MCO vs. SCHW
MCO (Moody's Corporation) and SCHW (The Charles Schwab Corporation) are both stocks. Both are in the Financial Services sector — MCO in Financial Data & Stock Exchanges, SCHW in Capital Markets. Over the past 10 years, MCO returned 17.88%/yr vs 13.79%/yr for SCHW. At a 0.43 correlation, their price movements are largely independent.
Performance
MCO vs. SCHW - Performance Comparison
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Returns By Period
In the year-to-date period, MCO achieves a -10.71% return, which is significantly lower than SCHW's -8.33% return. Over the past 10 years, MCO has outperformed SCHW with an annualized return of 17.88%, while SCHW has yielded a comparatively lower 13.79% annualized return.
MCO
- 1D
- 1.39%
- 1M
- 5.87%
- YTD
- -10.71%
- 6M
- -6.44%
- 1Y
- -2.97%
- 3Y*
- 10.83%
- 5Y*
- 6.48%
- 10Y*
- 17.88%
SCHW
- 1D
- -0.16%
- 1M
- 0.08%
- YTD
- -8.33%
- 6M
- -3.88%
- 1Y
- 5.43%
- 3Y*
- 20.37%
- 5Y*
- 5.67%
- 10Y*
- 13.79%
MCO vs. SCHW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | -10.71% | 8.74% | 22.17% | 41.52% | -27.80% | 35.57% | 23.26% | 71.26% | -4.10% | 58.53% |
SCHW The Charles Schwab Corporation | -8.33% | 36.65% | 9.17% | -15.97% | 0.11% | 60.23% | 13.57% | 16.38% | -18.43% | 31.15% |
Correlation
The correlation between MCO and SCHW is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2000 | 0.43 |
Fundamentals
MCO:
$80.50B
SCHW:
$159.34B
MCO:
$13.92
SCHW:
$5.26
MCO:
32.61
SCHW:
17.28
MCO:
4.26
SCHW:
0.99
MCO:
10.33
SCHW:
6.74
MCO:
26.89
SCHW:
59.02K
MCO:
$7.87B
SCHW:
$24.17B
MCO:
$5.49B
SCHW:
$18.86B
MCO:
$3.95B
SCHW:
$13.11B
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Return for Risk
MCO vs. SCHW — Risk / Return Rank
MCO
SCHW
MCO vs. SCHW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moody's Corporation (MCO) and The Charles Schwab Corporation (SCHW). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MCO | SCHW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.06 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 0.27 | -0.40 |
| Martin ratioReturn relative to average drawdown | -0.27 | 0.64 | -0.91 |
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Drawdowns
MCO vs. SCHW - Drawdown Comparison
The maximum MCO drawdown since its inception was -78.72%, smaller than the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for MCO and SCHW.
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Drawdown Indicators
| MCO | SCHW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.72% | -86.79% | +8.07% |
Max Drawdown (1Y)Largest decline over 1 year | -23.61% | -19.83% | -3.78% |
Max Drawdown (3Y)Largest decline over 3 years | -24.65% | -27.11% | +2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -49.70% | +8.04% |
Max Drawdown (10Y)Largest decline over 10 years | -42.02% | -51.08% | +9.06% |
Current DrawdownCurrent decline from peak | -15.47% | -14.57% | -0.90% |
Average DrawdownAverage peak-to-trough decline | -17.76% | -35.53% | +17.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.03% | 8.55% | +2.48% |
Volatility
MCO vs. SCHW - Volatility Comparison
The current volatility for Moody's Corporation (MCO) is 6.94%, while The Charles Schwab Corporation (SCHW) has a volatility of 7.42%. This indicates that MCO experiences smaller price fluctuations and is considered to be less risky than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCO | SCHW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 7.42% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 21.98% | 19.74% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.42% | 24.19% | +2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.34% | 32.21% | -5.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.85% | 33.42% | -5.57% |
Dividends
MCO vs. SCHW - Dividend Comparison
MCO's dividend yield for the trailing twelve months is around 0.87%, less than SCHW's 1.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | 0.87% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
SCHW The Charles Schwab Corporation | 1.30% | 1.08% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% |
Financials
MCO vs. SCHW - Financials Comparison
This section allows you to compare key financial metrics between Moody's Corporation and The Charles Schwab Corporation. 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. SCHW - 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%.
SCHW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported a gross profit of 1.03B and revenue of 3.14B. Therefore, the gross margin over that period was 32.7%.
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%.
SCHW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported an operating income of -730.00M and revenue of 3.14B, resulting in an operating margin of -23.2%.
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%.
SCHW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported a net income of 2.48B and revenue of 3.14B, resulting in a net margin of 78.9%.
Frequently Asked Questions
MCO and SCHW have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHW has higher volatility (7.42%) compared to MCO (6.94%). In terms of maximum drawdown, MCO dropped -78.72% vs SCHW's -86.79%.
SCHW currently has the higher Sharpe Ratio (0.23 vs -0.11), 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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