MS vs. STIP
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 26.85%/yr vs 3.09%/yr for STIP. At a correlation of -0.04, they often move in opposite directions.
Performance
MS vs. STIP - Performance Comparison
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Returns By Period
In the year-to-date period, MS achieves a 29.64% return, which is significantly higher than STIP's 1.73% return. Over the past 10 years, MS has outperformed STIP with an annualized return of 26.85%, while STIP has yielded a comparatively lower 3.09% annualized return.
MS
- 1D
- 2.98%
- 1M
- 6.37%
- 6M
- 25.93%
- YTD
- 29.64%
- 1Y
- 61.95%
- 3Y*
- 42.94%
- 5Y*
- 23.62%
- 10Y*
- 26.85%
STIP
- 1D
- -0.01%
- 1M
- -0.13%
- 6M
- 1.56%
- YTD
- 1.73%
- 1Y
- 3.51%
- 3Y*
- 5.12%
- 5Y*
- 3.17%
- 10Y*
- 3.09%
MS vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MS Morgan Stanley | 29.64% | 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 | 1.73% | 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 -0.08, 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 | -0.08 |
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 -0.08 (1 year) to 0.04 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MS vs. STIP — Risk / Return Rank
MS
STIP
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.
| MS | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.47 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | 4.87 | -1.56 |
| Martin ratioReturn relative to average drawdown | 10.75 | 16.20 | -5.45 |
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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
| MS | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.33% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -33.61% | -0.99% | -32.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.79% | 0.22% | +5.57% |
Volatility
MS vs. STIP - Volatility Comparison
Morgan Stanley (MS) has a higher volatility of 8.56% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.61%. 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
| MS | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.56% | 0.61% | +7.95% |
Volatility (6M)Calculated over the trailing 6-month period | 22.37% | 1.15% | +21.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.75% | 1.53% | +25.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.73% | 2.74% | +25.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.29% | 2.46% | +28.83% |
Dividends
MS vs. STIP - Dividend Comparison
MS's dividend yield for the trailing twelve months is around 1.76%, less than STIP's 4.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MS Morgan Stanley | 1.76% | 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 | 4.91% | 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 -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MS has higher volatility (8.56%) compared to STIP (0.61%). In terms of maximum drawdown, MS dropped -88.12% vs STIP's -5.50%.
MS currently has the higher Sharpe Ratio (2.33 vs 2.30), 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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