PortfoliosLab logoPortfoliosLab logo
AIQUY vs. MSCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AIQUY vs. MSCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Air Liquide SA ADR (AIQUY) and MSCI Inc. (MSCI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AIQUY achieves a 13.41% return, which is significantly higher than MSCI's 7.76% return. Over the past 10 years, AIQUY has underperformed MSCI with an annualized return of 14.17%, while MSCI has yielded a comparatively higher 24.41% annualized return.


AIQUY

1D
1.91%
1M
3.04%
YTD
13.41%
6M
11.51%
1Y
2.92%
3Y*
12.48%
5Y*
10.09%
10Y*
14.17%

MSCI

1D
-2.65%
1M
5.76%
YTD
7.76%
6M
13.32%
1Y
9.84%
3Y*
9.97%
5Y*
6.82%
10Y*
24.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIQUY vs. MSCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIQUY
Air Liquide SA ADR
13.41%18.54%-7.37%40.23%-9.00%8.13%20.08%28.10%0.53%30.47%
MSCI
MSCI Inc.
7.76%-3.17%7.31%22.90%-23.34%38.14%74.38%77.19%17.95%62.63%

Correlation

The correlation between AIQUY and MSCI is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2007

0.37

Over the past year, the correlation between AIQUY and MSCI has dropped to 0.13 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

AIQUY:

$120.31B

MSCI:

$45.04B

EPS

AIQUY:

$2.36

MSCI:

$17.28

PE Ratio

AIQUY:

17.68

MSCI:

35.51

PEG Ratio

AIQUY:

2.59

MSCI:

2.20

PS Ratio

AIQUY:

2.23

MSCI:

14.47

Total Revenue (TTM)

AIQUY:

$53.90B

MSCI:

$3.24B

Gross Profit (TTM)

AIQUY:

$30.54B

MSCI:

$2.68B

EBITDA (TTM)

AIQUY:

$15.33B

MSCI:

$1.99B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AIQUY vs. MSCI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIQUY
AIQUY Risk / Return Rank: 4242
Overall Rank
AIQUY Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
AIQUY Sortino Ratio Rank: 3838
Sortino Ratio Rank
AIQUY Omega Ratio Rank: 3838
Omega Ratio Rank
AIQUY Calmar Ratio Rank: 4545
Calmar Ratio Rank
AIQUY Martin Ratio Rank: 4545
Martin Ratio Rank

MSCI
MSCI Risk / Return Rank: 5050
Overall Rank
MSCI Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
MSCI Sortino Ratio Rank: 4646
Sortino Ratio Rank
MSCI Omega Ratio Rank: 4646
Omega Ratio Rank
MSCI Calmar Ratio Rank: 5353
Calmar Ratio Rank
MSCI Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AIQUY vs. MSCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Air Liquide SA ADR (AIQUY) 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.


AIQUYMSCIDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.04

1.09

-0.05

Calmar ratioReturn relative to maximum drawdown

0.19

0.55

-0.36

Martin ratioReturn relative to average drawdown

0.38

1.43

-1.06

AIQUY vs. MSCI - Sharpe Ratio Comparison

The current AIQUY Sharpe Ratio is 0.15, which is lower than the MSCI Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of AIQUY and MSCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


AIQUYMSCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.35

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.22

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.79

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.55

-0.20

Drawdowns

AIQUY vs. MSCI - Drawdown Comparison

The maximum AIQUY drawdown since its inception was -50.46%, smaller than the maximum MSCI drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for AIQUY and MSCI.


Loading charts...

Drawdown Indicators


AIQUYMSCIDifference

Max Drawdown

Largest peak-to-trough decline

-50.46%

-69.06%

+18.60%

Max Drawdown (1Y)

Largest decline over 1 year

-15.57%

-18.07%

+2.50%

Max Drawdown (3Y)

Largest decline over 3 years

-18.81%

-25.99%

+7.18%

Max Drawdown (5Y)

Largest decline over 5 years

-31.23%

-43.74%

+12.51%

Max Drawdown (10Y)

Largest decline over 10 years

-31.23%

-43.74%

+12.51%

Current Drawdown

Current decline from peak

-3.80%

-4.70%

+0.90%

Average Drawdown

Average peak-to-trough decline

-8.87%

-13.09%

+4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.72%

6.88%

+0.84%

Volatility

AIQUY vs. MSCI - Volatility Comparison

The current volatility for Air Liquide SA ADR (AIQUY) is 6.33%, while MSCI Inc. (MSCI) has a volatility of 7.89%. This indicates that AIQUY experiences smaller price fluctuations and is considered to be less risky than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AIQUYMSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

7.89%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

15.80%

20.78%

-4.98%

Volatility (1Y)

Calculated over the trailing 1-year period

19.20%

28.58%

-9.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.52%

30.72%

-9.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.15%

31.17%

-9.02%

Dividends

AIQUY vs. MSCI - Dividend Comparison

AIQUY's dividend yield for the trailing twelve months is around 2.09%, more than MSCI's 1.25% yield.


PositionTTM20252024202320222021202020192018201720162015
AIQUY
Air Liquide SA ADR
2.09%1.93%1.92%1.62%2.09%1.91%1.80%1.96%2.62%4.22%7.72%2.52%
MSCI
MSCI Inc.
1.25%1.25%1.07%0.98%0.98%0.59%0.65%0.98%1.30%1.04%1.27%1.11%

Financials

AIQUY vs. MSCI - Financials Comparison

This section allows you to compare key financial metrics between Air Liquide SA ADR 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B202120222023202420252026
13.12B
850.80M
(AIQUY) Total Revenue
(MSCI) Total Revenue
Values in USD except per share items

AIQUY vs. MSCI - Profitability Comparison

The chart below illustrates the profitability comparison between Air Liquide SA ADR and MSCI Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%202120222023202420252026
36.6%
83.3%
Portfolio components
AIQUY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Air Liquide SA ADR reported a gross profit of 4.80B and revenue of 13.12B. Therefore, the gross margin over that period was 36.6%.

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%.

AIQUY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Air Liquide SA ADR reported an operating income of 2.82B and revenue of 13.12B, resulting in an operating margin of 21.5%.

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%.

AIQUY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Air Liquide SA ADR reported a net income of 1.70B and revenue of 13.12B, resulting in a net margin of 13.0%.

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


AIQUY and MSCI have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSCI has higher volatility (7.89%) compared to AIQUY (6.33%). In terms of maximum drawdown, AIQUY dropped -50.46% vs MSCI's -69.06%.

MSCI currently has the higher Sharpe Ratio (0.35 vs 0.15), 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.

Portfolio Optimizer

Find the right allocation for AIQUY and MSCI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer