SPGI vs. MSCI
Compare and contrast key facts about S&P Global Inc. (SPGI) and MSCI Inc. (MSCI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPGI or MSCI.
Correlation
The correlation between SPGI and MSCI is 0.56, 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
SPGI vs. MSCI - Performance Comparison
Key characteristics
SPGI:
0.34
MSCI:
-0.18
SPGI:
0.56
MSCI:
-0.05
SPGI:
1.08
MSCI:
0.99
SPGI:
0.40
MSCI:
-0.15
SPGI:
1.59
MSCI:
-0.61
SPGI:
4.21%
MSCI:
8.07%
SPGI:
19.39%
MSCI:
27.51%
SPGI:
-74.67%
MSCI:
-69.06%
SPGI:
-16.82%
MSCI:
-22.16%
Fundamentals
SPGI:
$138.47B
MSCI:
$39.38B
SPGI:
$12.37
MSCI:
$14.04
SPGI:
36.50
MSCI:
36.14
SPGI:
1.83
MSCI:
2.45
SPGI:
$10.72B
MSCI:
$2.18B
SPGI:
$7.15B
MSCI:
$1.75B
SPGI:
$5.10B
MSCI:
$1.36B
Returns By Period
In the year-to-date period, SPGI achieves a -9.18% return, which is significantly higher than MSCI's -15.16% return. Over the past 10 years, SPGI has underperformed MSCI with an annualized return of 17.03%, while MSCI has yielded a comparatively higher 24.95% annualized return.
SPGI
-9.18%
-13.65%
-11.53%
6.18%
14.58%
17.03%
MSCI
-15.16%
-11.44%
-13.45%
-3.76%
14.53%
24.95%
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
SPGI vs. MSCI — Risk-Adjusted Performance Rank
SPGI
MSCI
SPGI vs. MSCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) 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
SPGI vs. MSCI - Dividend Comparison
SPGI's dividend yield for the trailing twelve months is around 0.82%, less than MSCI's 1.30% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPGI S&P Global Inc. | 0.82% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% |
MSCI MSCI Inc. | 1.30% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% |
Drawdowns
SPGI vs. MSCI - Drawdown Comparison
The maximum SPGI drawdown since its inception was -74.67%, which is greater than MSCI's maximum drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for SPGI and MSCI. For additional features, visit the drawdowns tool.
Volatility
SPGI vs. MSCI - Volatility Comparison
S&P Global Inc. (SPGI) and MSCI Inc. (MSCI) have volatilities of 10.95% and 10.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SPGI vs. MSCI - Financials Comparison
This section allows you to compare key financial metrics between S&P Global 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