MS vs. MSCI
Compare and contrast key facts about Morgan Stanley (MS) and MSCI Inc. (MSCI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MS or MSCI.
Key characteristics
| MS | MSCI | |
|---|---|---|
| YTD Return | 0.04% | -16.67% |
| 1Y Return | 10.45% | 1.44% |
| 3Y Return (Ann) | 7.23% | -0.16% |
| 5Y Return (Ann) | 17.50% | 16.81% |
| 10Y Return (Ann) | 14.51% | 28.94% |
| Sharpe Ratio | 0.34 | -0.06 |
| Daily Std Dev | 24.93% | 28.44% |
| Max Drawdown | -88.12% | -69.06% |
| Current Drawdown | -8.38% | -28.75% |
Fundamentals
| MS | MSCI | |
|---|---|---|
| Market Cap | $151.00B | $37.85B |
| EPS | $5.50 | $14.62 |
| PE Ratio | 16.88 | 32.68 |
| PEG Ratio | 3.06 | 3.29 |
| Revenue (TTM) | $54.47B | $2.62B |
| Gross Profit (TTM) | $46.44B | $1.84B |
| EBITDA (TTM) | $428.47M | $1.51B |
Correlation
The correlation between MS and MSCI is 0.45, 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
MS vs. MSCI - Performance Comparison
In the year-to-date period, MS achieves a 0.04% return, which is significantly higher than MSCI's -16.67% return. Over the past 10 years, MS has underperformed MSCI with an annualized return of 14.51%, while MSCI has yielded a comparatively higher 28.94% 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
MS vs. MSCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley (MS) 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
MS vs. MSCI - Dividend Comparison
MS's dividend yield for the trailing twelve months is around 3.71%, more than MSCI's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MS Morgan Stanley | 3.71% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
MSCI MSCI Inc. | 1.22% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% | 0.00% |
Drawdowns
MS vs. MSCI - Drawdown Comparison
The maximum MS drawdown since its inception was -88.12%, which is greater than MSCI's maximum drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for MS and MSCI. For additional features, visit the drawdowns tool.
Volatility
MS vs. MSCI - Volatility Comparison
The current volatility for Morgan Stanley (MS) is 7.74%, while MSCI Inc. (MSCI) has a volatility of 16.66%. This indicates that MS 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
MS vs. MSCI - Financials Comparison
This section allows you to compare key financial metrics between Morgan Stanley 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