MORN vs. VALU
MORN (Morningstar, Inc.) and VALU (Value Line, Inc.) are both stocks. Both operate in the Financial Data & Stock Exchanges industry within the Financial Services sector. Over the past 10 years, MORN returned 8.88%/yr vs 12.37%/yr for VALU. At a 0.16 correlation, their price movements are largely independent.
Performance
MORN vs. VALU - Performance Comparison
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Returns By Period
In the year-to-date period, MORN achieves a -18.94% return, which is significantly lower than VALU's -9.73% return. Over the past 10 years, MORN has underperformed VALU with an annualized return of 8.88%, while VALU has yielded a comparatively higher 12.37% annualized return.
MORN
- 1D
- -1.09%
- 1M
- 5.41%
- YTD
- -18.94%
- 6M
- -17.73%
- 1Y
- -42.15%
- 3Y*
- -4.38%
- 5Y*
- -5.16%
- 10Y*
- 8.88%
VALU
- 1D
- -1.19%
- 1M
- 1.52%
- YTD
- -9.73%
- 6M
- -8.81%
- 1Y
- -8.40%
- 3Y*
- -6.38%
- 5Y*
- 3.20%
- 10Y*
- 12.37%
MORN vs. VALU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MORN Morningstar, Inc. | -18.94% | -35.05% | 18.29% | 33.10% | -36.31% | 48.23% | 54.54% | 38.93% | 14.34% | 33.38% |
VALU Value Line, Inc. | -9.73% | -24.86% | 11.27% | -1.94% | 10.35% | 45.98% | 17.42% | 15.09% | 40.56% | 3.28% |
Correlation
The correlation between MORN and VALU is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 3, 2005 | 0.16 |
Fundamentals
MORN:
$6.89B
VALU:
$319.88M
MORN:
$9.74
VALU:
$2.34
MORN:
17.99
VALU:
14.56
MORN:
2.89
VALU:
9.47
MORN:
6.76
VALU:
2.97
MORN:
$2.51B
VALU:
$33.83M
MORN:
$1.55B
VALU:
$17.97M
MORN:
$743.90M
VALU:
$5.80M
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Return for Risk
MORN vs. VALU — Risk / Return Rank
MORN
VALU
MORN vs. VALU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morningstar, Inc. (MORN) and Value Line, Inc. (VALU). 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.
| MORN | VALU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 0.97 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | -0.47 | -0.36 |
| Martin ratioReturn relative to average drawdown | -1.28 | -1.15 | -0.12 |
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Drawdowns
MORN vs. VALU - Drawdown Comparison
The maximum MORN drawdown since its inception was -67.92%, smaller than the maximum VALU drawdown of -77.54%. Use the drawdown chart below to compare losses from any high point for MORN and VALU.
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Drawdown Indicators
| MORN | VALU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.92% | -77.54% | +9.62% |
Max Drawdown (1Y)Largest decline over 1 year | -50.65% | -17.84% | -32.81% |
Max Drawdown (3Y)Largest decline over 3 years | -56.70% | -43.43% | -13.27% |
Max Drawdown (5Y)Largest decline over 5 years | -56.70% | -67.15% | +10.45% |
Max Drawdown (10Y)Largest decline over 10 years | -56.70% | -67.15% | +10.45% |
Current DrawdownCurrent decline from peak | -50.59% | -62.53% | +11.94% |
Average DrawdownAverage peak-to-trough decline | -18.36% | -33.09% | +14.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.06% | 7.31% | +25.75% |
Volatility
MORN vs. VALU - Volatility Comparison
Morningstar, Inc. (MORN) has a higher volatility of 13.64% compared to Value Line, Inc. (VALU) at 8.31%. This indicates that MORN's price experiences larger fluctuations and is considered to be riskier than VALU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MORN | VALU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.64% | 8.31% | +5.33% |
Volatility (6M)Calculated over the trailing 6-month period | 31.02% | 16.42% | +14.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.60% | 27.94% | +6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.76% | 60.80% | -30.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.78% | 57.69% | -29.91% |
Dividends
MORN vs. VALU - Dividend Comparison
MORN's dividend yield for the trailing twelve months is around 1.09%, less than VALU's 3.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MORN Morningstar, Inc. | 1.09% | 0.84% | 0.48% | 0.52% | 0.66% | 0.28% | 0.65% | 0.74% | 0.91% | 0.95% | 1.20% | 0.95% |
VALU Value Line, Inc. | 3.89% | 3.32% | 2.23% | 2.24% | 1.91% | 1.86% | 2.52% | 2.73% | 3.65% | 3.67% | 3.44% | 4.37% |
Financials
MORN vs. VALU - Financials Comparison
This section allows you to compare key financial metrics between Morningstar, Inc. and Value Line, 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
MORN vs. VALU - Profitability Comparison
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%.
VALU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Value Line, Inc. reported a gross profit of 4.66M and revenue of 8.28M. Therefore, the gross margin over that period was 56.4%.
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%.
VALU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Value Line, Inc. reported an operating income of 1.00M and revenue of 8.28M, resulting in an operating margin of 12.1%.
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%.
VALU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Value Line, Inc. reported a net income of 5.91M and revenue of 8.28M, resulting in a net margin of 71.4%.
Frequently Asked Questions
MORN and VALU have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MORN has higher volatility (13.64%) compared to VALU (8.31%). In terms of maximum drawdown, MORN dropped -67.92% vs VALU's -77.54%.
VALU currently has the higher Sharpe Ratio (-0.30 vs -1.22), 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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