S&P Global (SPGI): analysis and statistics
Return, volatility, Sharpe ratio and risk for S&P Global, a component of the S&P 500 in the Financials. Data as of 2026-10-29.
| Last close price | $449.33 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +12.40% |
| Total return over period | +41.75% |
| Annualized volatility | 24.47% |
| Period volatility | 42.28% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.69 |
| Sortino ratio | 0.95 |
| Max drawdown | -30.48% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.80% |
| Correlation with the S&P 500 | 0.41 |
| Period range | $319.38 – $529.29 |
| Trading days analyzed | 752 |
Over the last 3.0 years, S&P Global (SPGI) has posted an annualized return of +12.40% with annual volatility of 24.47%, a Sharpe ratio of 0.69. Its worst stretch (max drawdown from a peak) was -30.48%. Its correlation with the S&P 500 is 0.41, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how SPGI 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, S&P Global (SPGI) is of the S&P 500.
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