPXC, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.51
0.99
TRI
SPXC

Dividends

TRI vs. SPXC - Dividend Comparison

TRI's dividend yield for the trailing twelve months is around 1.28%, while SPXC has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
TRI
Thomson Reuters Corp
1.28%1.35%4.53%1.56%1.35%1.86%2.01%2.36%3.49%3.42%3.90%3.60%
SPXC
SPX Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.02%6.93%

Drawdowns

TRI vs. SPXC - Drawdown Comparison

The maximum TRI drawdown since its inception was -56.30%, smaller than the maximum SPXC drawdown of -81.12%. Use the drawdown chart below to compare losses from any high point for TRI and SPXC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.54%
-17.86%
TRI
SPXC

Volatility

TRI vs. SPXC - Volatility Comparison

The current volatility for Thomson Reuters Corp (TRI) is 6.57%, while SPX Corporation (SPXC) has a volatility of 8.55%. This indicates that TRI experiences smaller price fluctuations and is considered to be less risky than SPXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
6.57%
8.55%
TRI
SPXC

Financials

TRI vs. SPXC - Financials Comparison

This section allows you to compare key financial metrics between Thomson Reuters Corp and SPX Corporation. 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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