MS vs. GOOG
MS (Morgan Stanley) and GOOG (Alphabet Inc) are both stocks. MS operates in Capital Markets (Financial Services), while GOOG operates in Internet Content & Information (Communication Services). Over the past 10 years, MS returned 27.13%/yr vs 26.05%/yr for GOOG. At a 0.41 correlation, their price movements are largely independent.
Performance
MS vs. GOOG - Performance Comparison
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Returns By Period
In the year-to-date period, MS achieves a 20.86% return, which is significantly higher than GOOG's 15.25% return. Both investments have delivered pretty close results over the past 10 years, with MS having a 27.13% annualized return and GOOG not far behind at 26.05%.
MS
- 1D
- 0.15%
- 1M
- 9.92%
- YTD
- 20.86%
- 6M
- 21.34%
- 1Y
- 64.89%
- 3Y*
- 39.40%
- 5Y*
- 21.89%
- 10Y*
- 27.13%
GOOG
- 1D
- -1.20%
- 1M
- -8.98%
- YTD
- 15.25%
- 6M
- 15.01%
- 1Y
- 107.32%
- 3Y*
- 43.67%
- 5Y*
- 23.94%
- 10Y*
- 26.05%
MS vs. GOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MS Morgan Stanley | 20.86% | 45.16% | 39.73% | 13.93% | -10.34% | 46.65% | 38.09% | 32.67% | -22.76% | 26.61% |
GOOG Alphabet Inc | 15.25% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
Correlation
The correlation between MS and GOOG is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2014 | 0.41 |
The correlation between MS and GOOG shifts across timeframes, from 0.29 (3 years) to 0.41 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MS:
$338.10B
GOOG:
$4.42T
MS:
$11.41
GOOG:
$13.11
MS:
18.59
GOOG:
27.54
MS:
1.75
GOOG:
1.35
MS:
2.81
GOOG:
10.44
MS:
3.23
GOOG:
9.23
MS:
$120.22B
GOOG:
$422.57B
MS:
$69.72B
GOOG:
$255.12B
MS:
$27.21B
GOOG:
$174.08B
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Return for Risk
MS vs. GOOG — Risk / Return Rank
MS
GOOG
MS vs. GOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley (MS) and Alphabet Inc (GOOG). 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.
| MS | GOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.61 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 5.20 | -1.74 |
| Martin ratioReturn relative to average drawdown | 11.46 | 18.68 | -7.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MS | GOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.55 | 3.76 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.77 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.90 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.82 | -0.53 |
Drawdowns
MS vs. GOOG - Drawdown Comparison
The maximum MS drawdown since its inception was -88.12%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for MS and GOOG.
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Drawdown Indicators
| MS | GOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.12% | -44.60% | -43.52% |
Max Drawdown (1Y)Largest decline over 1 year | -18.83% | -20.75% | +1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -29.24% | -29.35% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -32.38% | -44.60% | +12.22% |
Max Drawdown (10Y)Largest decline over 10 years | -51.33% | -44.60% | -6.73% |
Current DrawdownCurrent decline from peak | -2.76% | -9.44% | +6.68% |
Average DrawdownAverage peak-to-trough decline | -33.70% | -8.89% | -24.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.68% | 5.77% | -0.09% |
Volatility
MS vs. GOOG - Volatility Comparison
Morgan Stanley (MS) and Alphabet Inc (GOOG) have volatilities of 8.06% and 8.43%, 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.
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Volatility by Period
| MS | GOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 8.43% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 21.21% | 20.50% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.62% | 28.74% | -3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.72% | 31.14% | -2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.51% | 29.02% | +2.49% |
Dividends
MS vs. GOOG - Dividend Comparison
MS's dividend yield for the trailing twelve months is around 1.88%, more than GOOG's 0.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 0.29% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MS Morgan Stanley | 1.88% | 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. GOOG - Financials Comparison
This section allows you to compare key financial metrics between Morgan Stanley and Alphabet 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
MS vs. GOOG - Profitability Comparison
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%.
GOOG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a gross profit of 68.63B and revenue of 109.90B. Therefore, the gross margin over that period was 62.5%.
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%.
GOOG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported an operating income of 39.70B and revenue of 109.90B, resulting in an operating margin of 36.1%.
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%.
GOOG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a net income of 62.58B and revenue of 109.90B, resulting in a net margin of 56.9%.
Frequently Asked Questions
MS and GOOG have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOOG has higher volatility (8.43%) compared to MS (8.06%). In terms of maximum drawdown, MS dropped -88.12% vs GOOG's -44.60%.
GOOG currently has the higher Sharpe Ratio (3.76 vs 2.55), 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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