MORN vs. MSCI
Compare and contrast key facts about Morningstar, Inc. (MORN) and MSCI Inc. (MSCI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MORN or MSCI.
Key characteristics
| MORN | MSCI | |
|---|---|---|
| YTD Return | 20.48% | 8.12% |
| 1Y Return | 28.27% | 17.21% |
| 3Y Return (Ann) | 3.53% | -1.89% |
| 5Y Return (Ann) | 17.89% | 20.48% |
| 10Y Return (Ann) | 18.42% | 30.51% |
| Sharpe Ratio | 1.32 | 0.63 |
| Sortino Ratio | 2.11 | 1.01 |
| Omega Ratio | 1.26 | 1.15 |
| Calmar Ratio | 1.30 | 0.53 |
| Martin Ratio | 6.42 | 1.57 |
| Ulcer Index | 4.34% | 10.97% |
| Daily Std Dev | 21.16% | 27.43% |
| Max Drawdown | -67.92% | -69.06% |
| Current Drawdown | -2.16% | -7.55% |
Fundamentals
| MORN | MSCI | |
|---|---|---|
| Market Cap | $15.03B | $47.23B |
| EPS | $7.57 | $15.23 |
| PE Ratio | 46.31 | 39.57 |
| PEG Ratio | 0.00 | 2.60 |
| Total Revenue (TTM) | $2.23B | $2.80B |
| Gross Profit (TTM) | $1.21B | $2.30B |
| EBITDA (TTM) | $634.40M | $1.69B |
Correlation
The correlation between MORN and MSCI is 0.51, 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. MSCI - Performance Comparison
In the year-to-date period, MORN achieves a 20.48% return, which is significantly higher than MSCI's 8.12% return. Over the past 10 years, MORN has underperformed MSCI with an annualized return of 18.42%, while MSCI has yielded a comparatively higher 30.51% 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. MSCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morningstar, Inc. (MORN) 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.
Dividends
MORN vs. MSCI - Dividend Comparison
MORN's dividend yield for the trailing twelve months is around 0.47%, less than MSCI's 1.06% 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% |
MSCI MSCI Inc. | 1.06% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% | 0.00% |
Drawdowns
MORN vs. MSCI - Drawdown Comparison
The maximum MORN drawdown since its inception was -67.92%, roughly equal to the maximum MSCI drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for MORN and MSCI. For additional features, visit the drawdowns tool.
Volatility
MORN vs. MSCI - Volatility Comparison
The current volatility for Morningstar, Inc. (MORN) is 5.27%, while MSCI Inc. (MSCI) has a volatility of 6.42%. This indicates that MORN experiences smaller price fluctuations and is considered to be less risky than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MORN vs. MSCI - Financials Comparison
This section allows you to compare key financial metrics between Morningstar, Inc. 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