NMR vs. MS
Compare and contrast key facts about Nomura Holdings, Inc. (NMR) and Morgan Stanley (MS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NMR or MS.
Performance
NMR vs. MS - Performance Comparison
Returns By Period
In the year-to-date period, NMR achieves a 34.15% return, which is significantly lower than MS's 50.03% return. Over the past 10 years, NMR has underperformed MS with an annualized return of 2.63%, while MS has yielded a comparatively higher 17.43% annualized return.
NMR
34.15%
16.35%
1.34%
45.78%
6.30%
2.63%
MS
50.03%
14.99%
38.78%
78.25%
26.43%
17.43%
Fundamentals
| NMR | MS | |
|---|---|---|
| Market Cap | $17.96B | $212.16B |
| EPS | $0.57 | $6.59 |
| PE Ratio | 10.56 | 19.98 |
| PEG Ratio | 0.85 | 3.83 |
| Total Revenue (TTM) | $4.04T | $58.28B |
| Gross Profit (TTM) | $1.64T | $34.99B |
| EBITDA (TTM) | $1.11T | $21.14B |
Key characteristics
| NMR | MS | |
|---|---|---|
| Sharpe Ratio | 1.37 | 2.96 |
| Sortino Ratio | 1.92 | 3.90 |
| Omega Ratio | 1.27 | 1.55 |
| Calmar Ratio | 0.64 | 3.20 |
| Martin Ratio | 4.14 | 16.77 |
| Ulcer Index | 11.24% | 4.67% |
| Daily Std Dev | 33.86% | 26.43% |
| Max Drawdown | -86.15% | -88.12% |
| Current Drawdown | -59.24% | 0.00% |
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Correlation
The correlation between NMR and MS is 0.41, 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.
Risk-Adjusted Performance
NMR vs. MS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nomura Holdings, Inc. (NMR) and Morgan Stanley (MS). 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
NMR vs. MS - Dividend Comparison
NMR has not paid dividends to shareholders, while MS's dividend yield for the trailing twelve months is around 2.63%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NMR Nomura Holdings, Inc. | 0.00% | 0.00% | 3.86% | 4.79% | 4.45% | 3.19% | 3.41% | 3.07% | 1.79% | 3.34% | 2.44% | 2.73% |
MS Morgan Stanley | 2.63% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
Drawdowns
NMR vs. MS - Drawdown Comparison
The maximum NMR drawdown since its inception was -86.15%, roughly equal to the maximum MS drawdown of -88.12%. Use the drawdown chart below to compare losses from any high point for NMR and MS. For additional features, visit the drawdowns tool.
Volatility
NMR vs. MS - Volatility Comparison
The current volatility for Nomura Holdings, Inc. (NMR) is 8.13%, while Morgan Stanley (MS) has a volatility of 12.52%. This indicates that NMR experiences smaller price fluctuations and is considered to be less risky than MS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NMR vs. MS - Financials Comparison
This section allows you to compare key financial metrics between Nomura Holdings, Inc. and Morgan Stanley. 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