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MORN vs. HSBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MORN vs. HSBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morningstar, Inc. (MORN) and HSBC Holdings plc (HSBC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MORN achieves a -16.03% return, which is significantly lower than HSBC's 20.29% return. Over the past 10 years, MORN has underperformed HSBC with an annualized return of 9.12%, while HSBC has yielded a comparatively higher 17.91% annualized return.


MORN

1D
-2.29%
1M
2.72%
YTD
-16.03%
6M
-15.94%
1Y
-41.38%
3Y*
-3.23%
5Y*
-4.16%
10Y*
9.12%

HSBC

1D
0.80%
1M
2.08%
YTD
20.29%
6M
33.24%
1Y
60.06%
3Y*
43.23%
5Y*
32.21%
10Y*
17.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MORN vs. HSBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MORN
Morningstar, Inc.
-16.03%-35.05%18.29%33.10%-36.31%48.23%54.54%38.93%14.34%33.38%
HSBC
HSBC Holdings plc
20.29%67.91%34.48%39.45%7.79%20.76%-31.71%1.44%-16.05%36.04%

Correlation

The correlation between MORN and HSBC is 0.05, 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

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since May 4, 2005

0.31

Over the past year, the correlation between MORN and HSBC has dropped to 0.05 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

MORN:

$7.13B

HSBC:

$316.57B

EPS

MORN:

$9.74

HSBC:

$6.38

PE Ratio

MORN:

18.63

HSBC:

14.34

PEG Ratio

MORN:

0.37

HSBC:

0.71

PS Ratio

MORN:

2.99

HSBC:

2.49

PB Ratio

MORN:

7.00

HSBC:

1.81

Total Revenue (TTM)

MORN:

$2.51B

HSBC:

$128.37B

Gross Profit (TTM)

MORN:

$1.55B

HSBC:

$65.42B

EBITDA (TTM)

MORN:

$743.90M

HSBC:

$34.27B

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Return for Risk

MORN vs. HSBC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MORN
MORN Risk / Return Rank: 77
Overall Rank
MORN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MORN Sortino Ratio Rank: 44
Sortino Ratio Rank
MORN Omega Ratio Rank: 44
Omega Ratio Rank
MORN Calmar Ratio Rank: 1111
Calmar Ratio Rank
MORN Martin Ratio Rank: 1313
Martin Ratio Rank

HSBC
HSBC Risk / Return Rank: 9090
Overall Rank
HSBC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
HSBC Sortino Ratio Rank: 8989
Sortino Ratio Rank
HSBC Omega Ratio Rank: 8989
Omega Ratio Rank
HSBC Calmar Ratio Rank: 8787
Calmar Ratio Rank
HSBC Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MORN vs. HSBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morningstar, Inc. (MORN) and HSBC Holdings plc (HSBC). 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.


MORNHSBCDifference
Sharpe ratioReturn per unit of total volatility

-3.52

Sortino ratioReturn per unit of downside risk

-4.79

Omega ratioGain probability vs. loss probability

0.78

1.40

-0.62

Calmar ratioReturn relative to maximum drawdown

-0.82

3.71

-4.53

Martin ratioReturn relative to average drawdown

-1.27

13.24

-14.51

MORN vs. HSBC - Sharpe Ratio Comparison

The current MORN Sharpe Ratio is -1.21, which is lower than the HSBC Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of MORN and HSBC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MORNHSBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.21

2.30

-3.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

1.26

-1.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.70

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.25

+0.14

Drawdowns

MORN vs. HSBC - Drawdown Comparison

The maximum MORN drawdown since its inception was -67.92%, smaller than the maximum HSBC drawdown of -74.47%. Use the drawdown chart below to compare losses from any high point for MORN and HSBC.


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Drawdown Indicators


MORNHSBCDifference

Max Drawdown

Largest peak-to-trough decline

-67.92%

-74.47%

+6.55%

Max Drawdown (1Y)

Largest decline over 1 year

-50.65%

-16.28%

-34.37%

Max Drawdown (3Y)

Largest decline over 3 years

-56.70%

-21.83%

-34.87%

Max Drawdown (5Y)

Largest decline over 5 years

-56.70%

-31.80%

-24.90%

Max Drawdown (10Y)

Largest decline over 10 years

-56.70%

-62.26%

+5.56%

Current Drawdown

Current decline from peak

-48.81%

-3.87%

-44.94%

Average Drawdown

Average peak-to-trough decline

-18.34%

-24.11%

+5.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.64%

4.55%

+28.09%

Volatility

MORN vs. HSBC - Volatility Comparison

Morningstar, Inc. (MORN) has a higher volatility of 13.81% compared to HSBC Holdings plc (HSBC) at 7.33%. This indicates that MORN's price experiences larger fluctuations and is considered to be riskier than HSBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MORNHSBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.81%

7.33%

+6.48%

Volatility (6M)

Calculated over the trailing 6-month period

30.59%

21.58%

+9.01%

Volatility (1Y)

Calculated over the trailing 1-year period

34.33%

26.25%

+8.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.68%

25.78%

+4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.75%

25.56%

+2.19%

Dividends

MORN vs. HSBC - Dividend Comparison

MORN's dividend yield for the trailing twelve months is around 1.05%, less than HSBC's 4.10% yield.


PositionTTM20252024202320222021202020192018201720162015
HSBC
HSBC Holdings plc
4.10%4.19%8.29%6.54%4.33%3.65%4.05%6.52%6.20%4.94%6.35%6.33%
MORN
Morningstar, Inc.
1.05%0.84%0.48%0.52%0.66%0.28%0.65%0.74%0.91%0.95%1.20%0.95%

Financials

MORN vs. HSBC - Financials Comparison

This section allows you to compare key financial metrics between Morningstar, Inc. and HSBC Holdings plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B20222023202420252026
644.80M
32.92B
(MORN) Total Revenue
(HSBC) Total Revenue
Values in USD except per share items

MORN vs. HSBC - Profitability Comparison

The chart below illustrates the profitability comparison between Morningstar, Inc. and HSBC Holdings plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
63.0%
51.4%
Portfolio components
MORN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Morningstar, Inc. reported a gross profit of 405.90M and revenue of 644.80M. Therefore, the gross margin over that period was 63.0%.

HSBC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, HSBC Holdings plc reported a gross profit of 16.93B and revenue of 32.92B. Therefore, the gross margin over that period was 51.4%.

MORN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Morningstar, Inc. reported an operating income of 900.00K and revenue of 644.80M, resulting in an operating margin of 0.1%.

HSBC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, HSBC Holdings plc reported an operating income of 9.36B and revenue of 32.92B, resulting in an operating margin of 28.4%.

MORN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Morningstar, Inc. reported a net income of 107.10M and revenue of 644.80M, resulting in a net margin of 16.6%.

HSBC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, HSBC Holdings plc reported a net income of 7.33B and revenue of 32.92B, resulting in a net margin of 22.3%.


Frequently Asked Questions


MORN and HSBC have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MORN has higher volatility (13.81%) compared to HSBC (7.33%). In terms of maximum drawdown, MORN dropped -67.92% vs HSBC's -74.47%.

HSBC currently has the higher Sharpe Ratio (2.30 vs -1.21), 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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