PortfoliosLab logo
TSCO vs. MSCI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TSCO and MSCI is 0.36, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

TSCO vs. MSCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tractor Supply Company (TSCO) and MSCI Inc. (MSCI). The values are adjusted to include any dividend payments, if applicable.

2,400.00%2,600.00%2,800.00%3,000.00%3,200.00%3,400.00%3,600.00%NovemberDecember2025FebruaryMarchApril
3,331.37%
2,348.00%
TSCO
MSCI

Key characteristics

Sharpe Ratio

TSCO:

0.38

MSCI:

0.06

Sortino Ratio

TSCO:

0.69

MSCI:

0.25

Omega Ratio

TSCO:

1.09

MSCI:

1.04

Calmar Ratio

TSCO:

0.72

MSCI:

0.05

Martin Ratio

TSCO:

1.36

MSCI:

0.19

Ulcer Index

TSCO:

7.55%

MSCI:

7.97%

Daily Std Dev

TSCO:

26.96%

MSCI:

26.67%

Max Drawdown

TSCO:

-76.15%

MSCI:

-69.06%

Current Drawdown

TSCO:

-7.46%

MSCI:

-16.52%

Fundamentals

Market Cap

TSCO:

$29.65B

MSCI:

$42.23B

EPS

TSCO:

$2.04

MSCI:

$14.05

PE Ratio

TSCO:

27.34

MSCI:

38.73

PEG Ratio

TSCO:

2.47

MSCI:

2.59

Total Revenue (TTM)

TSCO:

$11.49B

MSCI:

$2.18B

Gross Profit (TTM)

TSCO:

$3.95B

MSCI:

$1.75B

EBITDA (TTM)

TSCO:

$1.55B

MSCI:

$1.36B

Returns By Period

In the year-to-date period, TSCO achieves a 5.53% return, which is significantly higher than MSCI's -9.02% return. Over the past 10 years, TSCO has underperformed MSCI with an annualized return of 14.13%, while MSCI has yielded a comparatively higher 25.66% annualized return.


TSCO

YTD

5.53%

1M

1.22%

6M

-3.69%

1Y

12.37%

5Y*

30.66%

10Y*

14.13%

MSCI

YTD

-9.02%

1M

-4.13%

6M

-6.96%

1Y

1.98%

5Y*

16.16%

10Y*

25.66%

*Annualized

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

TSCO vs. MSCI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSCO
The Risk-Adjusted Performance Rank of TSCO is 6868
Overall Rank
The Sharpe Ratio Rank of TSCO is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of TSCO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of TSCO is 6060
Omega Ratio Rank
The Calmar Ratio Rank of TSCO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of TSCO is 6969
Martin Ratio Rank

MSCI
The Risk-Adjusted Performance Rank of MSCI is 5353
Overall Rank
The Sharpe Ratio Rank of MSCI is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of MSCI is 4747
Sortino Ratio Rank
The Omega Ratio Rank of MSCI is 4848
Omega Ratio Rank
The Calmar Ratio Rank of MSCI is 5757
Calmar Ratio Rank
The Martin Ratio Rank of MSCI is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TSCO vs. MSCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tractor Supply Company (TSCO) 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.


The chart of Sharpe ratio for TSCO, currently valued at 0.38, compared to the broader market-2.00-1.000.001.002.003.00
TSCO: 0.38
MSCI: 0.06
The chart of Sortino ratio for TSCO, currently valued at 0.69, compared to the broader market-6.00-4.00-2.000.002.004.00
TSCO: 0.69
MSCI: 0.25
The chart of Omega ratio for TSCO, currently valued at 1.09, compared to the broader market0.501.001.502.00
TSCO: 1.09
MSCI: 1.04
The chart of Calmar ratio for TSCO, currently valued at 0.72, compared to the broader market0.001.002.003.004.005.00
TSCO: 0.72
MSCI: 0.05
The chart of Martin ratio for TSCO, currently valued at 1.36, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
TSCO: 1.36
MSCI: 0.19

The current TSCO Sharpe Ratio is 0.38, which is higher than the MSCI Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of TSCO and MSCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.38
0.06
TSCO
MSCI

Dividends

TSCO vs. MSCI - Dividend Comparison

TSCO's dividend yield for the trailing twelve months is around 1.60%, more than MSCI's 1.21% yield.


TTM20242023202220212020201920182017201620152014
TSCO
Tractor Supply Company
1.60%1.66%1.92%1.64%0.87%1.07%1.46%1.44%1.40%1.21%0.89%0.77%
MSCI
MSCI Inc.
1.21%1.07%0.98%0.98%0.59%0.65%0.98%1.30%1.04%1.27%1.11%0.38%

Drawdowns

TSCO vs. MSCI - Drawdown Comparison

The maximum TSCO drawdown since its inception was -76.15%, which is greater than MSCI's maximum drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for TSCO and MSCI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.46%
-16.52%
TSCO
MSCI

Volatility

TSCO vs. MSCI - Volatility Comparison

Tractor Supply Company (TSCO) has a higher volatility of 10.07% compared to MSCI Inc. (MSCI) at 8.17%. This indicates that TSCO'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.


5.00%6.00%7.00%8.00%9.00%10.00%NovemberDecember2025FebruaryMarchApril
10.07%
8.17%
TSCO
MSCI

Financials

TSCO vs. MSCI - Financials Comparison

This section allows you to compare key financial metrics between Tractor Supply Company 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items