MORN vs. NDAQ
Compare and contrast key facts about Morningstar, Inc. (MORN) and Nasdaq, Inc. (NDAQ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MORN or NDAQ.
Key characteristics
| MORN | NDAQ | |
|---|---|---|
| YTD Return | 20.48% | 35.76% |
| 1Y Return | 28.27% | 48.61% |
| 3Y Return (Ann) | 3.53% | 5.27% |
| 5Y Return (Ann) | 17.89% | 19.52% |
| 10Y Return (Ann) | 18.42% | 20.30% |
| Sharpe Ratio | 1.32 | 2.60 |
| Sortino Ratio | 2.11 | 3.59 |
| Omega Ratio | 1.26 | 1.47 |
| Calmar Ratio | 1.30 | 2.17 |
| Martin Ratio | 6.42 | 15.47 |
| Ulcer Index | 4.34% | 3.18% |
| Daily Std Dev | 21.16% | 18.92% |
| Max Drawdown | -67.92% | -68.48% |
| Current Drawdown | -2.16% | -2.27% |
Fundamentals
| MORN | NDAQ | |
|---|---|---|
| Market Cap | $15.03B | $45.79B |
| EPS | $7.57 | $1.66 |
| PE Ratio | 46.31 | 47.99 |
| PEG Ratio | 0.00 | 4.22 |
| Total Revenue (TTM) | $2.23B | $7.02B |
| Gross Profit (TTM) | $1.21B | $4.02B |
| EBITDA (TTM) | $634.40M | $2.14B |
Correlation
The correlation between MORN and NDAQ is 0.42, 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. NDAQ - Performance Comparison
In the year-to-date period, MORN achieves a 20.48% return, which is significantly lower than NDAQ's 35.76% return. Over the past 10 years, MORN has underperformed NDAQ with an annualized return of 18.42%, while NDAQ has yielded a comparatively higher 20.30% 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. NDAQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morningstar, Inc. (MORN) and Nasdaq, Inc. (NDAQ). 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. NDAQ - Dividend Comparison
MORN's dividend yield for the trailing twelve months is around 0.47%, less than NDAQ's 1.18% 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% |
NDAQ Nasdaq, Inc. | 1.18% | 1.48% | 1.27% | 1.99% | 4.38% | 5.18% | 6.25% | 5.70% | 5.41% | 4.64% | 3.63% | 3.92% |
Drawdowns
MORN vs. NDAQ - Drawdown Comparison
The maximum MORN drawdown since its inception was -67.92%, roughly equal to the maximum NDAQ drawdown of -68.48%. Use the drawdown chart below to compare losses from any high point for MORN and NDAQ. For additional features, visit the drawdowns tool.
Volatility
MORN vs. NDAQ - Volatility Comparison
Morningstar, Inc. (MORN) and Nasdaq, Inc. (NDAQ) have volatilities of 5.31% and 5.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MORN vs. NDAQ - Financials Comparison
This section allows you to compare key financial metrics between Morningstar, Inc. and Nasdaq, 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