MSCI vs DHI

Comparison between MSCI Inc (MSCI, Company) and D.R. Horton Inc (DHI, Company).

MSCI is from the Financial Services sector, while DHI is from the Consumer Cyclical sector.

5-Year PerformanceDHI has outperformed MSCI, delivering a return of +8.4% compared to +5.1%

MSCI vs DHI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	MSCI(COMPANY)	DHI(COMPANY)
Market Cap	$42B	$43B
Max Drawdown	69.06%	89.69%
Sharpe Ratio	0.27	0.60
5Y Beta	0.73	0.58
Industry	Financial Data & Stock Exchanges	Residential Construction
P/E Ratio	32.91	13.78
Forward P/E	29.94	14.14
PEG Ratio	1.57	1.37
Dividend Yield	1.27%	1.16%
5Y Dividends CAGR	25.94%	13.00%
5Y EPS CAGR	17.64%	4.30%
Debt to Equity	-230.84%	0.00%
Free Cash Flow Yield	3.68%	8.23%
P/S Ratio	13.21	1.27
P/B Ratio	37.57	1.76

Market Cap

MSCI

$42B

Winner

DHI

$43B

Max Drawdown

Winner

MSCI

69.06%

DHI

89.69%

Sharpe Ratio

MSCI

0.27

Winner

DHI

0.60

5Y Beta

MSCI

0.73

Winner

DHI

0.58

Industry

MSCI

Financial Data & Stock Exchanges

DHI

Residential Construction

P/E Ratio

MSCI

32.91

Winner

DHI

13.78

Forward P/E

MSCI

29.94

Winner

DHI

14.14

PEG Ratio

MSCI

1.57

Winner

DHI

1.37

Dividend Yield

Winner

MSCI

1.27%

DHI

1.16%

5Y Dividends CAGR

Winner

MSCI

25.94%

DHI

13.00%

5Y EPS CAGR

Winner

MSCI

17.64%

DHI

4.30%

Debt to Equity

Winner

MSCI

-230.84%

DHI

0.00%

Free Cash Flow Yield

MSCI

3.68%

Winner

DHI

8.23%

P/S Ratio

MSCI

13.21

Winner

DHI

1.27

P/B Ratio

MSCI

37.57

Winner

DHI

1.76

MSCI vs DHI - Historical Returns

Returns include dividend reinvestment.

Period	MSCI	DHI
1 month	+5.12%	+3.77%
3 months	+5.06%	-3.55%
6 months	+1.15%	+2.88%
1 year	+6.34%	+20.58%
5 years(CAGR)	+5.07%	+8.39%
10 years(CAGR)	+23.94%	+18.79%
Max(CAGR)	+19.16%	+16.11%

Winner

MSCI

+5.12%

DHI

+3.77%

Winner

MSCI

+5.06%

DHI

-3.55%

MSCI

+1.15%

Winner

DHI

+2.88%

MSCI

+6.34%

Winner

DHI

+20.58%

5Y(CAGR)

MSCI

+5.07%

Winner

DHI

+8.39%

10Y(CAGR)

Winner

MSCI

+23.94%

DHI

+18.79%

Max(CAGR)

Winner

MSCI

+19.16%

DHI

+16.11%

MSCI vs DHI - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	MSCI	DHI
2026	+3.97%	+1.89%
2025	-2.69%	+5.90%
2024	+9.21%	-5.93%
2023	+23.97%	+69.14%
2022	-21.13%	-14.31%
2021	+40.95%	+62.47%
2020	+69.23%	+32.64%
2019	+77.76%	+51.63%
2018	+16.88%	-31.25%
2017	+62.75%	+87.47%
2016	+12.99%	-9.00%
2015	+53.19%	+29.55%
2014	+10.40%	+16.88%
2013	+36.07%	+9.64%
2012	-5.55%	+54.95%
2011	-16.53%	+3.89%
2010	+21.83%	+8.27%
2009	+70.51%	+50.40%
2008	-47.53%	-43.46%
2007	+47.13%	-47.69%
2006	N/A	-26.89%
2005	N/A	+22.33%
2004	N/A	+47.11%
2003	N/A	+133.62%
2002	N/A	-19.14%
2001	N/A	+42.82%
2000	N/A	+86.25%
1999	N/A	+5.18%

MSCI vs DHI Drawdown Comparison

The maximum drawdown for MSCI was -69.06%, occurring on Nov 20, 2008. Recovery took 750 trading sessions.

