PortfoliosLab logoPortfoliosLab logo
WBA vs. MS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

WBA vs. MS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Walgreens Boots Alliance, Inc. (WBA) and Morgan Stanley (MS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WBA vs. MS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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
-6.79%45.16%39.73%13.93%-10.34%46.65%38.09%32.67%-22.76%26.61%

Fundamentals

EPS

WBA:

-$7.28

MS:

$10.58

PS Ratio

WBA:

0.07

MS:

2.26

Total Revenue (TTM)

WBA:

$154.58B

MS:

$116.11B

Gross Profit (TTM)

WBA:

$26.47B

MS:

$66.75B

EBITDA (TTM)

WBA:

-$2.92B

MS:

$26.56B

Returns By Period


WBA

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

MS

1D
3.91%
1M
-1.17%
YTD
-6.79%
6M
4.73%
1Y
44.84%
3Y*
27.43%
5Y*
19.81%
10Y*
23.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WBA vs. MS — Risk / Return Rank

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

WBA

MS
MS Risk / Return Rank: 8383
Overall Rank
MS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MS Sortino Ratio Rank: 7979
Sortino Ratio Rank
MS Omega Ratio Rank: 8282
Omega Ratio Rank
MS Calmar Ratio Rank: 8282
Calmar Ratio Rank
MS Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WBA vs. MS - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


WBAMSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

Correlation

The correlation between WBA and MS is 0.33, 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.


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 2.39%.


TTM20252024202320222021202020192018201720162015
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%
MS
Morgan Stanley
2.39%2.17%2.82%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%

Drawdowns

WBA vs. MS - Drawdown Comparison


Loading graphics...

Drawdown Indicators


WBAMSDifference

Max Drawdown

Largest peak-to-trough decline

-88.12%

Max Drawdown (1Y)

Largest decline over 1 year

-18.83%

Max Drawdown (5Y)

Largest decline over 5 years

-32.38%

Max Drawdown (10Y)

Largest decline over 10 years

-51.33%

Current Drawdown

Current decline from peak

-13.47%

Average Drawdown

Average peak-to-trough decline

-33.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.00%

Volatility

WBA vs. MS - Volatility Comparison


Loading graphics...

Volatility by Period


WBAMSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

Volatility (6M)

Calculated over the trailing 6-month period

20.70%

Volatility (1Y)

Calculated over the trailing 1-year period

30.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.51%

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.


Quarterly
Annual

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


15.00B20.00B25.00B30.00B35.00B40.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
38.99B
29.99B
(WBA) Total Revenue
(MS) Total Revenue
Values in USD except per share items