Morgan Stanley (MS): analysis and statistics
Return, volatility, Sharpe ratio and risk for Morgan Stanley, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $210.13 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +35.98% |
| Total return over period | +150.21% |
| Annualized volatility | 28.78% |
| Sharpe ratio | 1.12 |
| Sortino ratio | 1.65 |
| Max drawdown | -29.24% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.29% |
| Correlation with the S&P 500 | 0.67 |
| Period range | $64.57 – $228.55 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Morgan Stanley (MS) has posted an annualized return of +35.98% with annual volatility of 28.78%, a Sharpe ratio of 1.12. Its worst stretch (max drawdown from a peak) was -29.24%. Its correlation with the S&P 500 is 0.67, 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 S&P 500 stocks, try the optimizer.
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