Correlation
The correlation between SZKMY and MSCI is 0.09, 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.
SZKMY vs. MSCI
Compare and contrast key facts about Suzuki Motor Corp ADR (SZKMY) and MSCI Inc. (MSCI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SZKMY or MSCI.
Performance
SZKMY vs. MSCI - Performance Comparison
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Key characteristics
SZKMY:
0.25
MSCI:
0.69
SZKMY:
0.52
MSCI:
1.04
SZKMY:
1.06
MSCI:
1.14
SZKMY:
0.30
MSCI:
0.59
SZKMY:
0.73
MSCI:
2.20
SZKMY:
9.04%
MSCI:
7.34%
SZKMY:
33.40%
MSCI:
24.92%
SZKMY:
-65.09%
MSCI:
-69.06%
SZKMY:
-2.46%
MSCI:
-12.90%
Fundamentals
SZKMY:
$24.38B
MSCI:
$43.84B
SZKMY:
$6.04
MSCI:
$14.46
SZKMY:
8.36
MSCI:
38.91
SZKMY:
0.00
MSCI:
2.78
SZKMY:
0.00
MSCI:
15.00
SZKMY:
1.17
MSCI:
0.00
SZKMY:
$1.46T
MSCI:
$2.92B
SZKMY:
$399.08B
MSCI:
$2.35B
SZKMY:
$219.48B
MSCI:
$1.79B
Returns By Period
In the year-to-date period, SZKMY achieves a 12.59% return, which is significantly higher than MSCI's -5.07% return. Over the past 10 years, SZKMY has underperformed MSCI with an annualized return of 9.86%, while MSCI has yielded a comparatively higher 26.09% annualized return.
SZKMY
12.59%
7.48%
22.70%
8.26%
25.09%
13.98%
9.86%
MSCI
-5.07%
5.05%
-5.85%
16.94%
9.31%
12.57%
26.09%
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Risk-Adjusted Performance
SZKMY vs. MSCI — Risk-Adjusted Performance Rank
SZKMY
MSCI
SZKMY vs. MSCI - Risk-Adjusted Performance 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.
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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 1.20%.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
SZKMY Suzuki Motor Corp ADR | 0.00% | 0.00% | 6.73% | 8.63% | 9.13% | 6.92% | 6.49% | 5.70% | 3.50% | 3.58% | 3.40% | 2.90% |
MSCI MSCI Inc. | 1.20% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% |
Drawdowns
SZKMY vs. MSCI - Drawdown Comparison
The maximum SZKMY drawdown since its inception was -65.09%, smaller than 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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Volatility
SZKMY vs. MSCI - Volatility Comparison
Suzuki Motor Corp ADR (SZKMY) has a higher volatility of 7.72% compared to MSCI Inc. (MSCI) at 5.01%. 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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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