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Sortino ratio is not yet available for DWD.DE. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar stocks

The table compares Morgan Stanley's Sortino Ratio with other stocks in the Capital Markets industry across multiple time periods, showing how DWD.DE's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 5, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
NF4.DENetfonds AG6.84
GOS.DEThe Goldman Sachs Group Inc3.54
BWB.DEBaader Bank Aktiengesellschaft3.08
LUS1.DELang & Schwarz Aktiengesellschaft2.26
FTK.DEflatexDEGIRO AG1.51
XTP.DESino AG1.15
O4B.DEOVB Holding AG-0.30
DWD.DEMorgan Stanley

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows DWD.DE's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DWD.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


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