How to choose between saving and investing your money

Does it make sense to compare long term averages of investments with the peak of savings rates?

MSCI KOREA IMI NETR KRW (^664235-KRW-NETR)

MSCI - MSCI Real-time price. Currency in USD

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2,311.66

+27.16

(+1.19%)

As of 11:00AM EDT. Market open.