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MSCI vs. TFII.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MSCI vs. TFII.TO - Performance Comparison

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

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Different Trading Currencies

MSCI is traded in USD, while TFII.TO is traded in CAD. To make them comparable, the TFII.TO 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 TFII.TO's 55.71% return. Over the past 10 years, MSCI has underperformed TFII.TO with an annualized return of 24.54%, while TFII.TO has yielded a comparatively higher 26.34% annualized return.


MSCI

1D
0.81%
1M
5.55%
YTD
5.22%
6M
9.54%
1Y
11.93%
3Y*
9.01%
5Y*
5.72%
10Y*
24.54%

TFII.TO

1D
1.22%
1M
12.34%
YTD
55.71%
6M
57.89%
1Y
82.12%
3Y*
17.19%
5Y*
12.91%
10Y*
26.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSCI vs. TFII.TO - 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%
TFII.TO
TFI International Inc.
55.71%-21.89%0.50%37.75%-9.03%118.38%57.01%32.47%1.39%3.63%

Correlation

The correlation between MSCI and TFII.TO 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

0.18

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

0.32

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

0.26

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

0.25

The correlation between MSCI and TFII.TO shifts across timeframes, from 0.06 (1 year) to 0.32 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MSCI:

$43.98B

TFII.TO:

CA$18.48B

EPS

MSCI:

$17.28

TFII.TO:

$3.93

PE Ratio

MSCI:

34.67

TFII.TO:

40.81

PS Ratio

MSCI:

14.12

TFII.TO:

1.55

Total Revenue (TTM)

MSCI:

$3.24B

TFII.TO:

$8.59B

Gross Profit (TTM)

MSCI:

$2.68B

TFII.TO:

$1.03B

EBITDA (TTM)

MSCI:

$1.99B

TFII.TO:

$1.25B

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Return for Risk

MSCI vs. TFII.TO — 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

TFII.TO
TFII.TO Risk / Return Rank: 9090
Overall Rank
TFII.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TFII.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
TFII.TO Omega Ratio Rank: 8787
Omega Ratio Rank
TFII.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
TFII.TO Martin Ratio Rank: 9292
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. TFII.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MSCI Inc. (MSCI) and TFI International Inc. (TFII.TO). 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.


MSCITFII.TODifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-2.05

Omega ratioGain probability vs. loss probability

1.09

1.35

-0.26

Calmar ratioReturn relative to maximum drawdown

0.52

3.71

-3.19

Martin ratioReturn relative to average drawdown

1.37

11.80

-10.43

MSCI vs. TFII.TO - Sharpe Ratio Comparison

The current MSCI Sharpe Ratio is 0.33, which is lower than the TFII.TO Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of MSCI and TFII.TO, 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. TFII.TO - Drawdown Comparison

The maximum MSCI drawdown since its inception was -69.06%, smaller than the maximum TFII.TO drawdown of -82.09%. Use the drawdown chart below to compare losses from any high point for MSCI and TFII.TO.


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Drawdown Indicators


MSCITFII.TODifference

Max Drawdown

Largest peak-to-trough decline

-69.06%

-82.09%

+13.03%

Max Drawdown (1Y)

Largest decline over 1 year

-18.07%

-21.56%

+3.49%

Max Drawdown (3Y)

Largest decline over 3 years

-25.99%

-53.77%

+27.78%

Max Drawdown (5Y)

Largest decline over 5 years

-43.74%

-53.77%

+10.03%

Max Drawdown (10Y)

Largest decline over 10 years

-43.74%

-53.77%

+10.03%

Current Drawdown

Current decline from peak

-6.94%

-1.73%

-5.21%

Average Drawdown

Average peak-to-trough decline

-13.07%

-17.81%

+4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.92%

6.77%

+0.15%

Volatility

MSCI vs. TFII.TO - Volatility Comparison

The current volatility for MSCI Inc. (MSCI) is 8.37%, while TFI International Inc. (TFII.TO) has a volatility of 9.92%. This indicates that MSCI experiences smaller price fluctuations and is considered to be less risky than TFII.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSCITFII.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.37%

9.92%

-1.55%

Volatility (6M)

Calculated over the trailing 6-month period

20.91%

26.62%

-5.71%

Volatility (1Y)

Calculated over the trailing 1-year period

28.70%

37.48%

-8.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.72%

36.83%

-6.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.18%

35.57%

-4.39%

Dividends

MSCI vs. TFII.TO - Dividend Comparison

MSCI's dividend yield for the trailing twelve months is around 1.29%, more than TFII.TO's 1.13% yield.


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%
TFII.TO
TFI International Inc.
1.13%1.78%1.17%1.08%1.08%0.68%1.63%2.24%2.46%2.37%2.01%2.88%

Financials

MSCI vs. TFII.TO - Financials Comparison

This section allows you to compare key financial metrics between MSCI Inc. and TFI International 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


500.00M1.00B1.50B2.00B2.50B20222023202420252026
850.80M
1.92B
(MSCI) Total Revenue
(TFII.TO) Total Revenue
Values in USD except per share items

MSCI vs. TFII.TO - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%20222023202420252026
83.3%
10.3%
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%.

TFII.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TFI International Inc. reported a gross profit of 196.80M and revenue of 1.92B. Therefore, the gross margin over that period was 10.3%.

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%.

TFII.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TFI International Inc. reported an operating income of 84.82M and revenue of 1.92B, resulting in an operating margin of 4.4%.

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%.

TFII.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TFI International Inc. reported a net income of 42.60M and revenue of 1.92B, resulting in a net margin of 2.2%.


Frequently Asked Questions


MSCI and TFII.TO 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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