NDAQ vs. MSCI
Compare and contrast key facts about Nasdaq, Inc. (NDAQ) and MSCI Inc. (MSCI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NDAQ or MSCI.
Key characteristics
| NDAQ | MSCI | |
|---|---|---|
| YTD Return | 3.37% | -16.67% |
| 1Y Return | 12.15% | 1.44% |
| 3Y Return (Ann) | 5.07% | -0.16% |
| 5Y Return (Ann) | 16.09% | 16.81% |
| 10Y Return (Ann) | 19.16% | 28.94% |
| Sharpe Ratio | 0.46 | -0.06 |
| Daily Std Dev | 22.85% | 28.44% |
| Max Drawdown | -68.48% | -69.06% |
| Current Drawdown | -12.49% | -28.75% |
Fundamentals
| NDAQ | MSCI | |
|---|---|---|
| Market Cap | $34.61B | $37.85B |
| EPS | $1.87 | $14.62 |
| PE Ratio | 32.15 | 32.68 |
| PEG Ratio | 1.98 | 3.29 |
| Revenue (TTM) | $6.21B | $2.62B |
| Gross Profit (TTM) | $3.58B | $1.84B |
| EBITDA (TTM) | $2.19B | $1.51B |
Correlation
The correlation between NDAQ and MSCI 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
NDAQ vs. MSCI - Performance Comparison
In the year-to-date period, NDAQ achieves a 3.37% return, which is significantly higher than MSCI's -16.67% return. Over the past 10 years, NDAQ has underperformed MSCI with an annualized return of 19.16%, while MSCI has yielded a comparatively higher 28.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
NDAQ vs. MSCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nasdaq, Inc. (NDAQ) and MSCI Inc. (MSCI). 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
NDAQ vs. MSCI - Dividend Comparison
NDAQ's dividend yield for the trailing twelve months is around 1.47%, more than MSCI's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NDAQ Nasdaq, Inc. | 1.47% | 1.48% | 1.27% | 1.00% | 1.46% | 1.73% | 2.08% | 1.90% | 1.80% | 1.55% | 1.21% | 1.31% |
MSCI MSCI Inc. | 1.22% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% | 0.00% |
Drawdowns
NDAQ vs. MSCI - Drawdown Comparison
The maximum NDAQ drawdown since its inception was -68.48%, roughly equal to the maximum MSCI drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for NDAQ and MSCI. For additional features, visit the drawdowns tool.
Volatility
NDAQ vs. MSCI - Volatility Comparison
The current volatility for Nasdaq, Inc. (NDAQ) is 5.31%, while MSCI Inc. (MSCI) has a volatility of 16.66%. This indicates that NDAQ experiences smaller price fluctuations and is considered to be less risky than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NDAQ vs. MSCI - Financials Comparison
This section allows you to compare key financial metrics between Nasdaq, Inc. and MSCI 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