MS vs. SCHW
Compare and contrast key facts about Morgan Stanley (MS) and The Charles Schwab Corporation (SCHW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MS or SCHW.
Key characteristics
| MS | SCHW | |
|---|---|---|
| YTD Return | 0.04% | 8.82% |
| 1Y Return | 10.45% | 51.50% |
| 3Y Return (Ann) | 7.23% | 3.28% |
| 5Y Return (Ann) | 17.50% | 11.68% |
| 10Y Return (Ann) | 14.51% | 12.14% |
| Sharpe Ratio | 0.34 | 1.55 |
| Daily Std Dev | 24.93% | 30.04% |
| Max Drawdown | -88.12% | -86.79% |
| Current Drawdown | -8.38% | -19.41% |
Fundamentals
| MS | SCHW | |
|---|---|---|
| Market Cap | $151.00B | $137.00B |
| EPS | $5.50 | $2.39 |
| PE Ratio | 16.88 | 31.38 |
| PEG Ratio | 3.06 | 1.19 |
| Revenue (TTM) | $54.47B | $18.46B |
| Gross Profit (TTM) | $46.44B | $20.17B |
| EBITDA (TTM) | $428.47M | $1.17B |
Correlation
The correlation between MS and SCHW is 0.61, 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. SCHW - Performance Comparison
In the year-to-date period, MS achieves a 0.04% return, which is significantly lower than SCHW's 8.82% return. Over the past 10 years, MS has outperformed SCHW with an annualized return of 14.51%, while SCHW has yielded a comparatively lower 12.14% 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. SCHW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley (MS) and The Charles Schwab Corporation (SCHW). 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. SCHW - Dividend Comparison
MS's dividend yield for the trailing twelve months is around 3.71%, more than SCHW's 1.34% 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% |
SCHW The Charles Schwab Corporation | 1.34% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% | 0.92% |
Drawdowns
MS vs. SCHW - Drawdown Comparison
The maximum MS drawdown since its inception was -88.12%, roughly equal to the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for MS and SCHW. For additional features, visit the drawdowns tool.
Volatility
MS vs. SCHW - Volatility Comparison
Morgan Stanley (MS) has a higher volatility of 7.74% compared to The Charles Schwab Corporation (SCHW) at 4.55%. This indicates that MS's price experiences larger fluctuations and is considered to be riskier than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MS vs. SCHW - Financials Comparison
This section allows you to compare key financial metrics between Morgan Stanley and The Charles Schwab Corporation. 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