FDS vs. MSCI
Compare and contrast key facts about FactSet Research Systems Inc. (FDS) and MSCI Inc. (MSCI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDS or MSCI.
Key characteristics
| FDS | MSCI | |
|---|---|---|
| YTD Return | 3.63% | 8.90% |
| 1Y Return | 7.84% | 18.91% |
| 3Y Return (Ann) | 3.35% | -1.24% |
| 5Y Return (Ann) | 15.12% | 20.69% |
| 10Y Return (Ann) | 14.87% | 30.43% |
| Sharpe Ratio | 0.44 | 0.81 |
| Sortino Ratio | 0.71 | 1.24 |
| Omega Ratio | 1.10 | 1.18 |
| Calmar Ratio | 0.49 | 0.69 |
| Martin Ratio | 0.94 | 2.03 |
| Ulcer Index | 9.80% | 10.97% |
| Daily Std Dev | 20.98% | 27.56% |
| Max Drawdown | -58.96% | -69.06% |
| Current Drawdown | 0.00% | -6.88% |
Fundamentals
| FDS | MSCI | |
|---|---|---|
| Market Cap | $18.40B | $47.23B |
| EPS | $13.93 | $15.23 |
| PE Ratio | 34.76 | 39.57 |
| PEG Ratio | 2.67 | 2.60 |
| Total Revenue (TTM) | $2.20B | $2.80B |
| Gross Profit (TTM) | $1.19B | $2.30B |
| EBITDA (TTM) | $867.01M | $1.69B |
Correlation
The correlation between FDS and MSCI is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FDS vs. MSCI - Performance Comparison
In the year-to-date period, FDS achieves a 3.63% return, which is significantly lower than MSCI's 8.90% return. Over the past 10 years, FDS has underperformed MSCI with an annualized return of 14.87%, while MSCI has yielded a comparatively higher 30.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FDS vs. MSCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FactSet Research Systems Inc. (FDS) 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.
Dividends
FDS vs. MSCI - Dividend Comparison
FDS's dividend yield for the trailing twelve months is around 0.82%, more than MSCI's 0.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDS FactSet Research Systems Inc. | 0.82% | 0.80% | 0.87% | 0.66% | 0.91% | 1.04% | 1.24% | 1.13% | 1.19% | 1.05% | 1.08% | 1.25% |
MSCI MSCI Inc. | 0.79% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% | 0.00% |
Drawdowns
FDS vs. MSCI - Drawdown Comparison
The maximum FDS drawdown since its inception was -58.96%, smaller than the maximum MSCI drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for FDS and MSCI. For additional features, visit the drawdowns tool.
Volatility
FDS vs. MSCI - Volatility Comparison
The current volatility for FactSet Research Systems Inc. (FDS) is 4.39%, while MSCI Inc. (MSCI) has a volatility of 6.45%. This indicates that FDS 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.
Financials
FDS vs. MSCI - Financials Comparison
This section allows you to compare key financial metrics between FactSet Research Systems 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