GTT.PA vs. MSCI
GTT.PA (Gaztransport & Technigaz SAS) and MSCI (MSCI Inc.) are both stocks. GTT.PA operates in Oil & Gas Equipment & Services (Energy), while MSCI operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, GTT.PA returned 26.32%/yr vs 24.20%/yr for MSCI. At a 0.15 correlation, their price movements are largely independent.
Performance
GTT.PA vs. MSCI - Performance Comparison
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Different Trading Currencies
GTT.PA is traded in EUR, while MSCI is traded in USD. To make them comparable, the MSCI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, GTT.PA achieves a 29.12% return, which is significantly higher than MSCI's 9.92% return. Over the past 10 years, GTT.PA has outperformed MSCI with an annualized return of 26.32%, while MSCI has yielded a comparatively lower 24.20% annualized return.
GTT.PA
- 1D
- 2.33%
- 1M
- -4.62%
- YTD
- 29.12%
- 6M
- 18.64%
- 1Y
- 25.83%
- 3Y*
- 33.74%
- 5Y*
- 27.90%
- 10Y*
- 26.32%
MSCI
- 1D
- 0.72%
- 1M
- 7.64%
- YTD
- 9.92%
- 6M
- 15.60%
- 1Y
- 8.83%
- 3Y*
- 7.20%
- 5Y*
- 7.99%
- 10Y*
- 24.20%
GTT.PA vs. MSCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTT.PA Gaztransport & Technigaz SAS | 29.12% | 27.61% | 12.66% | 23.96% | 24.90% | 8.77% | -2.16% | 32.38% | 40.52% | 30.24% |
MSCI MSCI Inc. | 9.92% | -14.66% | 14.39% | 19.22% | -18.58% | 48.47% | 60.01% | 81.20% | 23.49% | 42.64% |
Correlation
The correlation between GTT.PA and MSCI is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2014 | 0.15 |
The correlation between GTT.PA and MSCI shifts across timeframes, from -0.01 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GTT.PA vs. MSCI — Risk / Return Rank
GTT.PA
MSCI
GTT.PA vs. MSCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gaztransport & Technigaz SAS (GTT.PA) 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.
| GTT.PA | MSCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.08 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 0.48 | +1.22 |
| Martin ratioReturn relative to average drawdown | 4.12 | 1.36 | +2.76 |
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
| GTT.PA | MSCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.30 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.27 | +0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.78 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.60 | -0.02 |
Drawdowns
GTT.PA vs. MSCI - Drawdown Comparison
The maximum GTT.PA drawdown since its inception was -62.40%, roughly equal to the maximum MSCI drawdown of -63.74%. Use the drawdown chart below to compare losses from any high point for GTT.PA and MSCI.
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Drawdown Indicators
| GTT.PA | MSCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -63.74% | +1.34% |
Max Drawdown (1Y)Largest decline over 1 year | -15.00% | -18.63% | +3.63% |
Max Drawdown (3Y)Largest decline over 3 years | -22.67% | -28.14% | +5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -33.31% | -39.69% | +6.38% |
Max Drawdown (10Y)Largest decline over 10 years | -51.63% | -39.69% | -11.94% |
Current DrawdownCurrent decline from peak | -4.71% | -10.52% | +5.81% |
Average DrawdownAverage peak-to-trough decline | -15.31% | -12.67% | -2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.21% | 6.53% | -0.32% |
Volatility
GTT.PA vs. MSCI - Volatility Comparison
Gaztransport & Technigaz SAS (GTT.PA) and MSCI Inc. (MSCI) have volatilities of 7.17% and 7.50%, 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
| GTT.PA | MSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 7.50% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 16.99% | 21.51% | -4.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.01% | 29.62% | -5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.20% | 30.22% | -2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.28% | 31.26% | +0.02% |
Dividends
GTT.PA vs. MSCI - Dividend Comparison
GTT.PA's dividend yield for the trailing twelve months is around 3.87%, more than MSCI's 1.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTT.PA Gaztransport & Technigaz SAS | 3.87% | 5.00% | 4.81% | 2.84% | 3.31% | 3.82% | 5.37% | 3.85% | 3.96% | 5.31% | 6.55% | 6.31% |
MSCI MSCI Inc. | 1.24% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
Financials
GTT.PA vs. MSCI - Financials Comparison
This section allows you to compare key financial metrics between Gaztransport & Technigaz SAS 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
Frequently Asked Questions
GTT.PA and MSCI have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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