MSCI vs. NDAQ
Compare and contrast key facts about MSCI Inc. (MSCI) and Nasdaq, Inc. (NDAQ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSCI or NDAQ.
Key characteristics
| MSCI | NDAQ | |
|---|---|---|
| YTD Return | -17.65% | 4.08% |
| 1Y Return | 2.49% | 13.21% |
| 3Y Return (Ann) | -0.64% | 5.64% |
| 5Y Return (Ann) | 16.61% | 16.81% |
| 10Y Return (Ann) | 28.62% | 19.42% |
| Sharpe Ratio | -0.01 | 0.47 |
| Daily Std Dev | 28.62% | 23.00% |
| Max Drawdown | -69.06% | -68.48% |
| Current Drawdown | -29.59% | -11.89% |
Fundamentals
| MSCI | NDAQ | |
|---|---|---|
| Market Cap | $40.41B | $34.75B |
| EPS | $14.38 | $2.08 |
| PE Ratio | 35.47 | 29.01 |
| PEG Ratio | 3.29 | 1.98 |
| Revenue (TTM) | $2.53B | $6.06B |
| Gross Profit (TTM) | $1.84B | $3.58B |
| EBITDA (TTM) | $1.48B | $2.16B |
Correlation
The correlation between MSCI and NDAQ is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MSCI vs. NDAQ - Performance Comparison
In the year-to-date period, MSCI achieves a -17.65% return, which is significantly lower than NDAQ's 4.08% return. Over the past 10 years, MSCI has outperformed NDAQ with an annualized return of 28.62%, while NDAQ has yielded a comparatively lower 19.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MSCI vs. NDAQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MSCI Inc. (MSCI) and Nasdaq, Inc. (NDAQ). 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.
Dividends
MSCI vs. NDAQ - Dividend Comparison
MSCI's dividend yield for the trailing twelve months is around 1.24%, less than NDAQ's 1.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSCI MSCI Inc. | 1.24% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% | 0.00% |
NDAQ Nasdaq, Inc. | 1.46% | 1.48% | 1.27% | 1.00% | 1.46% | 1.73% | 2.08% | 1.90% | 1.80% | 1.55% | 1.21% | 1.31% |
Drawdowns
MSCI vs. NDAQ - Drawdown Comparison
The maximum MSCI drawdown since its inception was -69.06%, roughly equal to the maximum NDAQ drawdown of -68.48%. Use the drawdown chart below to compare losses from any high point for MSCI and NDAQ. For additional features, visit the drawdowns tool.
Volatility
MSCI vs. NDAQ - Volatility Comparison
MSCI Inc. (MSCI) has a higher volatility of 16.30% compared to Nasdaq, Inc. (NDAQ) at 5.80%. This indicates that MSCI's price experiences larger fluctuations and is considered to be riskier than NDAQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MSCI vs. NDAQ - Financials Comparison
This section allows you to compare key financial metrics between MSCI Inc. and Nasdaq, 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