MSCI vs. SPGI

In the year-to-date period, MSCI achieves a -10.56% return, which is significantly lower than SPGI's -3.57% return. Over the past 10 years, MSCI has outperformed SPGI with an annualized return of 25.43%, while SPGI has yielded a comparatively lower 17.71% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for MSCI Inc. (MSCI) and S&P Global Inc. (SPGI). 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 MSCI Sharpe Ratio is 0.66, which is comparable to the SPGI Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of MSCI and SPGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MSCI's dividend yield for the trailing twelve months is around 1.23%, more than SPGI's 0.77% yield.

The maximum MSCI drawdown since its inception was -69.06%, smaller than the maximum SPGI drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for MSCI and SPGI. For additional features, visit the drawdowns tool.

MSCI Inc. (MSCI) and S&P Global Inc. (SPGI) have volatilities of 14.22% and 14.46%, 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 MSCI Inc. and S&P Global 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.