VALU vs. MSCI
VALU (Value Line, Inc.) and MSCI (MSCI 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 10.12%/yr vs 22.38%/yr for MSCI. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
VALU vs. MSCI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VALU achieves a -8.55% return, which is significantly lower than MSCI's 0.50% return. Over the past 10 years, VALU has underperformed MSCI with an annualized return of 10.12%, while MSCI has yielded a comparatively higher 22.38% annualized return.
VALU
- 1D
- -0.70%
- 1M
- -11.54%
- 6M
- -7.03%
- YTD
- -8.55%
- 1Y
- -5.12%
- 3Y*
- -10.76%
- 5Y*
- 4.04%
- 10Y*
- 10.12%
- ALL TIME*
- 6.85%
MSCI
- 1D
- -0.61%
- 1M
- -5.12%
- 6M
- -5.36%
- YTD
- 0.50%
- 1Y
- 4.10%
- 3Y*
- 2.84%
- 5Y*
- 0.29%
- 10Y*
- 22.38%
- ALL TIME*
- 19.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
MSCI MSCI Inc. | $558.68M | $425.84M | $423.23M |
VALU Value Line, Inc. | $103.64K | $92.91K | $101.65K |
VALU vs. MSCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VALU Value Line, Inc. | -8.55% | -24.86% | 11.27% | -1.94% | 10.35% | 45.98% | 17.42% | 15.09% | 40.56% | 3.28% |
MSCI MSCI Inc. | 0.50% | -3.17% | 7.31% | 22.90% | -23.34% | 38.14% | 74.38% | 77.19% | 17.95% | 62.63% |
Correlation
The correlation between VALU and MSCI is 0.10, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2007 | 0.19 |
Fundamentals
VALU:
$320.95M
MSCI:
$41.60B
VALU:
$2.34
MSCI:
$18.04
VALU:
14.61
MSCI:
31.72
VALU:
9.50
MSCI:
12.92
VALU:
$33.83M
MSCI:
$3.33B
VALU:
$16.58M
MSCI:
$2.77B
VALU:
$6.13M
MSCI:
$2.05B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VALU vs. MSCI — Risk / Return Rank
VALU
MSCI
VALU vs. MSCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Value Line, Inc. (VALU) 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.
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 | MSCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.05 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 0.19 | -0.44 |
| Martin ratioReturn relative to average drawdown | -0.60 | 0.45 | -1.05 |
Loading charts...
Drawdowns
VALU vs. MSCI - Drawdown Comparison
The maximum VALU drawdown since its inception was -77.54%, which is greater than MSCI's maximum drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for VALU and MSCI.
Loading charts...
Drawdown Indicators
| VALU | MSCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.54% | -69.06% | -8.48% |
Max Drawdown (1Y)Largest decline over 1 year | -17.84% | -18.07% | +0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -43.43% | -25.99% | -17.44% |
Max Drawdown (5Y)Largest decline over 5 years | -67.15% | -43.74% | -23.41% |
Max Drawdown (10Y)Largest decline over 10 years | -67.15% | -43.74% | -23.41% |
Current DrawdownCurrent decline from peak | -62.04% | -11.12% | -50.92% |
Average DrawdownAverage peak-to-trough decline | -33.20% | -13.04% | -20.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.71% | 7.46% | +0.25% |
Volatility
VALU vs. MSCI - Volatility Comparison
The current volatility for Value Line, Inc. (VALU) is 11.32%, while MSCI Inc. (MSCI) has a volatility of 13.82%. This indicates that VALU experiences smaller price fluctuations and is considered to be less risky than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VALU | MSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.32% | 13.82% | -2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 21.04% | 24.75% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.49% | 30.48% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.81% | 31.36% | +29.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.66% | 31.47% | +26.19% |
Dividends
VALU vs. MSCI - Dividend Comparison
VALU's dividend yield for the trailing twelve months is around 3.95%, more than MSCI's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSCI MSCI Inc. | 1.35% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
VALU Value Line, Inc. | 3.95% | 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. MSCI - Financials Comparison
This section allows you to compare key financial metrics between Value Line, Inc. 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
Frequently Asked Questions
VALU and MSCI have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSCI has higher volatility (13.82%) compared to VALU (11.32%). In terms of maximum drawdown, VALU dropped -77.54% vs MSCI's -69.06%.
MSCI currently has the higher Sharpe Ratio (0.11 vs -0.16), 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.
Find the right allocation for VALU and MSCI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer