MSCI vs. ELEC.PA
MSCI (MSCI Inc.) and ELEC.PA (Électricite de Strasbourg Société Anonyme) are both stocks. MSCI operates in Financial Data & Stock Exchanges (Financial Services), while ELEC.PA operates in Utilities - Renewable (Utilities). Over the past 10 years, MSCI returned 24.54%/yr vs 15.61%/yr for ELEC.PA. At a 0.12 correlation, their price movements are largely independent.
Performance
MSCI vs. ELEC.PA - Performance Comparison
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Different Trading Currencies
MSCI is traded in USD, while ELEC.PA is traded in EUR. To make them comparable, the ELEC.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MSCI achieves a 5.22% return, which is significantly lower than ELEC.PA's 21.41% return. Over the past 10 years, MSCI has outperformed ELEC.PA with an annualized return of 24.54%, while ELEC.PA has yielded a comparatively lower 15.61% annualized return.
MSCI
- 1D
- 0.81%
- 1M
- 5.32%
- YTD
- 5.22%
- 6M
- 9.54%
- 1Y
- 9.42%
- 3Y*
- 9.01%
- 5Y*
- 5.72%
- 10Y*
- 24.54%
ELEC.PA
- 1D
- -0.80%
- 1M
- -5.37%
- YTD
- 21.41%
- 6M
- 29.89%
- 1Y
- 63.31%
- 3Y*
- 47.48%
- 5Y*
- 19.47%
- 10Y*
- 15.61%
MSCI vs. ELEC.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSCI MSCI Inc. | 5.22% | -3.17% | 7.31% | 22.90% | -23.34% | 38.14% | 74.38% | 77.19% | 17.95% | 62.63% |
ELEC.PA Électricite de Strasbourg Société Anonyme | 21.41% | 93.06% | 19.27% | 5.84% | -11.72% | -7.49% | 14.53% | 24.12% | -22.30% | 44.81% |
Correlation
The correlation between MSCI and ELEC.PA is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2007 | 0.12 |
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Return for Risk
MSCI vs. ELEC.PA — Risk / Return Rank
MSCI
ELEC.PA
MSCI vs. ELEC.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MSCI Inc. (MSCI) and Électricite de Strasbourg Société Anonyme (ELEC.PA). 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.
| MSCI | ELEC.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.40 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 5.39 | -4.87 |
| Martin ratioReturn relative to average drawdown | 1.37 | 16.64 | -15.27 |
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Drawdowns
MSCI vs. ELEC.PA - Drawdown Comparison
The maximum MSCI drawdown since its inception was -69.06%, which is greater than ELEC.PA's maximum drawdown of -57.03%. Use the drawdown chart below to compare losses from any high point for MSCI and ELEC.PA.
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Drawdown Indicators
| MSCI | ELEC.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.06% | -57.03% | -12.03% |
Max Drawdown (1Y)Largest decline over 1 year | -18.07% | -11.56% | -6.51% |
Max Drawdown (3Y)Largest decline over 3 years | -25.99% | -11.56% | -14.43% |
Max Drawdown (5Y)Largest decline over 5 years | -43.74% | -33.31% | -10.43% |
Max Drawdown (10Y)Largest decline over 10 years | -43.74% | -35.54% | -8.20% |
Current DrawdownCurrent decline from peak | -6.94% | -9.27% | +2.33% |
Average DrawdownAverage peak-to-trough decline | -13.07% | -19.53% | +6.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.92% | 3.77% | +3.15% |
Volatility
MSCI vs. ELEC.PA - Volatility Comparison
MSCI Inc. (MSCI) has a higher volatility of 8.37% compared to Électricite de Strasbourg Société Anonyme (ELEC.PA) at 6.99%. This indicates that MSCI's price experiences larger fluctuations and is considered to be riskier than ELEC.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSCI | ELEC.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 6.99% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 20.91% | 17.92% | +2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.70% | 25.06% | +3.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.72% | 20.74% | +9.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.18% | 20.74% | +10.44% |
Dividends
MSCI vs. ELEC.PA - Dividend Comparison
MSCI's dividend yield for the trailing twelve months is around 1.29%, less than ELEC.PA's 6.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELEC.PA Électricite de Strasbourg Société Anonyme | 6.39% | 5.95% | 7.35% | 2.67% | 5.81% | 4.18% | 4.58% | 4.24% | 6.56% | 4.77% | 5.06% | 5.63% |
MSCI MSCI Inc. | 1.29% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
Financials
MSCI vs. ELEC.PA - Financials Comparison
This section allows you to compare key financial metrics between MSCI Inc. and Électricite de Strasbourg Société Anonyme. 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
Frequently Asked Questions
MSCI and ELEC.PA have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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