EFX vs. MCO
EFX (Equifax Inc.) and MCO (Moody's Corporation) are both stocks. EFX operates in Consulting Services (Industrials), while MCO operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, EFX returned 3.93%/yr vs 17.53%/yr for MCO. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
EFX vs. MCO - Performance Comparison
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Returns By Period
In the year-to-date period, EFX achieves a -24.09% return, which is significantly lower than MCO's -11.93% return. Over the past 10 years, EFX has underperformed MCO with an annualized return of 3.93%, while MCO has yielded a comparatively higher 17.53% annualized return.
EFX
- 1D
- 2.59%
- 1M
- 3.73%
- YTD
- -24.09%
- 6M
- -25.41%
- 1Y
- -37.40%
- 3Y*
- -10.36%
- 5Y*
- -5.94%
- 10Y*
- 3.93%
MCO
- 1D
- 1.36%
- 1M
- 4.42%
- YTD
- -11.93%
- 6M
- -7.54%
- 1Y
- -4.30%
- 3Y*
- 10.65%
- 5Y*
- 6.32%
- 10Y*
- 17.53%
EFX vs. MCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFX Equifax Inc. | -24.09% | -14.19% | 3.67% | 28.18% | -33.09% | 52.84% | 39.00% | 52.31% | -19.96% | 0.95% |
MCO Moody's Corporation | -11.93% | 8.74% | 22.17% | 41.52% | -27.80% | 35.57% | 23.26% | 71.26% | -4.10% | 58.53% |
Correlation
The correlation between EFX and MCO is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2000 | 0.51 |
The correlation between EFX and MCO shifts across timeframes, from 0.50 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
EFX:
$19.78B
MCO:
$79.40B
EFX:
$5.68
MCO:
$13.92
EFX:
28.83
MCO:
32.16
EFX:
3.21
MCO:
10.19
EFX:
4.36
MCO:
26.52
EFX:
$6.28B
MCO:
$7.87B
EFX:
$2.81B
MCO:
$5.49B
EFX:
$1.88B
MCO:
$3.95B
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Return for Risk
EFX vs. MCO — Risk / Return Rank
EFX
MCO
EFX vs. MCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Equifax Inc. (EFX) and Moody's Corporation (MCO). 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.
| EFX | MCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.98 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | -0.26 | -0.69 |
| Martin ratioReturn relative to average drawdown | -1.71 | -0.56 | -1.15 |
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Drawdowns
EFX vs. MCO - Drawdown Comparison
The maximum EFX drawdown since its inception was -56.83%, smaller than the maximum MCO drawdown of -78.72%. Use the drawdown chart below to compare losses from any high point for EFX and MCO.
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Drawdown Indicators
| EFX | MCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.83% | -78.72% | +21.89% |
Max Drawdown (1Y)Largest decline over 1 year | -40.61% | -23.61% | -17.00% |
Max Drawdown (3Y)Largest decline over 3 years | -47.96% | -24.65% | -23.31% |
Max Drawdown (5Y)Largest decline over 5 years | -49.12% | -41.66% | -7.46% |
Max Drawdown (10Y)Largest decline over 10 years | -49.12% | -42.02% | -7.10% |
Current DrawdownCurrent decline from peak | -45.79% | -16.63% | -29.16% |
Average DrawdownAverage peak-to-trough decline | -15.29% | -17.76% | +2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.87% | 10.99% | +11.88% |
Volatility
EFX vs. MCO - Volatility Comparison
Equifax Inc. (EFX) has a higher volatility of 10.04% compared to Moody's Corporation (MCO) at 7.00%. This indicates that EFX's price experiences larger fluctuations and is considered to be riskier than MCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFX | MCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.04% | 7.00% | +3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 28.72% | 21.97% | +6.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.77% | 26.40% | +9.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.34% | 26.33% | +7.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.47% | 27.84% | +3.63% |
Dividends
EFX vs. MCO - Dividend Comparison
EFX's dividend yield for the trailing twelve months is around 1.29%, more than MCO's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFX Equifax Inc. | 1.29% | 0.87% | 0.61% | 0.63% | 0.80% | 0.53% | 0.81% | 1.11% | 1.68% | 1.32% | 1.12% | 1.04% |
MCO Moody's Corporation | 0.88% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
Financials
EFX vs. MCO - Financials Comparison
This section allows you to compare key financial metrics between Equifax Inc. and Moody's Corporation. 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
EFX vs. MCO - Profitability Comparison
EFX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Equifax Inc. reported a gross profit of 881.80M and revenue of 1.65B. Therefore, the gross margin over that period was 53.5%.
MCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Moody's Corporation reported a gross profit of 1.55B and revenue of 2.08B. Therefore, the gross margin over that period was 74.5%.
EFX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Equifax Inc. reported an operating income of 287.70M and revenue of 1.65B, resulting in an operating margin of 17.5%.
MCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Moody's Corporation reported an operating income of 922.00M and revenue of 2.08B, resulting in an operating margin of 44.4%.
EFX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Equifax Inc. reported a net income of 171.50M and revenue of 1.65B, resulting in a net margin of 10.4%.
MCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Moody's Corporation reported a net income of 661.00M and revenue of 2.08B, resulting in a net margin of 31.8%.
Frequently Asked Questions
EFX and MCO 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.
EFX has higher volatility (10.04%) compared to MCO (7.00%). In terms of maximum drawdown, EFX dropped -56.83% vs MCO's -78.72%.
MCO currently has the higher Sharpe Ratio (-0.23 vs -1.08), 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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