MS vs. WBA

In the year-to-date period, MS achieves a 49.00% return, which is significantly higher than WBA's -65.90% return. Over the past 10 years, MS has outperformed WBA with an annualized return of 17.40%, while WBA has yielded a comparatively lower -15.90% annualized return.

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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.

The current MS Sharpe Ratio is 2.82, which is higher than the WBA Sharpe Ratio of -1.19. The chart below compares the historical Sharpe Ratios of MS and WBA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MS's dividend yield for the trailing twelve months is around 2.65%, less than WBA's 8.84% yield.

The maximum MS drawdown since its inception was -88.12%, roughly equal to the maximum WBA drawdown of -87.93%. Use the drawdown chart below to compare losses from any high point for MS and WBA. For additional features, visit the drawdowns tool.

Morgan Stanley (MS) and Walgreens Boots Alliance, Inc. (WBA) have volatilities of 12.59% and 12.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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.