MCO vs. FDS
MCO (Moody's Corporation) and FDS (FactSet Research Systems Inc.) are both stocks. Both operate in the Financial Data & Stock Exchanges industry within the Financial Services sector. Over the past 10 years, MCO returned 17.28%/yr vs 5.60%/yr for FDS. At a 0.48 correlation, their price movements are largely independent.
Performance
MCO vs. FDS - Performance Comparison
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Returns By Period
In the year-to-date period, MCO achieves a -12.74% return, which is significantly higher than FDS's -14.24% return. Over the past 10 years, MCO has outperformed FDS with an annualized return of 17.28%, while FDS has yielded a comparatively lower 5.60% annualized return.
MCO
- 1D
- -1.68%
- 1M
- -1.44%
- YTD
- -12.74%
- 6M
- -8.49%
- 1Y
- -8.48%
- 3Y*
- 10.67%
- 5Y*
- 6.50%
- 10Y*
- 17.28%
FDS
- 1D
- -3.61%
- 1M
- 10.72%
- YTD
- -14.24%
- 6M
- -13.26%
- 1Y
- -42.04%
- 3Y*
- -13.73%
- 5Y*
- -4.20%
- 10Y*
- 5.60%
MCO vs. FDS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | -12.74% | 8.74% | 22.17% | 41.52% | -27.80% | 35.57% | 23.26% | 71.26% | -4.10% | 58.53% |
FDS FactSet Research Systems Inc. | -14.24% | -38.88% | 1.62% | 19.99% | -16.75% | 47.49% | 25.13% | 35.51% | 5.02% | 19.44% |
Correlation
The correlation between MCO and FDS is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2000 | 0.48 |
The correlation between MCO and FDS shifts across timeframes, from 0.48 (all time) to 0.60 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
MCO:
$78.68B
FDS:
$9.20B
MCO:
$13.92
FDS:
$15.59
MCO:
31.87
FDS:
15.80
MCO:
4.16
FDS:
1.47
MCO:
10.10
FDS:
3.87
MCO:
26.28
FDS:
4.32
MCO:
$7.87B
FDS:
$2.40B
MCO:
$5.49B
FDS:
$1.25B
MCO:
$3.95B
FDS:
$821.05M
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Return for Risk
MCO vs. FDS — Risk / Return Rank
MCO
FDS
MCO vs. FDS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moody's Corporation (MCO) and FactSet Research Systems Inc. (FDS). 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.
| MCO | FDS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.81 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | -0.73 | +0.37 |
| Martin ratioReturn relative to average drawdown | -0.79 | -1.11 | +0.32 |
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
| MCO | FDS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.32 | -1.03 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | -0.15 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.20 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.45 | +0.03 |
Drawdowns
MCO vs. FDS - Drawdown Comparison
The maximum MCO drawdown since its inception was -78.72%, which is greater than FDS's maximum drawdown of -61.13%. Use the drawdown chart below to compare losses from any high point for MCO and FDS.
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Drawdown Indicators
| MCO | FDS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.72% | -61.13% | -17.59% |
Max Drawdown (1Y)Largest decline over 1 year | -23.61% | -57.50% | +33.89% |
Max Drawdown (3Y)Largest decline over 3 years | -24.65% | -61.13% | +36.48% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -61.13% | +19.47% |
Max Drawdown (10Y)Largest decline over 10 years | -42.02% | -61.13% | +19.11% |
Current DrawdownCurrent decline from peak | -17.39% | -49.11% | +31.72% |
Average DrawdownAverage peak-to-trough decline | -17.73% | -13.21% | -4.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.80% | 38.05% | -27.25% |
Volatility
MCO vs. FDS - Volatility Comparison
The current volatility for Moody's Corporation (MCO) is 7.28%, while FactSet Research Systems Inc. (FDS) has a volatility of 17.36%. This indicates that MCO experiences smaller price fluctuations and is considered to be less risky than FDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCO | FDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | 17.36% | -10.08% |
Volatility (6M)Calculated over the trailing 6-month period | 21.95% | 35.53% | -13.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.32% | 41.09% | -14.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.32% | 27.70% | -1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.84% | 27.66% | +0.18% |
Dividends
MCO vs. FDS - Dividend Comparison
MCO's dividend yield for the trailing twelve months is around 0.89%, less than FDS's 1.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDS FactSet Research Systems Inc. | 1.81% | 1.50% | 0.85% | 0.80% | 0.87% | 0.66% | 0.91% | 1.04% | 1.24% | 1.13% | 1.19% | 1.05% |
MCO Moody's Corporation | 0.89% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
Financials
MCO vs. FDS - Financials Comparison
This section allows you to compare key financial metrics between Moody's Corporation and FactSet Research Systems 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
MCO vs. FDS - Profitability Comparison
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%.
FDS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FactSet Research Systems Inc. reported a gross profit of 314.28M and revenue of 611.02M. Therefore, the gross margin over that period was 51.4%.
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%.
FDS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FactSet Research Systems Inc. reported an operating income of 184.96M and revenue of 611.02M, resulting in an operating margin of 30.3%.
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%.
FDS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FactSet Research Systems Inc. reported a net income of 133.06M and revenue of 611.02M, resulting in a net margin of 21.8%.
Frequently Asked Questions
MCO and FDS have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDS has higher volatility (17.36%) compared to MCO (7.28%). In terms of maximum drawdown, MCO dropped -78.72% vs FDS's -61.13%.
MCO currently has the higher Sharpe Ratio (-0.32 vs -1.03), 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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