AAMI vs. MSCI
AAMI (Acadian Asset Management Inc) and MSCI (MSCI Inc.) are both stocks. Both are in the Financial Services sector — AAMI in Asset Management, MSCI in Financial Data & Stock Exchanges. Over the past 5 years, AAMI returned 28.44%/yr vs 6.47%/yr for MSCI. At a 0.35 correlation, their price movements are largely independent.
Performance
AAMI vs. MSCI - Performance Comparison
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Returns By Period
In the year-to-date period, AAMI achieves a 64.22% return, which is significantly higher than MSCI's 5.89% return.
AAMI
- 1D
- 4.09%
- 1M
- 12.24%
- YTD
- 64.22%
- 6M
- 67.57%
- 1Y
- 153.33%
- 3Y*
- 50.41%
- 5Y*
- 28.44%
- 10Y*
- —
MSCI
- 1D
- -2.03%
- 1M
- 3.36%
- YTD
- 5.89%
- 6M
- 13.15%
- 1Y
- 7.51%
- 3Y*
- 9.71%
- 5Y*
- 6.47%
- 10Y*
- 24.26%
AAMI vs. MSCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AAMI Acadian Asset Management Inc | 64.22% | 78.64% | 37.70% | -6.72% | -19.45% | 33.00% | 93.85% | -0.80% | -30.71% |
MSCI MSCI Inc. | 5.89% | -3.17% | 7.31% | 22.90% | -23.34% | 38.14% | 74.38% | 77.19% | -3.38% |
Correlation
The correlation between AAMI and MSCI is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2018 | 0.35 |
The correlation between AAMI and MSCI shifts across timeframes, from 0.17 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
AAMI:
$2.76B
MSCI:
$44.26B
AAMI:
$2.35
MSCI:
$17.28
AAMI:
32.77
MSCI:
34.89
AAMI:
4.30
MSCI:
14.21
AAMI:
$641.50M
MSCI:
$3.24B
AAMI:
$652.90M
MSCI:
$2.68B
AAMI:
$185.00M
MSCI:
$1.99B
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Return for Risk
AAMI vs. MSCI — Risk / Return Rank
AAMI
MSCI
AAMI vs. MSCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Acadian Asset Management Inc (AAMI) and MSCI Inc. (MSCI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AAMI | MSCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.60 | ||
| Sortino ratioReturn per unit of downside risk | +3.18 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.08 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 8.48 | 0.42 | +8.06 |
| Martin ratioReturn relative to average drawdown | 22.99 | 1.10 | +21.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AAMI | MSCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.87 | 0.26 | +3.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.21 | +0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.55 | 0.00 |
Drawdowns
AAMI vs. MSCI - Drawdown Comparison
The maximum AAMI drawdown since its inception was -75.23%, which is greater than MSCI's maximum drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for AAMI and MSCI.
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Drawdown Indicators
| AAMI | MSCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.23% | -69.06% | -6.17% |
Max Drawdown (1Y)Largest decline over 1 year | -18.20% | -18.07% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -31.52% | -25.99% | -5.53% |
Max Drawdown (5Y)Largest decline over 5 years | -51.45% | -43.74% | -7.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.74% | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.35% | +6.35% |
Average DrawdownAverage peak-to-trough decline | -20.67% | -13.08% | -7.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.70% | 6.90% | -0.20% |
Volatility
AAMI vs. MSCI - Volatility Comparison
Acadian Asset Management Inc (AAMI) has a higher volatility of 12.91% compared to MSCI Inc. (MSCI) at 8.23%. This indicates that AAMI's price experiences larger fluctuations and is considered to be riskier than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AAMI | MSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.91% | 8.23% | +4.68% |
Volatility (6M)Calculated over the trailing 6-month period | 26.91% | 20.75% | +6.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.99% | 28.72% | +11.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.68% | 30.73% | +3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.14% | 31.19% | +10.95% |
Dividends
AAMI vs. MSCI - Dividend Comparison
AAMI's dividend yield for the trailing twelve months is around 0.17%, less than MSCI's 1.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAMI Acadian Asset Management Inc | 0.17% | 0.09% | 0.15% | 0.21% | 0.19% | 0.16% | 1.19% | 3.91% | 2.81% | 0.00% | 0.00% | 0.00% |
MSCI MSCI Inc. | 1.28% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
Financials
AAMI vs. MSCI - Financials Comparison
This section allows you to compare key financial metrics between Acadian Asset Management Inc and MSCI Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
AAMI vs. MSCI - Profitability Comparison
AAMI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Acadian Asset Management Inc reported a gross profit of 159.30M and revenue of 167.10M. Therefore, the gross margin over that period was 95.3%.
MSCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported a gross profit of 709.00M and revenue of 850.80M. Therefore, the gross margin over that period was 83.3%.
AAMI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Acadian Asset Management Inc reported an operating income of 42.00M and revenue of 167.10M, resulting in an operating margin of 25.1%.
MSCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported an operating income of 456.90M and revenue of 850.80M, resulting in an operating margin of 53.7%.
AAMI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Acadian Asset Management Inc reported a net income of 24.30M and revenue of 167.10M, resulting in a net margin of 14.5%.
MSCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported a net income of 406.00M and revenue of 850.80M, resulting in a net margin of 47.7%.
Frequently Asked Questions
AAMI and MSCI have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AAMI has higher volatility (12.91%) compared to MSCI (8.23%). In terms of maximum drawdown, AAMI dropped -75.23% vs MSCI's -69.06%.
AAMI currently has the higher Sharpe Ratio (3.87 vs 0.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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