SPGI vs TRU: Correlation
S&P Global (SPGI) and TransUnion (TRU) show a strong relationship: their 3-year correlation of weekly returns is 0.62.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are SPGI and TRU?
Across a 3-year window, the weekly returns of SPGI and TRU correlate at 0.62, strong. The relationship has been stable: the 1-year correlation (0.69) sits close to the 3-year figure. Stretching to 5 years gives 0.65, with an annualized covariance of 633.5 %².
Among the 40 assets we track against SPGI, TRU ranks #8 by 3-year correlation. On 12-month performance TRU holds a 11.3-point edge, -15.6% against -4.3%. One caveat on sizing: TRU is 1.7 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
SPGI vs TRU: side by side
| SPGI (S&P Global) | TRU (TransUnion) | |
|---|---|---|
| 1-year return | -15.6% | -4.3% |
| 5-year return | +8.1% | -27.4% |
| Volatility (ann.) | 24.7% | 41.6% |
| Beta vs S&P 500 | 0.86 | 1.71 |
| Max drawdown (3Y) | -30.5% | -47.3% |
| Market cap | $128.4B | $16.2B |
| P/E (trailing) | 26.6 | 22.3 |
| Dividend yield | 0.88% | 0.28% |
| Sector / category | Financials | US Listed |
Year-by-year returns
| Year | SPGI | TRU |
|---|---|---|
| 2022 | -28.4% | -51.9% |
| 2023 | +32.8% | +21.8% |
| 2024 | +13.9% | +35.6% |
| 2025 | +5.7% | -7.0% |
| 2026 | -11.3% | -0.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are SPGI and TRU good diversifiers for each other?
To a limited degree. At 0.62 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
FAQ
What is the correlation between SPGI and TRU?
The SPGI/TRU correlation stands at 0.62 on a 3-year window (1 year: 0.69, 5 years: 0.65), computed from weekly returns as of 2026-08-27.
Is TRU a good diversifier for SPGI?
To a limited degree. At 0.62 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
What does a correlation of 0.62 mean?
A reading of 0.62 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/spgi-vs-tru.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/spgi-vs-tru/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: SPGI correlations · TRU correlations
