S&P Global Inc. (SPGI) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
S&P Global Inc. (SPGI): 1Y return -9.6%, Sharpe ratio -0.17, volatility 30.3%, max drawdown -28.5%. 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: 4.5%, Sharpe: 7.40, Volatility: 19.0%, Max Drawdown: -2.1%
- YTD
- Return: -16.1%, Sharpe: -0.50, Volatility: 32.7%, Max Drawdown: -28.5%
- 1Y
- Return: -9.6%, Sharpe: -0.17, Volatility: 30.3%, Max Drawdown: -28.5%
- 5Y
- Return: 5.5%, Sharpe: 0.17, Volatility: 24.9%, Max Drawdown: -39.8%
- 10Y
- Return: 286.9%, Sharpe: 0.64, Volatility: 25.8%, 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.