MSCI (MSCI): analysis and statistics
Return, volatility, Sharpe ratio and risk for MSCI, a component of the S&P 500 in the Financials. Data as of 2026-10-29.
| Last close price | $604.94 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +9.61% |
| Total return over period | +31.50% |
| Annualized volatility | 28.28% |
| Period volatility | 48.85% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.39 |
| Sortino ratio | 0.54 |
| Max drawdown | -25.99% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.28% |
| Correlation with the S&P 500 | 0.35 |
| Period range | $433.29 – $643.83 |
| Trading days analyzed | 752 |
Over the last 3.0 years, MSCI (MSCI) has posted an annualized return of +9.61% with annual volatility of 28.28%, a Sharpe ratio of 0.39. Its worst stretch (max drawdown from a peak) was -25.99%. Its correlation with the S&P 500 is 0.35, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, MSCI (MSCI) is of the S&P 500.
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