SZKMY vs. MSCI
SZKMY (Suzuki Motor Corp ADR) and MSCI (MSCI Inc.) are both stocks. SZKMY operates in Auto Manufacturers (Consumer Cyclical), while MSCI operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, SZKMY returned 6.06%/yr vs 24.33%/yr for MSCI. At a 0.15 correlation, their price movements are largely independent.
Performance
SZKMY vs. MSCI - Performance Comparison
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Returns By Period
In the year-to-date period, SZKMY achieves a -23.03% return, which is significantly lower than MSCI's 8.09% return. Over the past 10 years, SZKMY has underperformed MSCI with an annualized return of 6.06%, while MSCI has yielded a comparatively higher 24.33% annualized return.
SZKMY
- 1D
- -2.15%
- 1M
- -0.74%
- YTD
- -23.03%
- 6M
- -23.38%
- 1Y
- -1.66%
- 3Y*
- 10.13%
- 5Y*
- 1.06%
- 10Y*
- 6.06%
MSCI
- 1D
- -0.55%
- 1M
- 6.11%
- YTD
- 8.09%
- 6M
- 15.21%
- 1Y
- 10.63%
- 3Y*
- 10.20%
- 5Y*
- 6.88%
- 10Y*
- 24.33%
SZKMY vs. MSCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SZKMY Suzuki Motor Corp ADR | -23.03% | 32.89% | 6.98% | 33.70% | -16.56% | -17.53% | 12.07% | -18.32% | -12.35% | 64.65% |
MSCI MSCI Inc. | 8.09% | -3.17% | 7.31% | 22.90% | -23.34% | 38.14% | 74.38% | 77.19% | 17.95% | 62.63% |
Correlation
The correlation between SZKMY and MSCI is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Feb 16, 2010 | 0.15 |
The correlation between SZKMY and MSCI shifts across timeframes, from 0.04 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SZKMY:
$21.95B
MSCI:
$45.17B
SZKMY:
$923.24
MSCI:
$17.28
SZKMY:
0.05
MSCI:
35.62
SZKMY:
0.00
MSCI:
2.20
SZKMY:
0.00
MSCI:
14.51
SZKMY:
$6.38T
MSCI:
$3.24B
SZKMY:
$1.63T
MSCI:
$2.68B
SZKMY:
$959.16B
MSCI:
$1.99B
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Return for Risk
SZKMY vs. MSCI — Risk / Return Rank
SZKMY
MSCI
SZKMY vs. MSCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Suzuki Motor Corp ADR (SZKMY) 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.
| SZKMY | MSCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.10 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 0.59 | -0.64 |
| Martin ratioReturn relative to average drawdown | -0.12 | 1.55 | -1.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SZKMY | MSCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.05 | 0.37 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.22 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.78 | -0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.55 | -0.38 |
Drawdowns
SZKMY vs. MSCI - Drawdown Comparison
The maximum SZKMY drawdown since its inception was -69.54%, roughly equal to the maximum MSCI drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for SZKMY and MSCI.
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Drawdown Indicators
| SZKMY | MSCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.54% | -69.06% | -0.48% |
Max Drawdown (1Y)Largest decline over 1 year | -32.46% | -18.07% | -14.39% |
Max Drawdown (3Y)Largest decline over 3 years | -32.46% | -25.99% | -6.47% |
Max Drawdown (5Y)Largest decline over 5 years | -40.98% | -43.74% | +2.76% |
Max Drawdown (10Y)Largest decline over 10 years | -69.54% | -43.74% | -25.80% |
Current DrawdownCurrent decline from peak | -32.21% | -4.41% | -27.80% |
Average DrawdownAverage peak-to-trough decline | -22.73% | -13.08% | -9.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.08% | 6.89% | +7.19% |
Volatility
SZKMY vs. MSCI - Volatility Comparison
Suzuki Motor Corp ADR (SZKMY) has a higher volatility of 12.94% compared to MSCI Inc. (MSCI) at 7.94%. This indicates that SZKMY's price experiences larger fluctuations and is considered to be riskier 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
| SZKMY | MSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.94% | 7.94% | +5.00% |
Volatility (6M)Calculated over the trailing 6-month period | 27.18% | 20.66% | +6.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.06% | 28.60% | +6.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.06% | 30.71% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.18% | 31.17% | +1.01% |
Dividends
SZKMY vs. MSCI - Dividend Comparison
SZKMY has not paid dividends to shareholders, while MSCI's dividend yield for the trailing twelve months is around 1.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSCI MSCI Inc. | 1.25% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
SZKMY Suzuki Motor Corp ADR | 0.00% | 0.98% | 1.18% | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.41% | 0.89% | 0.39% |
Financials
SZKMY vs. MSCI - Financials Comparison
This section allows you to compare key financial metrics between Suzuki Motor Corp ADR 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
SZKMY vs. MSCI - Profitability Comparison
SZKMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Suzuki Motor Corp ADR reported a gross profit of 459.02B and revenue of 1.81T. Therefore, the gross margin over that period was 25.4%.
MSCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported a gross profit of 709.00M and revenue of 850.80M. Therefore, the gross margin over that period was 83.3%.
SZKMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Suzuki Motor Corp ADR reported an operating income of 185.32B and revenue of 1.81T, resulting in an operating margin of 10.2%.
MSCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported an operating income of 456.90M and revenue of 850.80M, resulting in an operating margin of 53.7%.
SZKMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Suzuki Motor Corp ADR reported a net income of 135.31B and revenue of 1.81T, resulting in a net margin of 7.5%.
MSCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported a net income of 406.00M and revenue of 850.80M, resulting in a net margin of 47.7%.
Frequently Asked Questions
SZKMY and MSCI have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SZKMY has higher volatility (12.94%) compared to MSCI (7.94%). In terms of maximum drawdown, SZKMY dropped -69.54% vs MSCI's -69.06%.
MSCI currently has the higher Sharpe Ratio (0.37 vs -0.05), 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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