PAG vs. MSCI
PAG (Penske Automotive Group, Inc.) and MSCI (MSCI Inc.) are both stocks. PAG operates in Auto & Truck Dealerships (Consumer Cyclical), while MSCI operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, PAG returned 22.15%/yr vs 22.38%/yr for MSCI. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
PAG vs. MSCI - Performance Comparison
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Returns By Period
In the year-to-date period, PAG achieves a 39.69% return, which is significantly higher than MSCI's 0.50% return. Both investments have delivered pretty close results over the past 10 years, with PAG having a 22.15% annualized return and MSCI not far ahead at 22.38%.
PAG
- 1D
- -1.50%
- 1M
- 21.12%
- 6M
- 41.02%
- YTD
- 39.69%
- 1Y
- 33.52%
- 3Y*
- 13.27%
- 5Y*
- 22.59%
- 10Y*
- 22.15%
- ALL TIME*
- 10.89%
MSCI
- 1D
- -0.61%
- 1M
- -5.12%
- 6M
- -5.36%
- YTD
- 0.50%
- 1Y
- 4.10%
- 3Y*
- 2.84%
- 5Y*
- 0.29%
- 10Y*
- 22.38%
- ALL TIME*
- 19.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
MSCI MSCI Inc. | $558.68M | $425.84M | $423.23M |
| $163.42M | $109.11M | $69.60M |
PAG vs. MSCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PAG Penske Automotive Group, Inc. | 39.69% | 7.13% | -2.54% | 42.29% | 9.22% | 84.36% | 20.12% | 28.91% | -13.21% | -5.10% |
MSCI MSCI Inc. | 0.50% | -3.17% | 7.31% | 22.90% | -23.34% | 38.14% | 74.38% | 77.19% | 17.95% | 62.63% |
Correlation
The correlation between PAG and MSCI is 0.16, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.29 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2007 | 0.36 |
The correlation between PAG and MSCI shifts across timeframes, from 0.16 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
Fundamentals
PAG:
$14.29B
MSCI:
$41.60B
PAG:
$14.21
MSCI:
$18.04
PAG:
15.29
MSCI:
31.72
PAG:
0.43
MSCI:
12.92
PAG:
$32.92B
MSCI:
$3.33B
PAG:
$5.31B
MSCI:
$2.77B
PAG:
$1.41B
MSCI:
$2.05B
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Return for Risk
PAG vs. MSCI — Risk / Return Rank
PAG
MSCI
PAG vs. MSCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Penske Automotive Group, Inc. (PAG) 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.
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.
| PAG | MSCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.05 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 0.19 | +1.24 |
| Martin ratioReturn relative to average drawdown | 3.01 | 0.45 | +2.56 |
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Drawdowns
PAG vs. MSCI - Drawdown Comparison
The maximum PAG drawdown since its inception was -83.34%, which is greater than MSCI's maximum drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for PAG and MSCI.
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Drawdown Indicators
| PAG | MSCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.34% | -69.06% | -14.28% |
Max Drawdown (1Y)Largest decline over 1 year | -24.03% | -18.07% | -5.96% |
Max Drawdown (3Y)Largest decline over 3 years | -24.03% | -25.99% | +1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -24.03% | -43.74% | +19.71% |
Max Drawdown (10Y)Largest decline over 10 years | -59.98% | -43.74% | -16.24% |
Current DrawdownCurrent decline from peak | -2.74% | -11.12% | +8.38% |
Average DrawdownAverage peak-to-trough decline | -23.73% | -13.04% | -10.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.39% | 7.46% | +3.93% |
Volatility
PAG vs. MSCI - Volatility Comparison
The current volatility for Penske Automotive Group, Inc. (PAG) is 12.40%, while MSCI Inc. (MSCI) has a volatility of 13.82%. This indicates that PAG 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.
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Volatility by Period
| PAG | MSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.40% | 13.82% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 22.89% | 24.75% | -1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.84% | 30.48% | -2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.27% | 31.36% | +0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.69% | 31.47% | +4.22% |
Dividends
PAG vs. MSCI - Dividend Comparison
PAG's dividend yield for the trailing twelve months is around 2.54%, more than MSCI's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSCI MSCI Inc. | 1.35% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
PAG Penske Automotive Group, Inc. | 2.54% | 3.27% | 2.68% | 1.73% | 1.80% | 1.66% | 1.41% | 3.15% | 3.52% | 2.63% | 2.12% | 2.22% |
Financials
PAG vs. MSCI - Financials Comparison
This section allows you to compare key financial metrics between Penske Automotive Group, 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
PAG vs. MSCI - Profitability Comparison
PAG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Penske Automotive Group, Inc. reported a gross profit of 1.36B and revenue of 8.51B. Therefore, the gross margin over that period was 15.9%.
MSCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, MSCI Inc. reported a gross profit of 717.10M and revenue of 867.00M. Therefore, the gross margin over that period was 82.7%.
PAG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Penske Automotive Group, Inc. reported an operating income of 337.60M and revenue of 8.51B, resulting in an operating margin of 4.0%.
MSCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, MSCI Inc. reported an operating income of 487.50M and revenue of 867.00M, resulting in an operating margin of 56.2%.
PAG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Penske Automotive Group, Inc. reported a net income of 260.40M and revenue of 8.51B, resulting in a net margin of 3.1%.
MSCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, MSCI Inc. reported a net income of 342.00M and revenue of 867.00M, resulting in a net margin of 39.5%.
Frequently Asked Questions
PAG and MSCI have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSCI has higher volatility (13.82%) compared to PAG (12.40%). In terms of maximum drawdown, PAG dropped -83.34% vs MSCI's -69.06%.
PAG currently has the higher Sharpe Ratio (1.23 vs 0.11), 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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