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NRDBY vs. MS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NRDBY and MS is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

NRDBY vs. MS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nordea Bank Abp ADR (NRDBY) and Morgan Stanley (MS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NRDBY:

0.92

MS:

0.84

Sortino Ratio

NRDBY:

1.42

MS:

1.43

Omega Ratio

NRDBY:

1.19

MS:

1.21

Calmar Ratio

NRDBY:

1.52

MS:

1.06

Martin Ratio

NRDBY:

3.08

MS:

3.36

Ulcer Index

NRDBY:

8.22%

MS:

9.25%

Daily Std Dev

NRDBY:

28.60%

MS:

33.87%

Max Drawdown

NRDBY:

-57.94%

MS:

-88.12%

Current Drawdown

NRDBY:

-0.28%

MS:

-13.04%

Fundamentals

Market Cap

NRDBY:

$48.80B

MS:

$192.20B

EPS

NRDBY:

$1.59

MS:

$8.54

PE Ratio

NRDBY:

8.86

MS:

14.00

PEG Ratio

NRDBY:

3.25

MS:

141.44

PS Ratio

NRDBY:

4.16

MS:

3.01

PB Ratio

NRDBY:

1.45

MS:

2.04

Total Revenue (TTM)

NRDBY:

$11.98B

MS:

$73.37B

Gross Profit (TTM)

NRDBY:

$11.98B

MS:

$28.72B

EBITDA (TTM)

NRDBY:

$282.00M

MS:

$10.46B

Returns By Period

In the year-to-date period, NRDBY achieves a 39.72% return, which is significantly higher than MS's -1.77% return. Over the past 10 years, NRDBY has underperformed MS with an annualized return of 10.03%, while MS has yielded a comparatively higher 15.64% annualized return.


NRDBY

YTD

39.72%

1M

17.00%

6M

32.28%

1Y

26.21%

5Y*

29.94%

10Y*

10.03%

MS

YTD

-1.77%

1M

9.83%

6M

-4.66%

1Y

28.01%

5Y*

29.04%

10Y*

15.64%

*Annualized

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Risk-Adjusted Performance

NRDBY vs. MS — Risk-Adjusted Performance Rank

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

NRDBY
The Risk-Adjusted Performance Rank of NRDBY is 8181
Overall Rank
The Sharpe Ratio Rank of NRDBY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of NRDBY is 7676
Sortino Ratio Rank
The Omega Ratio Rank of NRDBY is 7575
Omega Ratio Rank
The Calmar Ratio Rank of NRDBY is 9090
Calmar Ratio Rank
The Martin Ratio Rank of NRDBY is 8080
Martin Ratio Rank

MS
The Risk-Adjusted Performance Rank of MS is 8080
Overall Rank
The Sharpe Ratio Rank of MS is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of MS is 7676
Sortino Ratio Rank
The Omega Ratio Rank of MS is 7878
Omega Ratio Rank
The Calmar Ratio Rank of MS is 8585
Calmar Ratio Rank
The Martin Ratio Rank of MS is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NRDBY vs. MS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordea Bank Abp ADR (NRDBY) 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.


The current NRDBY Sharpe Ratio is 0.92, which is comparable to the MS Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of NRDBY and MS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

NRDBY vs. MS - Dividend Comparison

NRDBY's dividend yield for the trailing twelve months is around 6.97%, more than MS's 3.04% yield.


TTM20242023202220212020201920182017201620152014
NRDBY
Nordea Bank Abp ADR
6.97%9.08%7.05%7.30%7.47%10.90%9.62%10.05%5.72%6.39%6.23%5.09%
MS
Morgan Stanley
3.04%2.82%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%

Drawdowns

NRDBY vs. MS - Drawdown Comparison

The maximum NRDBY drawdown since its inception was -57.94%, smaller than the maximum MS drawdown of -88.12%. Use the drawdown chart below to compare losses from any high point for NRDBY and MS. For additional features, visit the drawdowns tool.


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Volatility

NRDBY vs. MS - Volatility Comparison


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Financials

NRDBY vs. MS - Financials Comparison

This section allows you to compare key financial metrics between Nordea Bank Abp ADR 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.


Quarterly
Annual

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


0.005.00B10.00B15.00B20.00B25.00B30.00B20212022202320242025
2.98B
29.13B
(NRDBY) Total Revenue
(MS) Total Revenue
Values in USD except per share items