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Microsoft Corporation (MSFT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS5949181045
CUSIP594918104
SectorTechnology
IndustrySoftware—Infrastructure

Highlights

Market Cap$3.19T
EPS$11.05
PE Ratio38.80
PEG Ratio2.17
Revenue (TTM)$227.58B
Gross Profit (TTM)$135.62B
EBITDA (TTM)$118.43B
Year Range$269.84 - $430.82
Target Price$457.50
Short %0.65%
Short Ratio2.02

Share Price Chart


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Microsoft Corporation

Popular comparisons: MSFT vs. AAPL, MSFT vs. SPY, MSFT vs. GOOG, MSFT vs. VOO, MSFT vs. QQQ, MSFT vs. META, MSFT vs. TSLA, MSFT vs. AMZN, MSFT vs. ADBE, MSFT vs. GOOGL

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Microsoft Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%200,000.00%400,000.00%600,000.00%800,000.00%OctoberNovemberDecember2024FebruaryMarch
699,949.83%
2,150.74%
MSFT (Microsoft Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Microsoft Corporation had a return of 12.28% year-to-date (YTD) and 54.38% in the last 12 months. Over the past 10 years, Microsoft Corporation had an annualized return of 28.63%, outperforming the S&P 500 benchmark which had an annualized return of 10.96%.


PeriodReturnBenchmark
Year-To-Date12.28%10.04%
1 month3.41%3.53%
6 months35.26%22.79%
1 year54.38%32.16%
5 years (annualized)30.37%13.15%
10 years (annualized)28.63%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20245.73%4.23%
2023-2.22%-3.66%7.08%12.29%-0.76%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Microsoft Corporation (MSFT) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
MSFT
Microsoft Corporation
2.42
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Microsoft Corporation Sharpe ratio is 2.42. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.42
2.76
MSFT (Microsoft Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Microsoft Corporation granted a 0.68% dividend yield in the last twelve months. The annual payout for that period amounted to $2.86 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.86$2.79$2.54$2.30$2.09$1.89$1.72$1.59$1.47$1.29$1.15$0.97

Dividend yield

0.68%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Monthly Dividends

The table displays the monthly dividend distributions for Microsoft Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.75
2023$0.00$0.68$0.00$0.00$0.68$0.00$0.00$0.68$0.00$0.00$0.75$0.00
2022$0.00$0.62$0.00$0.00$0.62$0.00$0.00$0.62$0.00$0.00$0.68$0.00
2021$0.00$0.56$0.00$0.00$0.56$0.00$0.00$0.56$0.00$0.00$0.62$0.00
2020$0.00$0.51$0.00$0.00$0.51$0.00$0.00$0.51$0.00$0.00$0.56$0.00
2019$0.00$0.46$0.00$0.00$0.46$0.00$0.00$0.46$0.00$0.00$0.51$0.00
2018$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.46$0.00
2017$0.00$0.39$0.00$0.00$0.39$0.00$0.00$0.39$0.00$0.00$0.42$0.00
2016$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.39$0.00
2015$0.00$0.31$0.00$0.00$0.31$0.00$0.00$0.31$0.00$0.00$0.36$0.00
2014$0.00$0.28$0.00$0.00$0.28$0.00$0.00$0.28$0.00$0.00$0.31$0.00
2013$0.23$0.00$0.00$0.23$0.00$0.00$0.23$0.00$0.00$0.28$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%0.7%
Microsoft Corporation has a dividend yield of 0.68%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
200.0%400.0%600.0%800.0%25.9%
Microsoft Corporation has a payout ratio of 25.86%, which is quite average when compared to the overall market. This suggests that Microsoft Corporation strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.85%
0
MSFT (Microsoft Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Microsoft Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Microsoft Corporation was 69.41%, occurring on Mar 9, 2009. Recovery took 1348 trading sessions.

The current Microsoft Corporation drawdown is 1.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.41%Dec 28, 19992312Mar 9, 20091348Jul 16, 20143660
-50.32%Oct 6, 198715Oct 26, 1987492Oct 5, 1989507
-37.15%Nov 22, 2021240Nov 3, 2022153Jun 15, 2023393
-34.69%Jul 17, 199028Aug 23, 1990100Jan 16, 1991128
-28.64%May 11, 198740Jul 7, 198758Sep 28, 198798

Volatility

Volatility Chart

The current Microsoft Corporation volatility is 6.18%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
6.18%
2.82%
MSFT (Microsoft Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Microsoft Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
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EBIT

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Earnings From Continuing Operations

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Net Income

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Income Tax Expense

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Other Non-Operating Income (Expenses)

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Minority Interest

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Other Items

0.00
Values in undefined except per share items