MORN vs. BLK
Compare and contrast key facts about Morningstar, Inc. (MORN) and BlackRock, Inc. (BLK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MORN or BLK.
Key characteristics
| MORN | BLK | |
|---|---|---|
| YTD Return | 20.48% | 31.41% |
| 1Y Return | 28.27% | 51.50% |
| 3Y Return (Ann) | 3.53% | 5.97% |
| 5Y Return (Ann) | 17.89% | 19.39% |
| 10Y Return (Ann) | 18.42% | 14.59% |
| Sharpe Ratio | 1.32 | 2.96 |
| Sortino Ratio | 2.11 | 3.86 |
| Omega Ratio | 1.26 | 1.48 |
| Calmar Ratio | 1.30 | 2.35 |
| Martin Ratio | 6.42 | 12.55 |
| Ulcer Index | 4.34% | 4.30% |
| Daily Std Dev | 21.16% | 18.23% |
| Max Drawdown | -67.92% | -60.36% |
| Current Drawdown | -2.16% | -0.64% |
Fundamentals
| MORN | BLK | |
|---|---|---|
| Market Cap | $15.03B | $153.51B |
| EPS | $7.57 | $40.26 |
| PE Ratio | 46.31 | 25.74 |
| PEG Ratio | 0.00 | 1.89 |
| Total Revenue (TTM) | $2.23B | $20.15B |
| Gross Profit (TTM) | $1.21B | $16.47B |
| EBITDA (TTM) | $634.40M | $7.86B |
Correlation
The correlation between MORN and BLK is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MORN vs. BLK - Performance Comparison
In the year-to-date period, MORN achieves a 20.48% return, which is significantly lower than BLK's 31.41% return. Over the past 10 years, MORN has outperformed BLK with an annualized return of 18.42%, while BLK has yielded a comparatively lower 14.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MORN vs. BLK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morningstar, Inc. (MORN) and BlackRock, Inc. (BLK). 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.
Dividends
MORN vs. BLK - Dividend Comparison
MORN's dividend yield for the trailing twelve months is around 0.47%, less than BLK's 1.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MORN Morningstar, Inc. | 0.47% | 0.52% | 0.66% | 0.28% | 0.65% | 0.74% | 0.91% | 0.95% | 1.20% | 0.95% | 1.05% | 0.48% |
BLK BlackRock, Inc. | 1.94% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
Drawdowns
MORN vs. BLK - Drawdown Comparison
The maximum MORN drawdown since its inception was -67.92%, which is greater than BLK's maximum drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for MORN and BLK. For additional features, visit the drawdowns tool.
Volatility
MORN vs. BLK - Volatility Comparison
Morningstar, Inc. (MORN) has a higher volatility of 5.31% compared to BlackRock, Inc. (BLK) at 4.85%. This indicates that MORN's price experiences larger fluctuations and is considered to be riskier than BLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MORN vs. BLK - Financials Comparison
This section allows you to compare key financial metrics between Morningstar, Inc. and BlackRock, 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