Morgan Stanley (MS): analysis and statistics
Return, volatility, Sharpe ratio and risk for Morgan Stanley, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $214.38 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +39.19% |
| Total return over period | +167.88% |
| Annualized volatility | 28.90% |
| Period volatility | 49.90% |
| Sharpe ratio | 1.22 |
| Sortino ratio | 1.79 |
| Max drawdown | -29.24% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.31% |
| Correlation with the S&P 500 | 0.68 |
| Period range | $64.57 – $228.55 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Morgan Stanley (MS) has posted an annualized return of +39.19% with annual volatility of 28.90%, a Sharpe ratio of 1.22. Its worst stretch (max drawdown from a peak) was -29.24%. Its correlation with the S&P 500 is 0.68, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how MS would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Morgan Stanley (MS) is of the S&P 500.
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