The maximum drawdown for DHI was -88.84%, occurring on Nov 21, 2008. Recovery took 3012 trading sessions.

The current MSCI drawdown is -8.97%. The current DHI drawdown is -23.56%.

Rank	MSCI	DHI
#1	-69.06% Dec 31, 2007 - Dec 21, 2010	-88.84% Jul 20, 2005 - Jul 7, 2017
#2	-43.74% Nov 16, 2021 - May 9, 2022	-53.62% Feb 20, 2020 - Jul 16, 2020
#3	-36.06% Dec 27, 2010 - Sep 16, 2013	-44.45% Dec 10, 2021 - Apr 24, 2023
#4	-32.21% Feb 19, 2020 - Apr 27, 2020	-43.81% Mar 12, 2002 - Jun 4, 2003
#5	-25.58% Sep 4, 2018 - Feb 28, 2019	-41.27% Sep 19, 2024 - Apr 8, 2025
#6	-14.93% Jul 31, 2015 - Nov 2, 2015	-36.86% Jan 8, 2018 - Sep 23, 2019
#7	-14.85% Jul 18, 2019 - Nov 1, 2019	-36.61% Jul 19, 2001 - Dec 5, 2001
#8	-14.11% Aug 31, 2016 - Feb 3, 2017	-28.22% Mar 30, 2004 - Nov 23, 2004
#9	-13.71% Jul 27, 2020 - Nov 4, 2020	-27.30% Nov 16, 1999 - Jul 20, 2000
#10	-13.50% May 18, 2020 - Jul 6, 2020	-24.27% Jan 4, 2001 - Apr 26, 2001
#11	-13.49% Sep 18, 2014 - Nov 24, 2014	-23.25% Sep 11, 2000 - Dec 7, 2000
#12	-13.30% Dec 29, 2015 - Feb 22, 2016	-23.01% Jul 25, 2023 - Dec 1, 2023
#13	-13.21% Jan 12, 2021 - Apr 12, 2021	-21.14% Mar 4, 2005 - May 26, 2005
#14	-12.38% Mar 12, 2014 - Jul 1, 2014	-20.41% May 10, 2021 - Dec 6, 2021
#15	-11.20% Sep 24, 2021 - Oct 29, 2021	-19.22% Apr 27, 2001 - Jul 3, 2001

Correlation

Correlation between MSCI and DHI is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2000 - 2026)

MSCI vs DHI dividend yield comparison.

Year	MSCI	DHI
2026	0.35%	0.61%
2025	1.25%	1.15%
2024	1.07%	0.93%
2023	0.98%	0.69%
2022	0.98%	1.04%
2021	0.59%	0.76%
2020	0.65%	1.05%
2019	0.98%	1.18%
2018	1.30%	1.51%
2017	1.04%	0.83%
2016	1.27%	1.24%
2015	1.11%	0.84%
2014	0.38%	0.79%
2013	0.00%	0.17%
2012	0.00%	1.52%
2011	0.00%	1.49%
2010	0.00%	1.26%
2009	0.00%	1.38%
2008	0.00%	4.77%
2007	0.00%	4.56%
2006	0.00%	1.89%
2005	0.00%	0.94%
2004	0.00%	0.79%
2003	0.00%	0.65%
2002	0.00%	1.27%
2001	0.00%	0.60%
2000	0.00%	0.60%