S&P Global Inc. (SPGI) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
S&P Global Inc. (SPGI): 1Y return -7.8%, Sharpe ratio -0.16, volatility 26.7%, max drawdown -30.5%. A Stock in the Equity asset class. Compare SPGI with other assets and invest through your own broker with pfolio.
S&P Global Inc. (SPGI) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
SPGI Performance
- MTD
- Return: 1.2%, Sharpe: 1.09, Volatility: 29.2%, Max Drawdown: -4.9%
- YTD
- Return: -17.4%, Sharpe: -1.46, Volatility: 38.8%, Max Drawdown: -28.5%
- 1Y
- Return: -7.8%, Sharpe: -0.16, Volatility: 26.7%, Max Drawdown: -30.5%
- 5Y
- Return: 19.7%, Sharpe: 0.27, Volatility: 23.9%, Max Drawdown: -39.8%
- 10Y
- Return: 373.7%, Sharpe: 0.72, Volatility: 25.5%, Max Drawdown: -39.8%
Frequently Asked Questions
- What is S&P Global Inc. (SPGI)?
- S&P Global Inc. (SPGI) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does SPGI compare to other assets?
- You can compare SPGI with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in SPGI through pfolio?
- pfolio helps you build diversified portfolios that may include SPGI. You invest through your own broker — pfolio provides the analytics.