TDG vs. MSADY
TDG (TransDigm Group Incorporated) and MSADY (MS&AD Insurance Group Holdings PK) are both stocks. TDG operates in Aerospace & Defense (Industrials), while MSADY operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, TDG returned 22.15%/yr vs 12.97%/yr for MSADY. At a 0.26 correlation, their price movements are largely independent.
Performance
TDG vs. MSADY - Performance Comparison
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Returns By Period
In the year-to-date period, TDG achieves a -9.29% return, which is significantly lower than MSADY's 18.65% return. Over the past 10 years, TDG has outperformed MSADY with an annualized return of 22.15%, while MSADY has yielded a comparatively lower 12.97% annualized return.
TDG
- 1D
- -2.62%
- 1M
- -0.72%
- YTD
- -9.29%
- 6M
- -10.46%
- 1Y
- -12.05%
- 3Y*
- 20.83%
- 5Y*
- 16.93%
- 10Y*
- 22.15%
MSADY
- 1D
- 4.16%
- 1M
- 9.36%
- YTD
- 18.65%
- 6M
- 21.96%
- 1Y
- 15.21%
- 3Y*
- 32.88%
- 5Y*
- 23.00%
- 10Y*
- 12.97%
TDG vs. MSADY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | -9.29% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | 23.83% | 19.84% |
MSADY MS&AD Insurance Group Holdings PK | 18.65% | 9.99% | 70.58% | 23.02% | 3.31% | 0.52% | -6.76% | 16.74% | -16.97% | 12.03% |
Correlation
The correlation between TDG and MSADY is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2010 | 0.26 |
The correlation between TDG and MSADY shifts across timeframes, from 0.16 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TDG:
$70.21B
MSADY:
$40.27B
TDG:
$34.79
MSADY:
$537.41
TDG:
34.67
MSADY:
0.05
TDG:
1.03
MSADY:
0.00
TDG:
7.38
MSADY:
0.01
TDG:
$9.50B
MSADY:
$7.75T
TDG:
$5.61B
MSADY:
$5.06T
TDG:
$4.78B
MSADY:
$782.77B
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Return for Risk
TDG vs. MSADY — Risk / Return Rank
TDG
MSADY
TDG vs. MSADY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TransDigm Group Incorporated (TDG) and MS&AD Insurance Group Holdings PK (MSADY). 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.
| TDG | MSADY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.12 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 0.87 | -1.35 |
| Martin ratioReturn relative to average drawdown | -0.83 | 1.82 | -2.65 |
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
| TDG | MSADY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | 0.59 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.81 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.50 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.28 | +0.57 |
Drawdowns
TDG vs. MSADY - Drawdown Comparison
The maximum TDG drawdown since its inception was -62.64%, which is greater than MSADY's maximum drawdown of -50.41%. Use the drawdown chart below to compare losses from any high point for TDG and MSADY.
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Drawdown Indicators
| TDG | MSADY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.64% | -50.41% | -12.23% |
Max Drawdown (1Y)Largest decline over 1 year | -25.30% | -17.55% | -7.75% |
Max Drawdown (3Y)Largest decline over 3 years | -25.30% | -21.28% | -4.02% |
Max Drawdown (5Y)Largest decline over 5 years | -25.30% | -29.89% | +4.59% |
Max Drawdown (10Y)Largest decline over 10 years | -62.64% | -33.77% | -28.87% |
Current DrawdownCurrent decline from peak | -20.46% | -2.46% | -18.00% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -15.39% | +7.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.58% | 8.39% | +6.19% |
Volatility
TDG vs. MSADY - Volatility Comparison
The current volatility for TransDigm Group Incorporated (TDG) is 7.72%, while MS&AD Insurance Group Holdings PK (MSADY) has a volatility of 11.35%. This indicates that TDG experiences smaller price fluctuations and is considered to be less risky than MSADY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDG | MSADY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 11.35% | -3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 21.00% | 20.47% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.63% | 26.05% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.81% | 28.40% | -0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.78% | 26.05% | +7.73% |
Dividends
TDG vs. MSADY - Dividend Comparison
TDG's dividend yield for the trailing twelve months is around 7.46%, while MSADY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
MSADY MS&AD Insurance Group Holdings PK | 0.00% | 2.13% | 2.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.84% | 3.11% |
TDG TransDigm Group Incorporated | 7.46% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% |
Financials
TDG vs. MSADY - Financials Comparison
This section allows you to compare key financial metrics between TransDigm Group Incorporated and MS&AD Insurance Group Holdings PK. 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
TDG vs. MSADY - Profitability Comparison
TDG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a gross profit of 1.51B and revenue of 2.54B. Therefore, the gross margin over that period was 59.4%.
MSADY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MS&AD Insurance Group Holdings PK reported a gross profit of 547.42B and revenue of 1.46T. Therefore, the gross margin over that period was 37.4%.
TDG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported an operating income of 1.18B and revenue of 2.54B, resulting in an operating margin of 46.3%.
MSADY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MS&AD Insurance Group Holdings PK reported an operating income of 182.21B and revenue of 1.46T, resulting in an operating margin of 12.5%.
TDG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a net income of 535.00M and revenue of 2.54B, resulting in a net margin of 21.0%.
MSADY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MS&AD Insurance Group Holdings PK reported a net income of 132.63B and revenue of 1.46T, resulting in a net margin of 9.1%.
Frequently Asked Questions
TDG and MSADY 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.
MSADY has higher volatility (11.35%) compared to TDG (7.72%). In terms of maximum drawdown, TDG dropped -62.64% vs MSADY's -50.41%.
MSADY currently has the higher Sharpe Ratio (0.59 vs -0.44), 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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