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MS vs. STIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MS vs. STIP

Last updated Jun 25, 2026

MS (Morgan Stanley) is a stock, while STIP (iShares 0-5 Year TIPS Bond ETF) is Inflation-Protected Bonds fund tracking the Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Over the past 10 years, MS returned 28.10%/yr vs 3.08%/yr for STIP. At a correlation of -0.04, they often move in opposite directions.

Performance

MS vs. STIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley (MS) and iShares 0-5 Year TIPS Bond ETF (STIP). 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 25.20% return, which is significantly higher than STIP's 1.39% return. Over the past 10 years, MS has outperformed STIP with an annualized return of 28.10%, while STIP has yielded a comparatively lower 3.08% annualized return.

MS

1D
-2.73%
1M
9.37%
YTD
25.20%
6M
22.36%
1Y
65.69%
3Y*
42.51%
5Y*
23.92%
10Y*
28.10%

STIP

1D
0.05%
1M
-0.24%
YTD
1.39%
6M
1.47%
1Y
3.65%
3Y*
5.01%
5Y*
3.28%
10Y*
3.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MS vs. STIP - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MS
Morgan Stanley		25.20%45.16%39.73%13.93%-10.34%46.65%38.09%32.67%-22.76%26.61%
STIP
iShares 0-5 Year TIPS Bond ETF		1.39%6.03%4.77%4.63%-3.02%5.68%5.18%4.89%0.54%0.74%

Correlation

The correlation between MS and STIP is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.07

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

0.01

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

0.04

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2010

-0.04

The correlation between MS and STIP shifts across timeframes, from -0.07 (1 year) to 0.04 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Morgan Stanley

iShares 0-5 Year TIPS Bond ETF

Often compared with MS:
MS vs. MSCIMS vs. SCHWMS vs. SCHDMS vs. FXAIXMS vs. PNCMS vs. IBKRMS vs. BLK
Often compared with STIP:
STIP vs. VTIPSTIP vs. TIPSTIP vs. SCHPSTIP vs. SCHOSTIP vs. SCHRSTIP vs. BNDSTIP vs. STPZ

Return for Risk

MS vs. STIP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MS
MS Risk / Return Rank: 9090
Overall Rank
MS Sharpe Ratio Rank: 9393
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: 9090
Martin Ratio Rank
STIP
STIP Risk / Return Rank: 8888
Overall Rank
STIP Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 9090
Sortino Ratio Rank
STIP Omega Ratio Rank: 8888
Omega Ratio Rank
STIP Calmar Ratio Rank: 9090
Calmar Ratio Rank
STIP Martin Ratio Rank: 8989
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. STIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley (MS) and iShares 0-5 Year TIPS Bond ETF (STIP). 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.

MSSTIPDifference
Sharpe ratioReturn per unit of total volatility
2.54
2.39

+0.15

Sortino ratioReturn per unit of downside risk
3.15
3.75

-0.61

Omega ratioGain probability vs. loss probability

1.42

1.50

-0.08

Calmar ratioReturn relative to maximum drawdown

3.51

5.05

-1.55

Martin ratioReturn relative to average drawdown

11.56

18.15

-6.59

MS vs. STIP - Sharpe Ratio Comparison

The current MS Sharpe Ratio is 2.54, which is comparable to the STIP Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of MS and STIP, 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. STIP - Drawdown Comparison

The maximum MS drawdown since its inception was -88.12%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for MS and STIP.

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Drawdown Indicators

MSSTIPDifference

Max Drawdown

Largest peak-to-trough decline

-88.12%

-5.50%

-82.62%

Max Drawdown (1Y)

Largest decline over 1 year

-18.83%

-0.73%

-18.10%

Max Drawdown (3Y)

Largest decline over 3 years

-29.24%

-0.95%

-28.29%

Max Drawdown (5Y)

Largest decline over 5 years

-32.38%

-5.50%

-26.88%

Max Drawdown (10Y)

Largest decline over 10 years

-51.33%

-5.50%

-45.83%

Current Drawdown

Current decline from peak

-3.18%

-0.67%

-2.51%

Average Drawdown

Average peak-to-trough decline

-33.66%

-0.99%

-32.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.70%

0.20%

+5.50%

Volatility

MS vs. STIP - Volatility Comparison

Morgan Stanley (MS) has a higher volatility of 8.45% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.65%. This indicates that MS's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MSSTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.45%

0.65%

+7.80%

Volatility (6M)

Calculated over the trailing 6-month period

21.68%

1.14%

+20.54%

Volatility (1Y)

Calculated over the trailing 1-year period

26.01%

1.53%

+24.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.70%

2.74%

+25.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.34%

2.45%

+28.89%

Dividends

MS vs. STIP - Dividend Comparison

MS's dividend yield for the trailing twelve months is around 1.82%, less than STIP's 4.33% yield.

PositionTTM20252024202320222021202020192018201720162015
MS
Morgan Stanley		1.82%2.17%2.82%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%
STIP
iShares 0-5 Year TIPS Bond ETF		4.33%4.11%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%0.00%

Frequently Asked Questions

MS and STIP have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MS has higher volatility (8.45%) compared to STIP (0.65%). In terms of maximum drawdown, MS dropped -88.12% vs STIP's -5.50%.

MS currently has the higher Sharpe Ratio (2.54 vs 2.39), 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

Find the right allocation for MS and STIP

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