VALU vs. MORN
VALU (Value Line, Inc.) and MORN (Morningstar, Inc.) are both stocks. Both operate in the Financial Data & Stock Exchanges industry within the Financial Services sector. Over the past 10 years, VALU returned 10.38%/yr vs 10.01%/yr for MORN. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
VALU vs. MORN - Performance Comparison
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Returns By Period
In the year-to-date period, VALU achieves a -2.58% return, which is significantly higher than MORN's -7.70% return. Both investments have delivered pretty close results over the past 10 years, with VALU having a 10.38% annualized return and MORN not far behind at 10.01%.
VALU
- 1D
- 6.52%
- 1M
- -5.77%
- 6M
- -1.09%
- YTD
- -2.58%
- 1Y
- 1.07%
- 3Y*
- -9.51%
- 5Y*
- 5.13%
- 10Y*
- 10.38%
- ALL TIME*
- 7.07%
MORN
- 1D
- 3.30%
- 1M
- 20.24%
- 6M
- 0.92%
- YTD
- -7.70%
- 1Y
- -26.22%
- 3Y*
- -2.66%
- 5Y*
- -5.01%
- 10Y*
- 10.01%
- ALL TIME*
- 12.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $97.75M | $78.57M | $83.62M | |
VALU Value Line, Inc. | $77.29K | $99.01K | $104.63K |
VALU vs. MORN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VALU Value Line, Inc. | -2.58% | -24.86% | 11.27% | -1.94% | 10.35% | 45.98% | 17.42% | 15.09% | 40.56% | 3.28% |
MORN Morningstar, Inc. | -7.70% | -35.05% | 18.29% | 33.10% | -36.31% | 48.23% | 54.54% | 38.93% | 14.34% | 33.38% |
Correlation
The correlation between VALU and MORN is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 3, 2005 | 0.16 |
The correlation between VALU and MORN shifts across timeframes, from 0.04 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
Fundamentals
VALU:
$341.88M
MORN:
$7.46B
VALU:
$2.34
MORN:
$10.49
VALU:
15.56
MORN:
18.96
VALU:
10.12
MORN:
3.11
VALU:
$33.83M
MORN:
$2.57B
VALU:
$16.58M
MORN:
$1.60B
VALU:
$6.13M
MORN:
$780.50M
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Return for Risk
VALU vs. MORN — Risk / Return Rank
VALU
MORN
VALU vs. MORN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Value Line, Inc. (VALU) and Morningstar, Inc. (MORN). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VALU | MORN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.90 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.06 | -0.56 | +0.62 |
| Martin ratioReturn relative to average drawdown | 0.14 | -0.94 | +1.08 |
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Drawdowns
VALU vs. MORN - Drawdown Comparison
The maximum VALU drawdown since its inception was -77.54%, which is greater than MORN's maximum drawdown of -67.92%. Use the drawdown chart below to compare losses from any high point for VALU and MORN.
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Drawdown Indicators
| VALU | MORN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.54% | -67.92% | -9.62% |
Max Drawdown (1Y)Largest decline over 1 year | -17.84% | -47.16% | +29.32% |
Max Drawdown (3Y)Largest decline over 3 years | -43.43% | -60.00% | +16.57% |
Max Drawdown (5Y)Largest decline over 5 years | -67.15% | -60.00% | -7.15% |
Max Drawdown (10Y)Largest decline over 10 years | -67.15% | -60.00% | -7.15% |
Current DrawdownCurrent decline from peak | -59.56% | -43.73% | -15.83% |
Average DrawdownAverage peak-to-trough decline | -33.20% | -18.57% | -14.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.73% | 28.35% | -20.62% |
Volatility
VALU vs. MORN - Volatility Comparison
Value Line, Inc. (VALU) and Morningstar, Inc. (MORN) have volatilities of 12.89% and 12.79%, 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.
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Volatility by Period
| VALU | MORN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.89% | 12.79% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 21.98% | 35.82% | -13.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.07% | 39.56% | -9.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.89% | 31.90% | +28.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.72% | 28.44% | +29.28% |
Dividends
VALU vs. MORN - Dividend Comparison
VALU's dividend yield for the trailing twelve months is around 3.71%, more than MORN's 0.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MORN Morningstar, Inc. | 0.98% | 0.84% | 0.48% | 0.52% | 0.66% | 0.28% | 0.65% | 0.74% | 0.91% | 0.95% | 1.20% | 0.95% |
VALU Value Line, Inc. | 3.71% | 3.32% | 2.23% | 2.24% | 1.91% | 1.86% | 2.52% | 2.73% | 3.65% | 3.67% | 3.44% | 4.37% |
Financials
VALU vs. MORN - Financials Comparison
This section allows you to compare key financial metrics between Value Line, Inc. and Morningstar, 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
Frequently Asked Questions
VALU and MORN 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.
VALU has higher volatility (12.89%) compared to MORN (12.79%). In terms of maximum drawdown, VALU dropped -77.54% vs MORN's -67.92%.
VALU currently has the higher Sharpe Ratio (0.04 vs -0.67), 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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