MSCI Inc. (MSCI): analysis and statistics
Return, volatility, Sharpe ratio and risk for MSCI Inc., an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $575.78 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +2.93% |
| Total return over period | +9.02% |
| Annualized volatility | 28.02% |
| Sharpe ratio | -0.03 |
| Sortino ratio | -0.04 |
| Max drawdown | -25.99% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.25% |
| Correlation with the S&P 500 | 0.38 |
| Period range | $433.29 – $643.83 |
| Trading days analyzed | 752 |
Over the last 3.0 years, MSCI Inc. (MSCI) has posted an annualized return of +2.93% with annual volatility of 28.02%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -25.99%. Its correlation with the S&P 500 is 0.38, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how MSCI would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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