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MS vs. WBA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

MS vs. WBA

Last updated Apr 1, 2026

Compare and contrast key facts about Morgan Stanley (MS) and Walgreens Boots Alliance, Inc. (WBA).

Performance

MS vs. WBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley (MS) and Walgreens Boots Alliance, Inc. (WBA). The values are adjusted to include any dividend payments, if applicable.

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MS vs. WBA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MS
Morgan Stanley		-6.79%45.16%39.73%13.93%-10.34%46.65%38.09%32.67%-22.76%26.61%
WBA
Walgreens Boots Alliance, Inc.		0.00%28.40%-61.34%-25.09%-25.06%35.78%-29.38%-10.99%-3.65%-10.51%

Fundamentals

EPS

MS:

$10.58

WBA:

-$7.28

PS Ratio

MS:

2.26

WBA:

0.07

Total Revenue (TTM)

MS:

$116.11B

WBA:

$154.58B

Gross Profit (TTM)

MS:

$66.75B

WBA:

$26.47B

EBITDA (TTM)

MS:

$26.56B

WBA:

-$2.92B

Returns By Period

MS

1D
3.91%
1M
-1.17%
YTD
-6.79%
6M
4.73%
1Y
44.84%
3Y*
27.43%
5Y*
19.81%
10Y*
23.94%

WBA

1D
—
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Morgan Stanley

Walgreens Boots Alliance, Inc.

Often compared with MS:
MS vs. MSCIMS vs. SCHWMS vs. SCHDMS vs. PNCMS vs. IBKRMS vs. FXAIXMS vs. BLK
Often compared with WBA:
WBA vs. CVSWBA vs. VZWBA vs. DNAWBA vs. IYTWBA vs. GSKWBA vs. SPYWBA vs. WTRG

Return for Risk

MS vs. WBA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MS
MS Risk / Return Rank: 8383
Overall Rank
MS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MS Sortino Ratio Rank: 7979
Sortino Ratio Rank
MS Omega Ratio Rank: 8282
Omega Ratio Rank
MS Calmar Ratio Rank: 8282
Calmar Ratio Rank
MS Martin Ratio Rank: 8585
Martin Ratio Rank
WBA
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. WBA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley (MS) and Walgreens Boots Alliance, Inc. (WBA). 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.

MSWBADifference

Sharpe ratio

Return per unit of total volatility

1.48

—

—

Sortino ratio

Return per unit of downside risk

1.97

—

—

Omega ratio

Gain probability vs. loss probability

1.29

—

—

Calmar ratio

Return relative to maximum drawdown

2.47

—

—

Martin ratio

Return relative to average drawdown

7.75

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MS vs. WBA - Sharpe Ratio Comparison

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Sharpe Ratios by Period

MSWBADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

—

—

Correlation

The correlation between MS and WBA is 0.33, 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.

Dividends

MS vs. WBA - Dividend Comparison

MS's dividend yield for the trailing twelve months is around 2.39%, while WBA has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
MS
Morgan Stanley		2.39%2.17%2.82%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%
WBA
Walgreens Boots Alliance, Inc.		0.00%0.00%10.72%7.35%5.13%3.62%4.64%3.04%2.46%2.13%1.78%1.64%

Drawdowns

MS vs. WBA - Drawdown Comparison

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Drawdown Indicators

MSWBADifference

Max Drawdown

Largest peak-to-trough decline

-88.12%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-18.83%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-32.38%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-51.33%

—

—

Current Drawdown

Current decline from peak

-13.47%

—

—

Average Drawdown

Average peak-to-trough decline

-33.88%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.00%

—

—

Volatility

MS vs. WBA - Volatility Comparison

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Volatility by Period

MSWBADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

20.70%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

30.56%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.58%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.51%

—

—

Financials

MS vs. WBA - Financials Comparison

This section allows you to compare key financial metrics between Morgan Stanley and Walgreens Boots Alliance, 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.

Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities

15.00B20.00B25.00B30.00B35.00B40.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
29.99B
38.99B
(MS) Total Revenue
(WBA) Total Revenue
Values in USD except per share items