The 5-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past five years. As of today (2026-06-24), MSCI's 5-Year Sortino Ratio is 0.34.
MSCI (NYSE:MSCI) 5-Year Sortino Ratio Explanation
The 5-Year Sortino Ratio inidicates the risk-adjusted return of an investment over the past five year. It is calculated as the annualized result of the average five-year monthly excess returns divided by the standard deviation of negative returns in the five-year period. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.
Differnt from the Sharpe Ratio that penalizes both upside and downside volatility equally, the Sortino Ratio penalizes only those returns falling below a user-specified target or required rate of return. The expected returns here is set to the risk-free rate as well.
MSCI 5-Year Sortino Ratio Related Terms
MSCI vs COIN, NDAQ, CBOE: 5-Year Sortino Ratio Comparison
For the Financial Data & Stock Exchanges subindustry, MSCI's 5-Year Sortino Ratio, along with its competitors' market caps and 5-Year Sortino Ratio data, can be viewed below:
* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.
MSCI 5-Year Sortino Ratio vs Capital Markets Industry
For the Capital Markets industry and Financial Services sector, MSCI's 5-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where MSCI's 5-Year Sortino Ratio falls into.
The 5-Year Sortino Ratio measures the risk-adjusted return of an investment asset or portfolio in the last five year, focusing specifically on downside risk rather than total risk. A stock / portfolio's 5-Year Sortino Ratio can be calculated by dividing the difference between the five-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the downside risks over the past five year.
A downside risk is a potential loss from the asset or investment. The Downside risk here is measured by the downside deviation, which is the standard deviation of negative returns.
MSCI (MSCI) has a 5-Year Sortino Ratio of 0.34 as of Jun. 24, 2026. 5-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past five years. View historical data for MSCI and its competitors.
Is MSCI's 5-Year Sortino Ratio too high?
MSCI's current 5-Year Sortino Ratio is 0.34. Overall, MSCI has a GF Score™ of 95/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does MSCI's 5-Year Sortino Ratio compare to COIN and NDAQ?
MSCI's 5-Year Sortino Ratio of 0.34 can be compared against companies in the Capital Markets industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 5-Year Sortino Ratio for a Capital Markets company?
A good 5-Year Sortino Ratio depends on the Capital Markets industry context. However, 5-Year Sortino Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 5-Year Sortino Ratio mean?
A high 5-Year Sortino Ratio can signal that a stock is expensive relative to its fundamentals. 5-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past five years. View historical data for MSCI and its competitors. MSCI's current 5-Year Sortino Ratio is 0.34. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is MSCI stock overvalued right now?
Based on GuruFocus' analysis, MSCI (MSCI) is currently considered Modestly Undervalued. The stock's GF Value™ is $714.26, compared to a current price of $577.29 — trading 19.2% below its estimated fair value. The current 5-Year Sortino Ratio is 0.34. MSCI's overall GF Score™ is 95/100 with 2 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 5-Year Sortino Ratio calculated?
5-Year Sortino Ratio is calculated from a company's financial statements. For MSCI (MSCI), the current 5-Year Sortino Ratio is 0.34 as of Jun. 24, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.
Is MSCI (MSCI) Overvalued in 2026?
Based on GuruFocus' analysis, MSCI stock appears to be undervalued.
The current stock price of $577.29 is trading 19.2% below its estimated GF Value™ of $714.26.
GuruFocus considers MSCI to be Modestly Undervalued.
Key valuation signals for MSCI:
5-Year Sortino Ratio: 0.34
GF Value™: $714.26 vs. price of $577.29 (19.2% below fair value)
No single metric tells the full story. See the MSCI stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
MSCI has described its mission as enabling investors to build better portfolios for a better world. MSCI's largest and most profitable segment is its index segment, where it provides benchmarking to asset managers and asset owners. MSCI boasts over $18 trillion (as of December 2025) in benchmarked assets, including over $2.3 trillion in ETF assets linked to MSCI indexes. The MSCI analytics segment provides portfolio management and risk management analytics software to asset managers and asset owners. In its sustainability and climate segment, MSCI provides ESG data to the investment industry. In private assets, MSCI provides real restate reporting, market data, benchmarking, and analytics to investors and real estate managers.
95GF Score
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