VALU vs. SPGI

Last updated Jun 3, 2026

VALU (Value Line, Inc.) and SPGI (S&P Global Inc.) are both stocks. Both operate in the Financial Data & Stock Exchanges industry within the Financial Services sector. Over the past 10 years, VALU returned 10.81%/yr vs 15.36%/yr for SPGI. At a 0.16 correlation, their price movements are largely independent.

Performance

VALU vs. SPGI - Performance Comparison

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

Returns By Period

In the year-to-date period, VALU achieves a -13.47% return, which is significantly higher than SPGI's -19.75% return. Over the past 10 years, VALU has underperformed SPGI with an annualized return of 10.81%, while SPGI has yielded a comparatively higher 15.36% annualized return.

VALU

• 1D: -1.92%
• 1M: -6.04%
• YTD: -13.47%
• 6M: -9.56%
• 1Y: -11.38%
• 3Y*: -8.95%
• 5Y*: 3.82%
• 10Y*: 10.81%

SPGI

• 1D: -2.59%
• 1M: -1.79%
• YTD: -19.75%
• 6M: -14.62%
• 1Y: -18.04%
• 3Y*: 4.39%
• 5Y*: 2.68%
• 10Y*: 15.36%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VALU vs. SPGI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VALU Value Line, Inc.	-13.47%	-24.86%	11.27%	-1.94%	10.35%	45.98%	17.42%	15.09%	40.56%	3.28%
SPGI S&P Global Inc.	-19.75%	5.71%	13.94%	32.79%	-28.38%	44.68%	21.40%	62.27%	1.37%	59.32%

Correlation

The correlation between VALU and SPGI is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (10Y) Calculated over the trailing 10-year period	0.17
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001	0.16

Fundamentals

Market Cap VALU : $306.64M SPGI : $124.24B
EPS VALU : $2.34 SPGI : $15.79
PE Ratio VALU : 13.96 SPGI : 26.44
PS Ratio VALU : 9.08 SPGI : 8.03
PB Ratio VALU : 2.85 SPGI : 3.97
Total Revenue (TTM) VALU : $33.83M SPGI : $15.73B
Gross Profit (TTM) VALU : $17.97M SPGI : $8.15B
EBITDA (TTM) VALU : $5.80M SPGI : $7.83B

Return for Risk

VALU vs. SPGI — Risk / Return Rank

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

VALU

VALU Risk / Return Rank: 15
VALU Sharpe Ratio Rank: 23
VALU Sortino Ratio Rank: 20
VALU Omega Ratio Rank: 22
VALU Calmar Ratio Rank: 10
VALU Martin Ratio Rank: 1

SPGI

SPGI Risk / Return Rank: 15
SPGI Sharpe Ratio Rank: 12
SPGI Sortino Ratio Rank: 15
SPGI Omega Ratio Rank: 13
SPGI Calmar Ratio Rank: 19
SPGI Martin Ratio Rank: 15

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VALU vs. SPGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Value Line, Inc. (VALU) 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.

	VALU	SPGI	Difference
Sharpe ratio Return per unit of total volatility	-0.41	-0.67	+0.25
Sortino ratio Return per unit of downside risk	-0.43	-0.72	+0.30
Omega ratio Gain probability vs. loss probability	0.95	0.89	+0.06
Calmar ratio Return relative to maximum drawdown	-0.79	-0.59	-0.20
Martin ratio Return relative to average drawdown	-2.03	-1.16	-0.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VALU vs. SPGI - Sharpe Ratio Comparison

The current VALU Sharpe Ratio is -0.41, which is higher than the SPGI Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of VALU and SPGI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VALU	SPGI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.41	-0.67	+0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	0.11	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.19	0.59	-0.40
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.45	-0.31

Drawdowns

VALU vs. SPGI - Drawdown Comparison

The maximum VALU drawdown since its inception was -77.54%, roughly equal to the maximum SPGI drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for VALU and SPGI.

Drawdown Indicators

	VALU	SPGI	Difference
Max Drawdown Largest peak-to-trough decline	-77.54%	-74.67%	-2.87%
Max Drawdown (1Y) Largest decline over 1 year	-17.33%	-30.48%	+13.15%
Max Drawdown (3Y) Largest decline over 3 years	-43.43%	-30.48%	-12.95%
Max Drawdown (5Y) Largest decline over 5 years	-67.15%	-39.76%	-27.39%
Max Drawdown (10Y) Largest decline over 10 years	-67.15%	-39.76%	-27.39%
Current Drawdown Current decline from peak	-64.08%	-25.38%	-38.70%
Average Drawdown Average peak-to-trough decline	-33.06%	-15.22%	-17.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.78%	15.45%	-8.67%

Volatility

VALU vs. SPGI - Volatility Comparison

The current volatility for Value Line, Inc. (VALU) is 6.59%, while S&P Global Inc. (SPGI) has a volatility of 7.65%. This indicates that VALU 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.

Volatility by Period

	VALU	SPGI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.59%	7.65%	-1.06%
Volatility (6M) Calculated over the trailing 6-month period	17.79%	23.75%	-5.96%
Volatility (1Y) Calculated over the trailing 1-year period	27.91%	27.22%	+0.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	60.86%	24.44%	+36.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	57.75%	26.01%	+31.74%

Dividends

VALU vs. SPGI - Dividend Comparison

VALU's dividend yield for the trailing twelve months is around 4.06%, more than SPGI's 0.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SPGI S&P Global Inc.	0.92%	0.73%	0.73%	0.82%	0.99%	0.65%	0.82%	0.84%	1.18%	0.97%	1.34%	1.34%
VALU Value Line, Inc.	4.06%	3.32%	2.23%	2.24%	1.91%	1.86%	2.52%	2.73%	3.65%	3.67%	3.44%	4.37%

Financials

VALU vs. SPGI - Profitability Comparison

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

VALU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Value Line, Inc. reported a gross profit of 4.66M and revenue of 8.28M. Therefore, the gross margin over that period was 56.4%.

SPGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a gross profit of 0.00 and revenue of 4.17B. Therefore, the gross margin over that period was 0.0%.

VALU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Value Line, Inc. reported an operating income of 1.00M and revenue of 8.28M, resulting in an operating margin of 12.1%.

SPGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported an operating income of 2.00B and revenue of 4.17B, resulting in an operating margin of 48.0%.

VALU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Value Line, Inc. reported a net income of 5.91M and revenue of 8.28M, resulting in a net margin of 71.4%.

SPGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a net income of 1.40B and revenue of 4.17B, resulting in a net margin of 33.5%.

Frequently Asked Questions

Can I hold both VALU and SPGI in my portfolio?

VALU and SPGI have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VALU or SPGI?

SPGI has higher volatility (7.65%) compared to VALU (6.59%). In terms of maximum drawdown, VALU dropped -77.54% vs SPGI's -74.67%.

Which has better risk-adjusted returns?

VALU currently has the higher Sharpe Ratio (-0.41 vs -0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.