GOOG vs. MS
GOOG (Alphabet Inc) and MS (Morgan Stanley) are both stocks. GOOG operates in Internet Content & Information (Communication Services), while MS operates in Capital Markets (Financial Services). Over the past 10 years, GOOG returned 26.05%/yr vs 27.13%/yr for MS. At a 0.41 correlation, their price movements are largely independent.
Performance
GOOG vs. MS - Performance Comparison
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Returns By Period
In the year-to-date period, GOOG achieves a 15.25% return, which is significantly lower than MS's 20.86% return. Both investments have delivered pretty close results over the past 10 years, with GOOG having a 26.05% annualized return and MS not far ahead at 27.13%.
GOOG
- 1D
- -1.20%
- 1M
- -8.98%
- YTD
- 15.25%
- 6M
- 15.01%
- 1Y
- 107.32%
- 3Y*
- 43.67%
- 5Y*
- 23.94%
- 10Y*
- 26.05%
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%
GOOG vs. MS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 15.25% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
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 GOOG and MS is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2014 | 0.41 |
The correlation between GOOG and MS shifts across timeframes, from 0.29 (3 years) to 0.41 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GOOG:
$4.42T
MS:
$338.10B
GOOG:
$13.11
MS:
$11.41
GOOG:
27.54
MS:
18.59
GOOG:
1.35
MS:
1.75
GOOG:
10.44
MS:
2.81
GOOG:
9.23
MS:
3.23
GOOG:
$422.57B
MS:
$120.22B
GOOG:
$255.12B
MS:
$69.72B
GOOG:
$174.08B
MS:
$27.21B
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Return for Risk
GOOG vs. MS — Risk / Return Rank
GOOG
MS
GOOG vs. MS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (GOOG) 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.
| GOOG | MS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.43 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 5.20 | 3.46 | +1.74 |
| Martin ratioReturn relative to average drawdown | 18.68 | 11.46 | +7.22 |
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
| GOOG | MS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.76 | 2.55 | +1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.77 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.86 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.29 | +0.53 |
Drawdowns
GOOG vs. MS - Drawdown Comparison
The maximum GOOG drawdown since its inception was -44.60%, smaller than the maximum MS drawdown of -88.12%. Use the drawdown chart below to compare losses from any high point for GOOG and MS.
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Drawdown Indicators
| GOOG | MS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.60% | -88.12% | +43.52% |
Max Drawdown (1Y)Largest decline over 1 year | -20.75% | -18.83% | -1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -29.35% | -29.24% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -44.60% | -32.38% | -12.22% |
Max Drawdown (10Y)Largest decline over 10 years | -44.60% | -51.33% | +6.73% |
Current DrawdownCurrent decline from peak | -9.44% | -2.76% | -6.68% |
Average DrawdownAverage peak-to-trough decline | -8.89% | -33.70% | +24.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.77% | 5.68% | +0.09% |
Volatility
GOOG vs. MS - Volatility Comparison
Alphabet Inc (GOOG) and Morgan Stanley (MS) have volatilities of 8.43% and 8.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOOG | MS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.43% | 8.06% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 20.50% | 21.21% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.74% | 25.62% | +3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.14% | 28.72% | +2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.02% | 31.51% | -2.49% |
Dividends
GOOG vs. MS - Dividend Comparison
GOOG's dividend yield for the trailing twelve months is around 0.29%, less than MS's 1.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 0.29% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
GOOG vs. MS - Financials Comparison
This section allows you to compare key financial metrics between Alphabet Inc 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
GOOG vs. MS - Profitability Comparison
GOOG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a gross profit of 68.63B and revenue of 109.90B. Therefore, the gross margin over that period was 62.5%.
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%.
GOOG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported an operating income of 39.70B and revenue of 109.90B, resulting in an operating margin of 36.1%.
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%.
GOOG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a net income of 62.58B and revenue of 109.90B, resulting in a net margin of 56.9%.
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
GOOG and MS have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOOG has higher volatility (8.43%) compared to MS (8.06%). In terms of maximum drawdown, GOOG dropped -44.60% vs MS's -88.12%.
GOOG currently has the higher Sharpe Ratio (3.76 vs 2.55), 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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