ABBNY vs. MS
ABBNY (ABB Ltd) and MS (Morgan Stanley) are both stocks. ABBNY operates in Electrical Equipment & Parts (Industrials), while MS operates in Capital Markets (Financial Services). Over the past 10 years, ABBNY returned 21.38%/yr vs 27.13%/yr for MS. At a 0.46 correlation, their price movements are largely independent.
Performance
ABBNY vs. MS - Performance Comparison
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Returns By Period
In the year-to-date period, ABBNY achieves a 41.80% return, which is significantly higher than MS's 20.86% return. Over the past 10 years, ABBNY has underperformed MS with an annualized return of 21.38%, while MS has yielded a comparatively higher 27.13% annualized return.
ABBNY
- 1D
- 1.83%
- 1M
- -2.95%
- YTD
- 41.80%
- 6M
- 43.11%
- 1Y
- 82.41%
- 3Y*
- 41.86%
- 5Y*
- 27.12%
- 10Y*
- 21.38%
MS
- 1D
- 0.15%
- 1M
- 9.92%
- YTD
- 20.86%
- 6M
- 21.34%
- 1Y
- 64.89%
- 3Y*
- 39.40%
- 5Y*
- 21.89%
- 10Y*
- 27.13%
ABBNY vs. MS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABBNY ABB Ltd | 41.80% | 40.49% | 23.75% | 49.62% | -18.13% | 40.40% | 21.21% | 31.87% | -26.52% | 31.68% |
MS Morgan Stanley | 20.86% | 45.16% | 39.73% | 13.93% | -10.34% | 46.65% | 38.09% | 32.67% | -22.76% | 26.61% |
Correlation
The correlation between ABBNY and MS is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Apr 6, 2001 | 0.46 |
The correlation between ABBNY and MS has been stable across timeframes, ranging from 0.43 to 0.50 - a consistent structural relationship.
Fundamentals
ABBNY:
$188.22B
MS:
$338.10B
ABBNY:
$2.71
MS:
$11.41
ABBNY:
38.10
MS:
18.59
ABBNY:
3.84
MS:
1.75
ABBNY:
5.28
MS:
2.81
ABBNY:
12.75
MS:
3.23
ABBNY:
$35.74B
MS:
$120.22B
ABBNY:
$14.33B
MS:
$69.72B
ABBNY:
$7.34B
MS:
$27.21B
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Return for Risk
ABBNY vs. MS — Risk / Return Rank
ABBNY
MS
ABBNY vs. MS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABB Ltd (ABBNY) and Morgan Stanley (MS). 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.
| ABBNY | MS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.43 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 5.27 | 3.46 | +1.81 |
| Martin ratioReturn relative to average drawdown | 20.73 | 11.46 | +9.27 |
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
| ABBNY | MS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | 2.55 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.77 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.86 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.29 | -0.01 |
Drawdowns
ABBNY vs. MS - Drawdown Comparison
The maximum ABBNY drawdown since its inception was -93.98%, which is greater than MS's maximum drawdown of -88.12%. Use the drawdown chart below to compare losses from any high point for ABBNY and MS.
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Drawdown Indicators
| ABBNY | MS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.98% | -88.12% | -5.86% |
Max Drawdown (1Y)Largest decline over 1 year | -15.71% | -18.83% | +3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -20.26% | -29.24% | +8.98% |
Max Drawdown (5Y)Largest decline over 5 years | -36.07% | -32.38% | -3.69% |
Max Drawdown (10Y)Largest decline over 10 years | -43.98% | -51.33% | +7.35% |
Current DrawdownCurrent decline from peak | -5.13% | -2.76% | -2.37% |
Average DrawdownAverage peak-to-trough decline | -25.54% | -33.70% | +8.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 5.68% | -1.69% |
Volatility
ABBNY vs. MS - Volatility Comparison
ABB Ltd (ABBNY) has a higher volatility of 10.45% compared to Morgan Stanley (MS) at 8.06%. This indicates that ABBNY's price experiences larger fluctuations and is considered to be riskier than MS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABBNY | MS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.45% | 8.06% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 24.58% | 21.21% | +3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.78% | 25.62% | +4.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.06% | 28.72% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.43% | 31.51% | -6.08% |
Dividends
ABBNY vs. MS - Dividend Comparison
ABBNY's dividend yield for the trailing twelve months is around 1.18%, less than MS's 1.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBNY ABB Ltd | 1.18% | 1.39% | 1.79% | 2.07% | 2.88% | 2.29% | 2.77% | 3.31% | 4.35% | 2.84% | 3.47% | 4.21% |
MS Morgan Stanley | 1.88% | 2.17% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% |
Financials
ABBNY vs. MS - Financials Comparison
This section allows you to compare key financial metrics between ABB Ltd and Morgan Stanley. 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
ABBNY vs. MS - Profitability Comparison
ABBNY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported a gross profit of 3.44B and revenue of 8.73B. Therefore, the gross margin over that period was 39.4%.
MS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Morgan Stanley reported a gross profit of 20.48B and revenue of 33.15B. Therefore, the gross margin over that period was 61.8%.
ABBNY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported an operating income of 1.43B and revenue of 8.73B, resulting in an operating margin of 16.4%.
MS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Morgan Stanley reported an operating income of 7.01B and revenue of 33.15B, resulting in an operating margin of 21.2%.
ABBNY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported a net income of 1.32B and revenue of 8.73B, resulting in a net margin of 15.2%.
MS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Morgan Stanley reported a net income of 5.64B and revenue of 33.15B, resulting in a net margin of 17.0%.
Frequently Asked Questions
ABBNY and MS have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABBNY has higher volatility (10.45%) compared to MS (8.06%). In terms of maximum drawdown, ABBNY dropped -93.98% vs MS's -88.12%.
ABBNY currently has the higher Sharpe Ratio (2.79 vs 2.55), 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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