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NDAQ vs. MORN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NDAQ vs. MORN - Performance Comparison

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

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Returns By Period

In the year-to-date period, NDAQ achieves a -7.77% return, which is significantly higher than MORN's -18.94% return. Over the past 10 years, NDAQ has outperformed MORN with an annualized return of 17.04%, while MORN has yielded a comparatively lower 8.88% annualized return.


NDAQ

1D
2.95%
1M
-1.01%
YTD
-7.77%
6M
-4.26%
1Y
4.01%
3Y*
22.18%
5Y*
10.57%
10Y*
17.04%

MORN

1D
-1.09%
1M
5.41%
YTD
-18.94%
6M
-17.73%
1Y
-42.15%
3Y*
-4.38%
5Y*
-5.16%
10Y*
8.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NDAQ vs. MORN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NDAQ
Nasdaq, Inc.
-7.77%27.19%34.85%-3.66%-11.19%60.13%25.99%33.88%8.21%16.76%
MORN
Morningstar, Inc.
-18.94%-35.05%18.29%33.10%-36.31%48.23%54.54%38.93%14.34%33.38%

Correlation

The correlation between NDAQ and MORN is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.49

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

0.58

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

0.49

Correlation (All Time)
Calculated using the full available price history since May 3, 2005

0.43

The correlation between NDAQ and MORN shifts across timeframes, from 0.43 (all time) to 0.58 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NDAQ:

$50.87B

MORN:

$6.89B

EPS

NDAQ:

$3.32

MORN:

$9.74

PE Ratio

NDAQ:

26.82

MORN:

17.99

PEG Ratio

NDAQ:

2.58

MORN:

0.36

PS Ratio

NDAQ:

6.21

MORN:

2.89

PB Ratio

NDAQ:

4.23

MORN:

6.76

Total Revenue (TTM)

NDAQ:

$8.27B

MORN:

$2.51B

Gross Profit (TTM)

NDAQ:

$4.53B

MORN:

$1.55B

EBITDA (TTM)

NDAQ:

$3.11B

MORN:

$743.90M

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Return for Risk

NDAQ vs. MORN — Risk / Return Rank

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

NDAQ
NDAQ Risk / Return Rank: 4545
Overall Rank
NDAQ Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
NDAQ Sortino Ratio Rank: 4141
Sortino Ratio Rank
NDAQ Omega Ratio Rank: 4242
Omega Ratio Rank
NDAQ Calmar Ratio Rank: 4747
Calmar Ratio Rank
NDAQ Martin Ratio Rank: 4848
Martin Ratio Rank

MORN
MORN Risk / Return Rank: 77
Overall Rank
MORN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MORN Sortino Ratio Rank: 44
Sortino Ratio Rank
MORN Omega Ratio Rank: 44
Omega Ratio Rank
MORN Calmar Ratio Rank: 1010
Calmar Ratio Rank
MORN Martin Ratio Rank: 1313
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.

NDAQ vs. MORN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nasdaq, Inc. (NDAQ) and Morningstar, Inc. (MORN). 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.


NDAQMORNDifference
Sharpe ratioReturn per unit of total volatility

+1.39

Sortino ratioReturn per unit of downside risk

+2.18

Omega ratioGain probability vs. loss probability

1.05

0.77

+0.28

Calmar ratioReturn relative to maximum drawdown

0.19

-0.83

+1.02

Martin ratioReturn relative to average drawdown

0.42

-1.28

+1.70

NDAQ vs. MORN - Sharpe Ratio Comparison

The current NDAQ Sharpe Ratio is 0.16, which is higher than the MORN Sharpe Ratio of -1.22. The chart below compares the historical Sharpe Ratios of NDAQ and MORN, 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

NDAQ vs. MORN - Drawdown Comparison

The maximum NDAQ drawdown since its inception was -68.48%, roughly equal to the maximum MORN drawdown of -67.92%. Use the drawdown chart below to compare losses from any high point for NDAQ and MORN.


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Drawdown Indicators


NDAQMORNDifference

Max Drawdown

Largest peak-to-trough decline

-68.48%

-67.92%

-0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-21.76%

-50.65%

+28.89%

Max Drawdown (3Y)

Largest decline over 3 years

-21.76%

-56.70%

+34.94%

Max Drawdown (5Y)

Largest decline over 5 years

-32.84%

-56.70%

+23.86%

Max Drawdown (10Y)

Largest decline over 10 years

-38.31%

-56.70%

+18.39%

Current Drawdown

Current decline from peak

-11.29%

-50.59%

+39.30%

Average Drawdown

Average peak-to-trough decline

-23.80%

-18.36%

-5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.50%

33.06%

-23.56%

Volatility

NDAQ vs. MORN - Volatility Comparison

The current volatility for Nasdaq, Inc. (NDAQ) is 7.88%, while Morningstar, Inc. (MORN) has a volatility of 13.64%. This indicates that NDAQ experiences smaller price fluctuations and is considered to be less risky than MORN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NDAQMORNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

13.64%

-5.76%

Volatility (6M)

Calculated over the trailing 6-month period

20.80%

31.02%

-10.22%

Volatility (1Y)

Calculated over the trailing 1-year period

24.66%

34.60%

-9.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.96%

30.76%

-6.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.27%

27.78%

-3.51%

Dividends

NDAQ vs. MORN - Dividend Comparison

NDAQ's dividend yield for the trailing twelve months is around 1.56%, more than MORN's 1.09% yield.


PositionTTM20252024202320222021202020192018201720162015
MORN
Morningstar, Inc.
1.09%0.84%0.48%0.52%0.66%0.28%0.65%0.74%0.91%0.95%1.20%0.95%
NDAQ
Nasdaq, Inc.
1.56%1.08%1.22%1.48%1.27%1.00%1.46%1.73%2.08%1.90%1.80%1.55%

Financials

NDAQ vs. MORN - Financials Comparison

This section allows you to compare key financial metrics between Nasdaq, Inc. and Morningstar, 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


500.00M1.00B1.50B2.00B20222023202420252026
2.14B
644.80M
(NDAQ) Total Revenue
(MORN) Total Revenue
Values in USD except per share items

NDAQ vs. MORN - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
65.8%
63.0%
Portfolio components
NDAQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nasdaq, Inc. reported a gross profit of 1.41B and revenue of 2.14B. Therefore, the gross margin over that period was 65.8%.

MORN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Morningstar, Inc. reported a gross profit of 405.90M and revenue of 644.80M. Therefore, the gross margin over that period was 63.0%.

NDAQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nasdaq, Inc. reported an operating income of 657.00M and revenue of 2.14B, resulting in an operating margin of 30.7%.

MORN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Morningstar, Inc. reported an operating income of 900.00K and revenue of 644.80M, resulting in an operating margin of 0.1%.

NDAQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nasdaq, Inc. reported a net income of 519.00M and revenue of 2.14B, resulting in a net margin of 24.3%.

MORN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Morningstar, Inc. reported a net income of 107.10M and revenue of 644.80M, resulting in a net margin of 16.6%.


Frequently Asked Questions


NDAQ and MORN have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MORN has higher volatility (13.64%) compared to NDAQ (7.88%). In terms of maximum drawdown, NDAQ dropped -68.48% vs MORN's -67.92%.

NDAQ currently has the higher Sharpe Ratio (0.16 vs -1.22), 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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