VALU vs. SPGI
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 10.12%/yr vs 14.16%/yr for SPGI. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
VALU vs. SPGI - Performance Comparison
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Returns By Period
In the year-to-date period, VALU achieves a -8.55% return, which is significantly higher than SPGI's -20.81% return. Over the past 10 years, VALU has underperformed SPGI with an annualized return of 10.12%, while SPGI has yielded a comparatively higher 14.16% annualized return.
VALU
- 1D
- -0.70%
- 1M
- -11.54%
- 6M
- -7.03%
- YTD
- -8.55%
- 1Y
- -5.12%
- 3Y*
- -10.76%
- 5Y*
- 4.04%
- 10Y*
- 10.12%
- ALL TIME*
- 6.85%
SPGI
- 1D
- -0.74%
- 1M
- -6.36%
- 6M
- -21.59%
- YTD
- -20.81%
- 1Y
- -23.87%
- 3Y*
- 1.95%
- 5Y*
- 0.04%
- 10Y*
- 14.16%
- ALL TIME*
- 12.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
SPGI S&P Global Inc. | $969.59M | $925.31M | $956.08M |
VALU Value Line, Inc. | $103.64K | $92.91K | $101.65K |
VALU vs. SPGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VALU Value Line, Inc. | -8.55% | -24.86% | 11.27% | -1.94% | 10.35% | 45.98% | 17.42% | 15.09% | 40.56% | 3.28% |
SPGI S&P Global Inc. | -20.81% | 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 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.16 |
Fundamentals
VALU:
$320.95M
SPGI:
$121.44B
VALU:
$2.34
SPGI:
$16.41
VALU:
14.61
SPGI:
25.10
VALU:
9.50
SPGI:
7.66
VALU:
$33.83M
SPGI:
$16.12B
VALU:
$16.58M
SPGI:
$8.45B
VALU:
$6.13M
SPGI:
$7.92B
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Return for Risk
VALU vs. SPGI — Risk / Return Rank
VALU
SPGI
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VALU | SPGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.86 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | -0.81 | +0.55 |
| Martin ratioReturn relative to average drawdown | -0.60 | -1.35 | +0.75 |
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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.
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Drawdown Indicators
| VALU | SPGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.54% | -74.67% | -2.87% |
Max Drawdown (1Y)Largest decline over 1 year | -17.84% | -30.48% | +12.64% |
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 DrawdownCurrent decline from peak | -62.04% | -26.37% | -35.67% |
Average DrawdownAverage peak-to-trough decline | -33.20% | -15.27% | -17.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.71% | 18.28% | -10.57% |
Volatility
VALU vs. SPGI - Volatility Comparison
Value Line, Inc. (VALU) has a higher volatility of 11.32% compared to S&P Global Inc. (SPGI) at 10.71%. This indicates that VALU'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
| VALU | SPGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.32% | 10.71% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 21.04% | 25.67% | -4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.49% | 29.83% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.81% | 24.97% | +35.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.66% | 26.10% | +31.56% |
Dividends
VALU vs. SPGI - Dividend Comparison
VALU's dividend yield for the trailing twelve months is around 3.95%, more than SPGI's 0.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPGI S&P Global Inc. | 0.94% | 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. | 3.95% | 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 - Financials Comparison
This section allows you to compare key financial metrics between Value Line, Inc. 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
Frequently Asked Questions
VALU and SPGI have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VALU has higher volatility (11.32%) compared to SPGI (10.71%). In terms of maximum drawdown, VALU dropped -77.54% vs SPGI's -74.67%.
VALU currently has the higher Sharpe Ratio (-0.16 vs -0.84), 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.
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