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SCHW vs. MS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SCHW vs. MS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Charles Schwab Corporation (SCHW) and Morgan Stanley (MS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHW achieves a 6.07% return, which is significantly lower than MS's 20.48% return. Over the past 10 years, SCHW has underperformed MS with an annualized return of 15.65%, while MS has yielded a comparatively higher 25.84% annualized return.


SCHW

1D
0.87%
1M
8.49%
6M
1.98%
YTD
6.07%
1Y
11.56%
3Y*
18.65%
5Y*
10.60%
10Y*
15.65%
ALL TIME*
19.09%

MS

1D
0.72%
1M
-1.10%
6M
16.37%
YTD
20.48%
1Y
54.71%
3Y*
36.38%
5Y*
20.78%
10Y*
25.84%
ALL TIME*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.18B$1.27B$1.26B
$904.80M$877.50M$995.78M

SCHW vs. MS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHW
The Charles Schwab Corporation
6.07%36.65%9.17%-15.97%0.11%60.23%13.57%16.38%-18.43%31.15%
MS
Morgan Stanley
20.48%45.16%39.73%13.93%-10.34%46.65%38.09%32.67%-22.76%26.61%

Correlation

The correlation between SCHW and MS is 0.48, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.48

Correlation (3Y)
Balances recent behavior with more history.

0.58

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.61

Correlation (10Y)
Provides a long-term view across more market conditions.

0.67

Correlation (All Time)
Calculated using the full available price history since Feb 23, 1993

0.59

The correlation between SCHW and MS shifts across timeframes, from 0.48 (1 year) to 0.67 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SCHW:

$183.03B

MS:

$332.03B

EPS

SCHW:

$5.70

MS:

$11.41

PE Ratio

SCHW:

18.46

MS:

18.43

PEG Ratio

SCHW:

1.05

MS:

1.73

PS Ratio

SCHW:

9.00

MS:

2.79

PB Ratio

SCHW:

59.37

MS:

3.21

Total Revenue (TTM)

SCHW:

$20.71B

MS:

$120.22B

Gross Profit (TTM)

SCHW:

$14.76B

MS:

$69.72B

EBITDA (TTM)

SCHW:

$11.42B

MS:

$27.21B

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Return for Risk

SCHW vs. MS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SCHW
SCHW Risk / Return Rank: 5454
Overall Rank
SCHW Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SCHW Sortino Ratio Rank: 4949
Sortino Ratio Rank
SCHW Omega Ratio Rank: 5050
Omega Ratio Rank
SCHW Calmar Ratio Rank: 5757
Calmar Ratio Rank
SCHW Martin Ratio Rank: 5757
Martin Ratio Rank

MS
MS Risk / Return Rank: 8787
Overall Rank
MS Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
MS Sortino Ratio Rank: 8686
Sortino Ratio Rank
MS Omega Ratio Rank: 8686
Omega Ratio Rank
MS Calmar Ratio Rank: 8585
Calmar Ratio Rank
MS Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SCHW vs. MS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Charles Schwab Corporation (SCHW) 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.

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.


SCHWMSDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

1.08

1.31

-0.23

Calmar ratioReturn relative to maximum drawdown

0.46

2.72

-2.27

Martin ratioReturn relative to average drawdown

1.00

8.59

-7.59

SCHW vs. MS - Sharpe Ratio Comparison

The current SCHW Sharpe Ratio is 0.36, which is lower than the MS Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of SCHW and MS, 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

SCHW vs. MS - Drawdown Comparison

The maximum SCHW drawdown since its inception was -86.79%, roughly equal to the maximum MS drawdown of -88.12%. Use the drawdown chart below to compare losses from any high point for SCHW and MS.


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Drawdown Indicators


SCHWMSDifference

Max Drawdown

Largest peak-to-trough decline

-86.79%

-88.12%

+1.33%

Max Drawdown (1Y)

Largest decline over 1 year

-19.83%

-18.83%

-1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-24.94%

-29.24%

+4.30%

Max Drawdown (5Y)

Largest decline over 5 years

-49.70%

-32.38%

-17.32%

Max Drawdown (10Y)

Largest decline over 10 years

-51.08%

-51.33%

+0.25%

Current Drawdown

Current decline from peak

-1.15%

-7.43%

+6.28%

Average Drawdown

Average peak-to-trough decline

-35.43%

-33.57%

-1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.08%

5.96%

+3.12%

Volatility

SCHW vs. MS - Volatility Comparison

The current volatility for The Charles Schwab Corporation (SCHW) is 6.44%, while Morgan Stanley (MS) has a volatility of 10.15%. This indicates that SCHW 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.


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Volatility by Period


SCHWMSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

10.15%

-3.71%

Volatility (6M)

Calculated over the trailing 6-month period

20.80%

22.56%

-1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

25.34%

27.83%

-2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.11%

28.82%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.11%

31.37%

+1.74%

Dividends

SCHW vs. MS - Dividend Comparison

SCHW's dividend yield for the trailing twelve months is around 1.12%, less than MS's 1.97% yield.


PositionTTM20252024202320222021202020192018201720162015
MS
Morgan Stanley
1.97%2.17%2.82%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%
SCHW
The Charles Schwab Corporation
1.12%1.08%1.35%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%

Financials

SCHW vs. MS - Financials Comparison

This section allows you to compare key financial metrics between The Charles Schwab Corporation 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


Values in USD except per share items

Frequently Asked Questions


SCHW and MS have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MS has higher volatility (10.15%) compared to SCHW (6.44%). In terms of maximum drawdown, SCHW dropped -86.79% vs MS's -88.12%.

MS currently has the higher Sharpe Ratio (1.84 vs 0.36), 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.

Portfolio Optimizer

Find the right allocation for SCHW and MS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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