CoStar Group (CSGP): analysis and statistics
Return, volatility, Sharpe ratio and risk for CoStar Group, a component of the S&P 500 in the Real Estate. Data as of 2026-10-29.
| Last close price | $27.54 |
| Sector (GICS) | Real Estate |
| Annualized return (3.0 yr) | -27.05% |
| Total return over period | -60.98% |
| Annualized volatility | 37.40% |
| Period volatility | 64.61% |
| Period T-bill | 12.40% |
| Sharpe ratio | -1.14 |
| Sortino ratio | -1.50 |
| Max drawdown | -72.42% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.75% |
| Correlation with the S&P 500 | 0.28 |
| Period range | $26.95 – $97.73 |
| Trading days analyzed | 752 |
Over the last 3.0 years, CoStar Group (CSGP) has posted an annualized return of -27.05% with annual volatility of 37.40%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -72.42%. Its correlation with the S&P 500 is 0.28, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how CSGP would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, CoStar Group (CSGP) is of the S&P 500.
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