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MS vs. PG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MS and PG is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

MS vs. PG - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
31.78%
-3.58%
MS
PG

Key characteristics

Sharpe Ratio

MS:

2.39

PG:

0.64

Sortino Ratio

MS:

3.24

PG:

0.97

Omega Ratio

MS:

1.46

PG:

1.13

Calmar Ratio

MS:

3.62

PG:

0.83

Martin Ratio

MS:

15.13

PG:

2.82

Ulcer Index

MS:

4.21%

PG:

3.48%

Daily Std Dev

MS:

26.63%

PG:

15.33%

Max Drawdown

MS:

-88.12%

PG:

-54.23%

Current Drawdown

MS:

0.00%

PG:

-10.68%

Fundamentals

Market Cap

MS:

$210.32B

PG:

$375.98B

EPS

MS:

$6.58

PG:

$5.80

PE Ratio

MS:

19.84

PG:

27.53

PEG Ratio

MS:

3.54

PG:

3.38

Total Revenue (TTM)

MS:

$43.27B

PG:

$62.46B

Gross Profit (TTM)

MS:

$19.98B

PG:

$31.84B

EBITDA (TTM)

MS:

$15.42B

PG:

$16.49B

Returns By Period

In the year-to-date period, MS achieves a 8.03% return, which is significantly higher than PG's -4.26% return. Over the past 10 years, MS has outperformed PG with an annualized return of 17.74%, while PG has yielded a comparatively lower 8.84% annualized return.


MS

YTD

8.03%

1M

6.32%

6M

31.78%

1Y

66.75%

5Y*

22.73%

10Y*

17.74%

PG

YTD

-4.26%

1M

-5.77%

6M

-3.58%

1Y

9.71%

5Y*

7.54%

10Y*

8.84%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MS vs. PG — Risk-Adjusted Performance Rank

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

MS
The Risk-Adjusted Performance Rank of MS is 9595
Overall Rank
The Sharpe Ratio Rank of MS is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of MS is 9393
Sortino Ratio Rank
The Omega Ratio Rank of MS is 9494
Omega Ratio Rank
The Calmar Ratio Rank of MS is 9696
Calmar Ratio Rank
The Martin Ratio Rank of MS is 9696
Martin Ratio Rank

PG
The Risk-Adjusted Performance Rank of PG is 6868
Overall Rank
The Sharpe Ratio Rank of PG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of PG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of PG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of PG is 7777
Calmar Ratio Rank
The Martin Ratio Rank of PG is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MS vs. PG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley (MS) and The Procter & Gamble Company (PG). 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.


Sharpe ratio
The chart of Sharpe ratio for MS, currently valued at 2.39, compared to the broader market-2.000.002.004.002.390.64
The chart of Sortino ratio for MS, currently valued at 3.24, compared to the broader market-4.00-2.000.002.004.003.240.97
The chart of Omega ratio for MS, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.13
The chart of Calmar ratio for MS, currently valued at 3.62, compared to the broader market0.002.004.006.003.620.83
The chart of Martin ratio for MS, currently valued at 15.13, compared to the broader market-10.000.0010.0020.0030.0015.132.82
MS
PG

The current MS Sharpe Ratio is 2.39, which is higher than the PG Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of MS and PG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
2.39
0.64
MS
PG

Dividends

MS vs. PG - Dividend Comparison

MS's dividend yield for the trailing twelve months is around 2.61%, more than PG's 2.47% yield.


TTM20242023202220212020201920182017201620152014
MS
Morgan Stanley
2.61%2.82%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%
PG
The Procter & Gamble Company
2.47%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%

Drawdowns

MS vs. PG - Drawdown Comparison

The maximum MS drawdown since its inception was -88.12%, which is greater than PG's maximum drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for MS and PG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-10.68%
MS
PG

Volatility

MS vs. PG - Volatility Comparison

Morgan Stanley (MS) has a higher volatility of 10.31% compared to The Procter & Gamble Company (PG) at 4.27%. This indicates that MS's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
10.31%
4.27%
MS
PG

Financials

MS vs. PG - Financials Comparison

This section allows you to compare key financial metrics between Morgan Stanley and The Procter & Gamble 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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