CG vs. MC
CG (The Carlyle Group Inc.) and MC (Moelis & Company) are both stocks. Both are in the Financial Services sector — CG in Asset Management, MC in Capital Markets. Over the past 10 years, CG returned 16.61%/yr vs 18.82%/yr for MC. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
CG vs. MC - Performance Comparison
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Returns By Period
In the year-to-date period, CG achieves a -21.53% return, which is significantly lower than MC's 0.47% return. Over the past 10 years, CG has underperformed MC with an annualized return of 16.61%, while MC has yielded a comparatively higher 18.82% annualized return.
CG
- 1D
- 2.69%
- 1M
- -6.25%
- YTD
- -21.53%
- 6M
- -20.51%
- 1Y
- -1.61%
- 3Y*
- 18.18%
- 5Y*
- 3.96%
- 10Y*
- 16.61%
MC
- 1D
- -1.78%
- 1M
- 5.67%
- YTD
- 0.47%
- 6M
- -0.98%
- 1Y
- 19.57%
- 3Y*
- 19.10%
- 5Y*
- 10.06%
- 10Y*
- 18.82%
CG vs. MC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CG The Carlyle Group Inc. | -21.53% | 20.20% | 28.05% | 42.55% | -43.78% | 78.46% | 1.62% | 116.75% | -27.28% | 59.83% |
MC Moelis & Company | 0.47% | -3.13% | 37.14% | 54.90% | -35.18% | 49.03% | 62.83% | 0.80% | -22.52% | 52.49% |
Correlation
The correlation between CG and MC is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2014 | 0.50 |
The correlation between CG and MC shifts across timeframes, from 0.50 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
CG:
$16.43B
MC:
$5.38B
CG:
$1.48
MC:
$2.79
CG:
30.90
MC:
24.24
CG:
0.19
MC:
1.39
CG:
4.23
MC:
3.50
CG:
2.23
MC:
11.05
CG:
$3.99B
MC:
$1.53B
CG:
$2.92B
MC:
$1.06B
CG:
$1.01B
MC:
$300.04M
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Return for Risk
CG vs. MC — Risk / Return Rank
CG
MC
CG vs. MC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Carlyle Group Inc. (CG) and Moelis & Company (MC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CG | MC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.12 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 0.59 | -0.63 |
| Martin ratioReturn relative to average drawdown | -0.08 | 1.41 | -1.50 |
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Drawdowns
CG vs. MC - Drawdown Comparison
The maximum CG drawdown since its inception was -62.69%, which is greater than MC's maximum drawdown of -58.26%. Use the drawdown chart below to compare losses from any high point for CG and MC.
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Drawdown Indicators
| CG | MC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.69% | -58.26% | -4.43% |
Max Drawdown (1Y)Largest decline over 1 year | -37.83% | -33.26% | -4.57% |
Max Drawdown (3Y)Largest decline over 3 years | -38.53% | -39.31% | +0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -56.75% | -53.06% | -3.69% |
Max Drawdown (10Y)Largest decline over 10 years | -56.75% | -58.26% | +1.51% |
Current DrawdownCurrent decline from peak | -32.67% | -11.45% | -21.22% |
Average DrawdownAverage peak-to-trough decline | -21.75% | -20.29% | -1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.76% | 13.89% | +5.87% |
Volatility
CG vs. MC - Volatility Comparison
The current volatility for The Carlyle Group Inc. (CG) is 10.06%, while Moelis & Company (MC) has a volatility of 10.99%. This indicates that CG experiences smaller price fluctuations and is considered to be less risky than MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CG | MC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.06% | 10.99% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 27.69% | 26.59% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.18% | 34.99% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.78% | 36.80% | +2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.38% | 36.00% | +1.38% |
Dividends
CG vs. MC - Dividend Comparison
CG's dividend yield for the trailing twelve months is around 3.06%, less than MC's 3.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CG The Carlyle Group Inc. | 3.06% | 2.37% | 2.77% | 3.38% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% |
MC Moelis & Company | 3.84% | 3.78% | 3.25% | 4.28% | 6.25% | 10.88% | 8.88% | 10.18% | 14.19% | 5.11% | 9.71% | 3.43% |
Financials
CG vs. MC - Financials Comparison
This section allows you to compare key financial metrics between The Carlyle Group Inc. and Moelis & Company. 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
Frequently Asked Questions
CG and MC have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MC has higher volatility (10.99%) compared to CG (10.06%). In terms of maximum drawdown, CG dropped -62.69% vs MC's -58.26%.
MC currently has the higher Sharpe Ratio (0.56 vs -0.04), 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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