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MSCI vs. TBBK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MSCI vs. TBBK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MSCI Inc. (MSCI) and The Bancorp, Inc. (TBBK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSCI achieves a 5.22% return, which is significantly higher than TBBK's -14.90% return. Both investments have delivered pretty close results over the past 10 years, with MSCI having a 24.54% annualized return and TBBK not far behind at 24.45%.


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%

TBBK

1D
1.70%
1M
9.20%
YTD
-14.90%
6M
-16.46%
1Y
12.20%
3Y*
16.49%
5Y*
17.77%
10Y*
24.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSCI vs. TBBK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSCI
MSCI Inc.
5.22%-3.17%7.31%22.90%-23.34%38.14%74.38%77.19%17.95%62.63%
TBBK
The Bancorp, Inc.
-14.90%28.29%36.49%35.87%12.13%85.42%5.24%62.94%-19.43%25.70%

Correlation

The correlation between MSCI and TBBK is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2007

0.29

The correlation between MSCI and TBBK shifts across timeframes, from 0.26 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MSCI:

$43.98B

TBBK:

$2.45B

EPS

MSCI:

$17.28

TBBK:

$5.09

PE Ratio

MSCI:

34.67

TBBK:

11.28

PEG Ratio

MSCI:

2.15

TBBK:

0.41

PS Ratio

MSCI:

14.12

TBBK:

3.80

Total Revenue (TTM)

MSCI:

$3.24B

TBBK:

$686.06M

Gross Profit (TTM)

MSCI:

$2.68B

TBBK:

$394.85M

EBITDA (TTM)

MSCI:

$1.99B

TBBK:

$230.08M

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Return for Risk

MSCI vs. TBBK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSCI
MSCI Risk / Return Rank: 5353
Overall Rank
MSCI Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
MSCI Sortino Ratio Rank: 4848
Sortino Ratio Rank
MSCI Omega Ratio Rank: 4848
Omega Ratio Rank
MSCI Calmar Ratio Rank: 5555
Calmar Ratio Rank
MSCI Martin Ratio Rank: 5757
Martin Ratio Rank

TBBK
TBBK Risk / Return Rank: 5050
Overall Rank
TBBK Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
TBBK Sortino Ratio Rank: 4747
Sortino Ratio Rank
TBBK Omega Ratio Rank: 5050
Omega Ratio Rank
TBBK Calmar Ratio Rank: 5151
Calmar Ratio Rank
TBBK Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MSCI vs. TBBK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MSCI Inc. (MSCI) and The Bancorp, Inc. (TBBK). 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.


MSCITBBKDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.09

1.10

-0.01

Calmar ratioReturn relative to maximum drawdown

0.52

0.34

+0.18

Martin ratioReturn relative to average drawdown

1.37

0.60

+0.77

MSCI vs. TBBK - Sharpe Ratio Comparison

The current MSCI Sharpe Ratio is 0.33, which is comparable to the TBBK Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of MSCI and TBBK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MSCI vs. TBBK - Drawdown Comparison

The maximum MSCI drawdown since its inception was -69.06%, smaller than the maximum TBBK drawdown of -92.68%. Use the drawdown chart below to compare losses from any high point for MSCI and TBBK.


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Drawdown Indicators


MSCITBBKDifference

Max Drawdown

Largest peak-to-trough decline

-69.06%

-92.68%

+23.62%

Max Drawdown (1Y)

Largest decline over 1 year

-18.07%

-35.92%

+17.85%

Max Drawdown (3Y)

Largest decline over 3 years

-25.99%

-36.28%

+10.29%

Max Drawdown (5Y)

Largest decline over 5 years

-43.74%

-48.94%

+5.20%

Max Drawdown (10Y)

Largest decline over 10 years

-43.74%

-73.77%

+30.03%

Current Drawdown

Current decline from peak

-6.94%

-28.48%

+21.54%

Average Drawdown

Average peak-to-trough decline

-13.07%

-47.53%

+34.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.92%

20.43%

-13.51%

Volatility

MSCI vs. TBBK - Volatility Comparison

MSCI Inc. (MSCI) and The Bancorp, Inc. (TBBK) have volatilities of 8.37% and 8.48%, 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.


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Volatility by Period


MSCITBBKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.37%

8.48%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

20.91%

30.93%

-10.02%

Volatility (1Y)

Calculated over the trailing 1-year period

28.70%

43.30%

-14.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.72%

46.06%

-15.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.18%

50.78%

-19.60%

Dividends

MSCI vs. TBBK - Dividend Comparison

MSCI's dividend yield for the trailing twelve months is around 1.29%, while TBBK has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
TBBK
The Bancorp, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

MSCI vs. TBBK - Financials Comparison

This section allows you to compare key financial metrics between MSCI Inc. and The Bancorp, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00M400.00M600.00M800.00M20222023202420252026
850.80M
72.53M
(MSCI) Total Revenue
(TBBK) Total Revenue
Values in USD except per share items

MSCI vs. TBBK - Profitability Comparison

The chart below illustrates the profitability comparison between MSCI Inc. and The Bancorp, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
83.3%
0
Portfolio components
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%.

TBBK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Bancorp, Inc. reported a gross profit of 0.00 and revenue of 72.53M. Therefore, the gross margin over that period was 0.0%.

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%.

TBBK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Bancorp, Inc. reported an operating income of 0.00 and revenue of 72.53M, resulting in an operating margin of 0.0%.

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%.

TBBK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Bancorp, Inc. reported a net income of 60.07M and revenue of 72.53M, resulting in a net margin of 82.8%.


Frequently Asked Questions


MSCI and TBBK have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TBBK has higher volatility (8.48%) compared to MSCI (8.37%). In terms of maximum drawdown, MSCI dropped -69.06% vs TBBK's -92.68%.

MSCI currently has the higher Sharpe Ratio (0.33 vs 0.28), 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.

Portfolio Optimizer

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