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MS vs GS

Comparison between Morgan Stanley (MS, Company) and Goldman Sachs Group Inc (GS, Company).

Both MS and GS are from the Financial Services sector.

5-Year PerformanceGS has outperformed MS, delivering a return of +26.5% compared to +21.7%

MS vs GS - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap
Winner
MS
$345B
GS
$324B
Max Drawdown
MS
91.59%
Winner
GS
79.03%
Sharpe Ratio
Winner
MS
1.66
GS
1.49
5Y Beta
Winner
MS
1.34
GS
1.41
Industry
MS
Capital Markets
GS
Capital Markets
P/E Ratio
MS
19.14
Winner
GS
18.12
Forward P/E
MS
17.83
Winner
GS
16.78
PEG Ratio
Winner
MS
0.67
GS
0.67
Dividend Yield
Winner
MS
1.90%
GS
1.61%
5Y Dividends CAGR
Winner
MS
28.60%
GS
27.73%
5Y EPS CAGR
Winner
MS
7.84%
GS
6.59%
Debt to Equity
MS
317.63%
Winner
GS
0.00%
Free Cash Flow Yield
Winner
MS
-0.29%
GS
-12.96%
P/S Ratio
Winner
MS
4.41
GS
4.79
P/B Ratio
MS
3.25
Winner
GS
2.60

MS vs GS - Historical Returns

Returns include dividend reinvestment.

1M
MS
-4.80%
Winner
GS
-1.80%
3M
MS
+14.66%
Winner
GS
+15.90%
6M
Winner
MS
+21.50%
GS
+18.08%
1Y
Winner
MS
+54.95%
GS
+52.77%
5Y(CAGR)
MS
+21.71%
Winner
GS
+26.53%
10Y(CAGR)
Winner
MS
+25.70%
GS
+23.46%
Max(CAGR)
MS
+8.10%
Winner
GS
+12.35%

MS vs GS - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearMSGS
2026+19.57%+18.66%
2025+46.27%+55.97%
2024+38.75%+51.03%
2023+12.98%+14.96%
2022-12.22%-10.84%
2021+47.04%+46.87%
2020+35.62%+15.28%
2019+30.19%+36.40%
2018-22.35%-33.76%
2017+24.27%+6.79%
2016+37.49%+37.26%
2015-16.56%-6.07%
2014+26.42%+11.02%
2013+61.12%+36.40%
2012+20.02%+35.95%
2011-45.95%-47.13%
2010-11.32%-1.92%
2009+77.42%+97.00%
2008-67.42%-58.99%
2007-20.79%+7.85%
2006+42.01%+56.00%
2005+3.57%+22.81%
2004-0.72%+8.25%
2003+40.79%+43.04%
2002-26.22%-24.73%
2001-21.19%-7.04%
2000+18.60%+21.66%
1999+29.05%+35.76%

MS vs GS Drawdown Comparison

The maximum drawdown for MS was -88.12%, occurring on Nov 20, 2008. Recovery took 5084 trading sessions.

The maximum drawdown for GS was -78.84%, occurring on Nov 20, 2008. Recovery took 2288 trading sessions.

The current MS drawdown is -5.85%. The current GS drawdown is -6.71%.

RankMSGS
#1-88.12%
Sep 11, 2000 - Nov 24, 2020
-78.84%
Oct 31, 2007 - Dec 1, 2016
#2-33.36%
Mar 24, 2000 - Jul 12, 2000
-54.58%
Sep 11, 2000 - Nov 1, 2005
#3-32.39%
Feb 9, 2022 - May 15, 2024
-48.75%
Mar 12, 2018 - Dec 28, 2020
#4-29.24%
Feb 6, 2025 - Jun 27, 2025
-42.37%
Mar 24, 2000 - Aug 28, 2000
#5-18.83%
Jan 15, 2026 - Apr 15, 2026
-32.82%
Nov 2, 2021 - Mar 20, 2024
#6-15.63%
Dec 31, 1999 - Mar 1, 2000
-30.91%
Feb 18, 2025 - Jun 25, 2025
#7-13.15%
Jul 17, 2024 - Oct 4, 2024
-29.29%
Jun 13, 2007 - Oct 9, 2007
#8-11.88%
Jan 14, 2021 - Feb 22, 2021
-19.43%
Jan 15, 2026 - May 20, 2026
#9-11.24%
Jan 11, 2022 - Feb 8, 2022
-17.48%
Apr 20, 2006 - Sep 22, 2006
#10-10.73%
Nov 21, 2024 - Jan 16, 2025
-16.17%
Mar 3, 2017 - Dec 4, 2017
#11-10.50%
Jun 4, 2021 - Jul 21, 2021
-15.39%
Dec 31, 1999 - Mar 1, 2000
#12-9.95%
Mar 10, 2000 - Mar 17, 2000
-14.00%
Feb 20, 2007 - Apr 23, 2007
#13-9.47%
Aug 27, 2021 - Jan 11, 2022
-11.92%
Jan 14, 2021 - Feb 16, 2021
#14-8.44%
Jul 13, 2000 - Aug 4, 2000
-10.89%
Jun 4, 2021 - Aug 6, 2021
#15-8.36%
Mar 12, 2021 - May 5, 2021
-10.42%
Aug 27, 2021 - Nov 2, 2021

Correlation

Correlation between MS and GS is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97
-101

Dividend Comparison (2000 - 2026)

MS vs GS dividend yield comparison.

YearMSGS
20260.93%0.84%
20252.17%1.59%
20242.82%2.01%
20233.49%2.72%
20223.47%2.62%
20212.14%1.70%
20202.04%1.90%
20192.54%1.80%
20182.77%1.89%
20171.72%1.14%
20161.66%1.09%
20151.73%1.41%
20140.90%1.16%
20130.64%1.16%
20120.78%1.39%
20111.32%1.55%
20100.74%0.83%
20091.48%0.90%
20086.73%1.66%
200728.86%0.65%
20061.33%0.65%
20051.90%0.78%
20041.80%0.96%
20031.59%0.75%
20022.30%0.74%
20011.64%0.52%
20001.01%0.45%

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