GE vs. MS
GE (General Electric Company) and MS (Morgan Stanley) are both stocks. GE operates in Specialty Industrial Machinery (Industrials), while MS operates in Capital Markets (Financial Services). Over the past 10 years, GE returned 9.67%/yr vs 27.13%/yr for MS. At a 0.49 correlation, their price movements are largely independent.
Performance
GE vs. MS - Performance Comparison
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Returns By Period
In the year-to-date period, GE achieves a 4.70% return, which is significantly lower than MS's 20.86% return. Over the past 10 years, GE has underperformed MS with an annualized return of 9.67%, while MS has yielded a comparatively higher 27.13% annualized return.
GE
- 1D
- -1.82%
- 1M
- 8.38%
- YTD
- 4.70%
- 6M
- 12.43%
- 1Y
- 26.65%
- 3Y*
- 56.82%
- 5Y*
- 36.95%
- 10Y*
- 9.67%
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%
GE vs. MS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GE General Electric Company | 4.70% | 85.73% | 64.83% | 95.71% | -10.92% | 9.69% | -2.73% | 54.00% | -55.39% | -42.92% |
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 GE and MS is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 1993 | 0.49 |
The correlation between GE and MS shifts across timeframes, from 0.37 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GE:
$337.88B
MS:
$338.10B
GE:
$8.15
MS:
$11.41
GE:
39.51
MS:
18.59
GE:
0.01
MS:
1.75
GE:
7.08
MS:
2.81
GE:
18.71
MS:
3.23
GE:
$48.35B
MS:
$120.22B
GE:
$16.84B
MS:
$69.72B
GE:
$11.01B
MS:
$27.21B
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Return for Risk
GE vs. MS — Risk / Return Rank
GE
MS
GE vs. MS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for General Electric Company (GE) 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.
| GE | MS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.43 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 3.46 | -2.18 |
| Martin ratioReturn relative to average drawdown | 3.45 | 11.46 | -8.01 |
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
| GE | MS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 2.55 | -1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.20 | 0.77 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.86 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.29 | +0.02 |
Drawdowns
GE vs. MS - Drawdown Comparison
The maximum GE drawdown since its inception was -85.53%, roughly equal to the maximum MS drawdown of -88.12%. Use the drawdown chart below to compare losses from any high point for GE and MS.
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Drawdown Indicators
| GE | MS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.53% | -88.12% | +2.59% |
Max Drawdown (1Y)Largest decline over 1 year | -20.85% | -18.83% | -2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -21.36% | -29.24% | +7.88% |
Max Drawdown (5Y)Largest decline over 5 years | -44.94% | -32.38% | -12.56% |
Max Drawdown (10Y)Largest decline over 10 years | -81.18% | -51.33% | -29.85% |
Current DrawdownCurrent decline from peak | -6.72% | -2.76% | -3.96% |
Average DrawdownAverage peak-to-trough decline | -25.79% | -33.70% | +7.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.78% | 5.68% | +2.10% |
Volatility
GE vs. MS - Volatility Comparison
General Electric Company (GE) has a higher volatility of 9.71% compared to Morgan Stanley (MS) at 8.06%. This indicates that GE'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
| GE | MS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.71% | 8.06% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 26.76% | 21.21% | +5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.41% | 25.62% | +5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.02% | 28.72% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.33% | 31.51% | +4.82% |
Dividends
GE vs. MS - Dividend Comparison
GE's dividend yield for the trailing twelve months is around 0.48%, less than MS's 1.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GE General Electric Company | 0.48% | 0.47% | 0.67% | 0.25% | 0.38% | 0.34% | 0.37% | 4.12% | 4.89% | 4.81% | 2.94% | 2.95% |
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
GE vs. MS - Financials Comparison
This section allows you to compare key financial metrics between General Electric Company 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
GE vs. MS - Profitability Comparison
GE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, General Electric Company reported a gross profit of 3.85B and revenue of 12.39B. Therefore, the gross margin over that period was 31.0%.
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%.
GE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, General Electric Company reported an operating income of 1.70B and revenue of 12.39B, resulting in an operating margin of 13.7%.
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%.
GE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, General Electric Company reported a net income of 1.94B and revenue of 12.39B, resulting in a net margin of 15.6%.
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
GE and MS have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GE has higher volatility (9.71%) compared to MS (8.06%). In terms of maximum drawdown, GE dropped -85.53% vs MS's -88.12%.
MS currently has the higher Sharpe Ratio (2.55 vs 0.85), 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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