MSCI (MSCI): analysis and statistics
Return, volatility, Sharpe ratio and risk for MSCI, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $554.61 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +2.38% |
| Total return over period | +7.25% |
| Annualized volatility | 28.17% |
| Period volatility | 48.63% |
| Sharpe ratio | -0.06 |
| Sortino ratio | -0.07 |
| Max drawdown | -25.99% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.31% |
| Correlation with the S&P 500 | 0.37 |
| Period range | $433.29 – $643.83 |
| Trading days analyzed | 751 |
Over the last 3.0 years, MSCI (MSCI) has posted an annualized return of +2.38% with annual volatility of 28.17%, 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 0.37, 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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