WBA vs. MS
Compare and contrast key facts about Walgreens Boots Alliance, Inc. (WBA) and Morgan Stanley (MS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WBA or MS.
Key characteristics
| WBA | MS | |
|---|---|---|
| YTD Return | -63.69% | 47.56% |
| 1Y Return | -55.05% | 75.71% |
| 3Y Return (Ann) | -40.18% | 14.05% |
| 5Y Return (Ann) | -28.66% | 26.17% |
| 10Y Return (Ann) | -15.23% | 17.21% |
| Sharpe Ratio | -1.08 | 3.12 |
| Sortino Ratio | -1.65 | 4.07 |
| Omega Ratio | 0.79 | 1.58 |
| Calmar Ratio | -0.60 | 3.40 |
| Martin Ratio | -1.24 | 17.80 |
| Ulcer Index | 42.58% | 4.68% |
| Daily Std Dev | 49.29% | 26.71% |
| Max Drawdown | -87.93% | -88.12% |
| Current Drawdown | -86.79% | -0.57% |
Fundamentals
| WBA | MS | |
|---|---|---|
| Market Cap | $7.79B | $213.16B |
| EPS | -$10.01 | $6.58 |
| PEG Ratio | 3.55 | 3.87 |
| Total Revenue (TTM) | $147.66B | $58.28B |
| Gross Profit (TTM) | $26.52B | $42.91B |
| EBITDA (TTM) | $2.27B | $17.24B |
Correlation
The correlation between WBA and MS is 0.34, 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.
Performance
WBA vs. MS - Performance Comparison
In the year-to-date period, WBA achieves a -63.69% return, which is significantly lower than MS's 47.56% return. Over the past 10 years, WBA has underperformed MS with an annualized return of -15.23%, while MS has yielded a comparatively higher 17.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WBA vs. MS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Walgreens Boots Alliance, Inc. (WBA) and Morgan Stanley (MS). 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.
Dividends
WBA vs. MS - Dividend Comparison
WBA's dividend yield for the trailing twelve months is around 8.31%, more than MS's 2.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WBA Walgreens Boots Alliance, Inc. | 8.31% | 7.35% | 5.13% | 3.63% | 4.64% | 3.05% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% | 2.05% |
MS Morgan Stanley | 2.67% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
Drawdowns
WBA vs. MS - Drawdown Comparison
The maximum WBA drawdown since its inception was -87.93%, roughly equal to the maximum MS drawdown of -88.12%. Use the drawdown chart below to compare losses from any high point for WBA and MS. For additional features, visit the drawdowns tool.
Volatility
WBA vs. MS - Volatility Comparison
Walgreens Boots Alliance, Inc. (WBA) and Morgan Stanley (MS) have volatilities of 14.29% and 13.81%, 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.
Financials
WBA vs. MS - Financials Comparison
This section allows you to compare key financial metrics between Walgreens Boots Alliance, Inc. and Morgan Stanley. 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