MSCI vs. INTU
MSCI (MSCI Inc.) and INTU (Intuit Inc.) are both stocks. MSCI operates in Financial Data & Stock Exchanges (Financial Services), while INTU operates in Software - Application (Technology). Over the past 10 years, MSCI returned 24.26%/yr vs 11.98%/yr for INTU. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
MSCI vs. INTU - Performance Comparison
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Returns By Period
In the year-to-date period, MSCI achieves a 5.89% return, which is significantly higher than INTU's -53.65% return. Over the past 10 years, MSCI has outperformed INTU with an annualized return of 24.26%, while INTU has yielded a comparatively lower 11.98% annualized return.
MSCI
- 1D
- -2.03%
- 1M
- 3.36%
- YTD
- 5.89%
- 6M
- 13.15%
- 1Y
- 7.51%
- 3Y*
- 9.71%
- 5Y*
- 6.47%
- 10Y*
- 24.26%
INTU
- 1D
- 2.95%
- 1M
- -22.91%
- YTD
- -53.65%
- 6M
- -53.22%
- 1Y
- -60.08%
- 3Y*
- -10.25%
- 5Y*
- -7.58%
- 10Y*
- 11.98%
MSCI vs. INTU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSCI MSCI Inc. | 5.89% | -3.17% | 7.31% | 22.90% | -23.34% | 38.14% | 74.38% | 77.19% | 17.95% | 62.63% |
INTU Intuit Inc. | -53.65% | 6.09% | 1.16% | 61.76% | -39.12% | 70.27% | 46.12% | 34.11% | 25.86% | 39.21% |
Correlation
The correlation between MSCI and INTU is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2007 | 0.51 |
Over the past year, the correlation between MSCI and INTU has dropped to 0.31 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
Fundamentals
MSCI:
$44.26B
INTU:
$84.32B
MSCI:
$17.28
INTU:
$16.37
MSCI:
34.89
INTU:
18.66
MSCI:
2.16
INTU:
1.12
MSCI:
14.21
INTU:
4.09
MSCI:
$3.24B
INTU:
$20.93B
MSCI:
$2.68B
INTU:
$16.97B
MSCI:
$1.99B
INTU:
$6.65B
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Return for Risk
MSCI vs. INTU — Risk / Return Rank
MSCI
INTU
MSCI vs. INTU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MSCI Inc. (MSCI) and Intuit Inc. (INTU). 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.
| MSCI | INTU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.76 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.71 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | -0.96 | +1.37 |
| Martin ratioReturn relative to average drawdown | 1.10 | -1.83 | +2.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSCI | INTU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | -1.37 | +1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | -0.20 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.35 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.35 | +0.19 |
Drawdowns
MSCI vs. INTU - Drawdown Comparison
The maximum MSCI drawdown since its inception was -69.06%, smaller than the maximum INTU drawdown of -75.29%. Use the drawdown chart below to compare losses from any high point for MSCI and INTU.
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Drawdown Indicators
| MSCI | INTU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.06% | -75.29% | +6.23% |
Max Drawdown (1Y)Largest decline over 1 year | -18.07% | -63.00% | +44.93% |
Max Drawdown (3Y)Largest decline over 3 years | -25.99% | -63.00% | +37.01% |
Max Drawdown (5Y)Largest decline over 5 years | -43.74% | -63.00% | +19.26% |
Max Drawdown (10Y)Largest decline over 10 years | -43.74% | -63.00% | +19.26% |
Current DrawdownCurrent decline from peak | -6.35% | -61.90% | +55.55% |
Average DrawdownAverage peak-to-trough decline | -13.08% | -24.12% | +11.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.90% | 32.93% | -26.03% |
Volatility
MSCI vs. INTU - Volatility Comparison
The current volatility for MSCI Inc. (MSCI) is 8.23%, while Intuit Inc. (INTU) has a volatility of 28.43%. This indicates that MSCI experiences smaller price fluctuations and is considered to be less risky than INTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSCI | INTU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.23% | 28.43% | -20.20% |
Volatility (6M)Calculated over the trailing 6-month period | 20.75% | 42.39% | -21.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.72% | 44.21% | -15.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.73% | 37.47% | -6.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.19% | 33.95% | -2.76% |
Dividends
MSCI vs. INTU - Dividend Comparison
MSCI's dividend yield for the trailing twelve months is around 1.28%, less than INTU's 1.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INTU Intuit Inc. | 1.52% | 0.65% | 0.60% | 0.52% | 0.72% | 0.38% | 0.57% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% |
MSCI MSCI Inc. | 1.28% | 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. INTU - Financials Comparison
This section allows you to compare key financial metrics between MSCI Inc. and Intuit 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.
Total Revenue: Total amount of money received from sales and other business activities
MSCI vs. INTU - Profitability Comparison
MSCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported a gross profit of 709.00M and revenue of 850.80M. Therefore, the gross margin over that period was 83.3%.
INTU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Intuit Inc. reported a gross profit of 7.24B and revenue of 8.56B. Therefore, the gross margin over that period was 84.6%.
MSCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported an operating income of 456.90M and revenue of 850.80M, resulting in an operating margin of 53.7%.
INTU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Intuit Inc. reported an operating income of 4.02B and revenue of 8.56B, resulting in an operating margin of 47.0%.
MSCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported a net income of 406.00M and revenue of 850.80M, resulting in a net margin of 47.7%.
INTU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Intuit Inc. reported a net income of 3.06B and revenue of 8.56B, resulting in a net margin of 35.8%.
Frequently Asked Questions
MSCI and INTU have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INTU has higher volatility (28.43%) compared to MSCI (8.23%). In terms of maximum drawdown, MSCI dropped -69.06% vs INTU's -75.29%.
MSCI currently has the higher Sharpe Ratio (0.26 vs -1.37), 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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