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. Data as of 2026-10-29.
| Last close price | $190.13 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +43.60% |
| Total return over period | +194.44% |
| Annualized volatility | 28.77% |
| Period volatility | 49.69% |
| Period T-bill | 12.40% |
| Sharpe ratio | 3.66 |
| Sortino ratio | 5.43 |
| Max drawdown | -29.24% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.22% |
| Correlation with the S&P 500 | 0.68 |
| Period range | $65.54 – $228.55 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Morgan Stanley (MS) has posted an annualized return of +43.60% with annual volatility of 28.77%, a Sharpe ratio of 3.66. 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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