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MS vs. BA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MS vs. BA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley (MS) and The Boeing Company (BA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MS achieves a 21.88% return, which is significantly higher than BA's 0.89% return. Over the past 10 years, MS has outperformed BA with an annualized return of 27.71%, while BA has yielded a comparatively lower 6.28% annualized return.


MS

1D
0.65%
1M
10.03%
YTD
21.88%
6M
21.28%
1Y
69.28%
3Y*
38.69%
5Y*
22.26%
10Y*
27.71%

BA

1D
-1.16%
1M
-4.43%
YTD
0.89%
6M
7.18%
1Y
9.35%
3Y*
-0.20%
5Y*
-2.40%
10Y*
6.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MS vs. BA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MS
Morgan Stanley
21.88%45.16%39.73%13.93%-10.34%46.65%38.09%32.67%-22.76%26.61%
BA
The Boeing Company
0.89%22.67%-32.10%36.84%-5.38%-5.95%-33.90%3.34%11.50%94.72%

Correlation

The correlation between MS and BA is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

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

0.30

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

0.40

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

0.43

Correlation (All Time)
Calculated using the full available price history since Feb 23, 1993

0.37

The correlation between MS and BA shifts across timeframes, from 0.30 (3 years) to 0.43 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MS:

$340.97B

BA:

$179.22B

EPS

MS:

$11.41

BA:

$2.90

PE Ratio

MS:

18.75

BA:

75.49

PEG Ratio

MS:

1.76

BA:

11.83

PS Ratio

MS:

2.84

BA:

1.86

PB Ratio

MS:

3.26

BA:

29.97

Total Revenue (TTM)

MS:

$120.22B

BA:

$92.18B

Gross Profit (TTM)

MS:

$69.72B

BA:

$4.43B

EBITDA (TTM)

MS:

$27.21B

BA:

$7.13B

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Return for Risk

MS vs. BA — Risk / Return Rank

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

MS
MS Risk / Return Rank: 9191
Overall Rank
MS Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
MS Sortino Ratio Rank: 9191
Sortino Ratio Rank
MS Omega Ratio Rank: 9191
Omega Ratio Rank
MS Calmar Ratio Rank: 8787
Calmar Ratio Rank
MS Martin Ratio Rank: 9191
Martin Ratio Rank

BA
BA Risk / Return Rank: 4848
Overall Rank
BA Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BA Sortino Ratio Rank: 4646
Sortino Ratio Rank
BA Omega Ratio Rank: 4545
Omega Ratio Rank
BA Calmar Ratio Rank: 5050
Calmar Ratio Rank
BA Martin Ratio Rank: 5050
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.

MS vs. BA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley (MS) and The Boeing Company (BA). 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.


MSBADifference
Sharpe ratioReturn per unit of total volatility

+2.34

Sortino ratioReturn per unit of downside risk

+2.60

Omega ratioGain probability vs. loss probability

1.43

1.07

+0.36

Calmar ratioReturn relative to maximum drawdown

3.53

0.30

+3.23

Martin ratioReturn relative to average drawdown

11.65

0.69

+10.96

MS vs. BA - Sharpe Ratio Comparison

The current MS Sharpe Ratio is 2.58, which is higher than the BA Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of MS and BA, 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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Drawdowns

MS vs. BA - Drawdown Comparison

The maximum MS drawdown since its inception was -88.12%, roughly equal to the maximum BA drawdown of -89.45%. Use the drawdown chart below to compare losses from any high point for MS and BA.


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Drawdown Indicators


MSBADifference

Max Drawdown

Largest peak-to-trough decline

-88.12%

-89.45%

+1.33%

Max Drawdown (1Y)

Largest decline over 1 year

-18.83%

-24.96%

+6.13%

Max Drawdown (3Y)

Largest decline over 3 years

-29.24%

-48.31%

+19.07%

Max Drawdown (5Y)

Largest decline over 5 years

-32.38%

-53.76%

+21.38%

Max Drawdown (10Y)

Largest decline over 10 years

-51.33%

-77.92%

+26.59%

Current Drawdown

Current decline from peak

-1.94%

-49.09%

+47.15%

Average Drawdown

Average peak-to-trough decline

-33.69%

-31.02%

-2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.70%

10.95%

-5.25%

Volatility

MS vs. BA - Volatility Comparison

The current volatility for Morgan Stanley (MS) is 8.62%, while The Boeing Company (BA) has a volatility of 12.44%. This indicates that MS experiences smaller price fluctuations and is considered to be less risky than BA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSBADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.62%

12.44%

-3.82%

Volatility (6M)

Calculated over the trailing 6-month period

21.46%

23.39%

-1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

25.81%

32.33%

-6.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.75%

36.58%

-7.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.51%

41.61%

-10.10%

Dividends

MS vs. BA - Dividend Comparison

MS's dividend yield for the trailing twelve months is around 1.87%, while BA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BA
The Boeing Company
0.00%0.00%0.00%0.00%0.00%0.00%0.96%2.52%2.12%1.93%2.80%2.52%
MS
Morgan Stanley
1.87%2.17%2.82%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%

Financials

MS vs. BA - Financials Comparison

This section allows you to compare key financial metrics between Morgan Stanley and The Boeing Company. 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


15.00B20.00B25.00B30.00B20222023202420252026
33.15B
22.22B
(MS) Total Revenue
(BA) Total Revenue
Values in USD except per share items

MS vs. BA - Profitability Comparison

The chart below illustrates the profitability comparison between Morgan Stanley and The Boeing Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
61.8%
11.5%
Portfolio components
MS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Morgan Stanley reported a gross profit of 20.48B and revenue of 33.15B. Therefore, the gross margin over that period was 61.8%.

BA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Boeing Company reported a gross profit of 2.55B and revenue of 22.22B. Therefore, the gross margin over that period was 11.5%.

MS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Morgan Stanley reported an operating income of 7.01B and revenue of 33.15B, resulting in an operating margin of 21.2%.

BA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Boeing Company reported an operating income of 448.00M and revenue of 22.22B, resulting in an operating margin of 2.0%.

MS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Morgan Stanley reported a net income of 5.64B and revenue of 33.15B, resulting in a net margin of 17.0%.

BA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Boeing Company reported a net income of -4.00M and revenue of 22.22B, resulting in a net margin of -0.0%.


Frequently Asked Questions


MS and BA have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BA has higher volatility (12.44%) compared to MS (8.62%). In terms of maximum drawdown, MS dropped -88.12% vs BA's -89.45%.

MS currently has the higher Sharpe Ratio (2.58 vs 0.24), 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.

Portfolio Optimizer

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