WBA vs. MS
WBA (Walgreens Boots Alliance, Inc.) and MS (Morgan Stanley) are both stocks. WBA operates in Pharmaceutical Retailers (Healthcare), while MS operates in Capital Markets (Financial Services). Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
WBA vs. MS - Performance Comparison
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Returns By Period
WBA
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
MS
- 1D
- 0.72%
- 1M
- -1.10%
- 6M
- 16.37%
- YTD
- 20.48%
- 1Y
- 54.71%
- 3Y*
- 36.38%
- 5Y*
- 20.78%
- 10Y*
- 25.84%
- ALL TIME*
- 13.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.18B | $1.27B | $1.26B |
WBA vs. MS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WBA Walgreens Boots Alliance, Inc. | 0.00% | 28.40% | -61.34% | -25.09% | -25.06% | 35.78% | -29.38% | -10.99% | -3.65% | -10.51% |
MS Morgan Stanley | 20.48% | 45.16% | 39.73% | 13.93% | -10.34% | 46.65% | 38.09% | 32.67% | -22.76% | 26.61% |
Correlation
The correlation between WBA and MS is 0.03, 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. | 0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.36 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 1993 | 0.32 |
Over the past year, the correlation between WBA and MS has dropped to 0.03 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
Fundamentals
WBA:
$154.58B
MS:
$120.22B
WBA:
$26.47B
MS:
$69.72B
WBA:
-$2.92B
MS:
$27.21B
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Return for Risk
WBA vs. MS — Risk / Return Rank
WBA
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MS
WBA vs. MS - Risk-Adjusted Trends 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.
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.
| WBA | MS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.72 | — |
| Martin ratioReturn relative to average drawdown | — | 8.59 | — |
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Drawdowns
WBA vs. MS - Drawdown Comparison
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Drawdown Indicators
| WBA | MS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -88.12% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -18.83% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.24% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.33% | — |
Current DrawdownCurrent decline from peak | — | -7.43% | — |
Average DrawdownAverage peak-to-trough decline | — | -33.57% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.96% | — |
Volatility
WBA vs. MS - Volatility Comparison
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Volatility by Period
| WBA | MS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 10.15% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 22.56% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 27.83% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 28.82% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 31.37% | — |
Dividends
WBA vs. MS - Dividend Comparison
WBA has not paid dividends to shareholders, while MS's dividend yield for the trailing twelve months is around 1.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MS Morgan Stanley | 1.97% | 2.17% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% |
WBA Walgreens Boots Alliance, Inc. | 0.00% | 0.00% | 10.72% | 7.35% | 5.13% | 3.62% | 4.64% | 3.04% | 2.46% | 2.13% | 1.78% | 1.64% |
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
Frequently Asked Questions
WBA and MS have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for WBA and MS
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