This research aims to see performance comparison of existing shariah’s stocks in Indonesia and Malaysia from 2011-2015, which is in the development of syariah stocks in Indonesia higher compared to Malaysia. In this study there were 5 methods used to measure the performance of stocks, namely: Sharpe's models, Treynor's models, Jensen's models, Appraisal Ratio and Snail Trail. In this research it was concluded that the average stock performance of Islamic Indonesia better compared to Malaysia in 2011-2015 using the 5 method.