AAPL.NEO vs. MSFT

Last updated Apr 1, 2026

Compare and contrast key facts about Apple Inc CDR (AAPL.NEO) and Microsoft Corporation (MSFT).

Performance

AAPL.NEO vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Apple Inc CDR (AAPL.NEO) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

AAPL.NEO vs. MSFT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
AAPL.NEO Apple Inc CDR	-7.17%	6.55%	29.10%	47.14%	-27.57%	19.47%
MSFT Microsoft Corporation	-22.25%	10.28%	22.63%	54.71%	-22.90%	12.04%

Different Trading Currencies

AAPL.NEO is traded in CAD, while MSFT is traded in USD. To make them comparable, the MSFT values have been converted to CAD using the latest available exchange rates.

Fundamentals

Market Cap AAPL.NEO : CA$532.13B MSFT : $2.76T
EPS AAPL.NEO : CA$7.56 MSFT : $15.98
PE Ratio AAPL.NEO : 4.76 MSFT : 23.16
PS Ratio AAPL.NEO : 1.28 MSFT : 9.04
PB Ratio AAPL.NEO : 7.22 MSFT : 7.06
Total Revenue (TTM) AAPL.NEO : CA$416.16B MSFT : $305.45B
Gross Profit (TTM) AAPL.NEO : CA$195.20B MSFT : $209.50B

Returns By Period

In the year-to-date period, AAPL.NEO achieves a -7.17% return, which is significantly higher than MSFT's -24.53% return.

AAPL.NEO

• 1D: 2.71%
• 1M: -4.53%
• YTD: -7.17%
• 6M: -1.30%
• 1Y: 12.33%
• 3Y*: 14.04%
• 5Y*: —
• 10Y*: —

MSFT

• 1D: 0.00%
• 1M: -6.71%
• YTD: -24.53%
• 6M: -30.41%
• 1Y: -6.77%
• 3Y*: 9.49%
• 5Y*: 11.36%
• 10Y*: 22.89%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AAPL.NEO vs. MSFT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAPL.NEO

AAPL.NEO Risk / Return Rank: 54
AAPL.NEO Sharpe Ratio Rank: 55
AAPL.NEO Sortino Ratio Rank: 50
AAPL.NEO Omega Ratio Rank: 52
AAPL.NEO Calmar Ratio Rank: 56
AAPL.NEO Martin Ratio Rank: 59

MSFT

MSFT Risk / Return Rank: 38
MSFT Sharpe Ratio Rank: 41
MSFT Sortino Ratio Rank: 34
MSFT Omega Ratio Rank: 35
MSFT Calmar Ratio Rank: 41
MSFT Martin Ratio Rank: 40

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AAPL.NEO vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Apple Inc CDR (AAPL.NEO) and Microsoft Corporation (MSFT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	AAPL.NEO	MSFT	Difference
Sharpe ratio Return per unit of total volatility	0.39	-0.26	+0.65
Sortino ratio Return per unit of downside risk	0.81	-0.19	+1.00
Omega ratio Gain probability vs. loss probability	1.11	0.97	+0.14
Calmar ratio Return relative to maximum drawdown	0.64	-0.21	+0.85
Martin ratio Return relative to average drawdown	1.90	-0.54	+2.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AAPL.NEO vs. MSFT - Sharpe Ratio Comparison

The current AAPL.NEO Sharpe Ratio is 0.39, which is higher than the MSFT Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of AAPL.NEO and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AAPL.NEO	MSFT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.39	-0.26	+0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.46	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.89	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.90	-0.50

Correlation

The correlation between AAPL.NEO and MSFT is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

AAPL.NEO vs. MSFT - Dividend Comparison

AAPL.NEO's dividend yield for the trailing twelve months is around 0.57%, less than MSFT's 0.94% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AAPL.NEO Apple Inc CDR	0.57%	0.53%	0.54%	0.67%	0.91%	0.15%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.94%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%

Drawdowns

AAPL.NEO vs. MSFT - Drawdown Comparison

The maximum AAPL.NEO drawdown since its inception was -33.25%, roughly equal to the maximum MSFT drawdown of -34.17%. Use the drawdown chart below to compare losses from any high point for AAPL.NEO and MSFT.

Drawdown Indicators

	AAPL.NEO	MSFT	Difference
Max Drawdown Largest peak-to-trough decline	-33.25%	-69.38%	+36.13%
Max Drawdown (1Y) Largest decline over 1 year	-22.58%	-33.91%	+11.33%
Max Drawdown (5Y) Largest decline over 5 years	—	-37.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.15%	—
Current Drawdown Current decline from peak	-11.95%	-31.43%	+19.48%
Average Drawdown Average peak-to-trough decline	-9.75%	-21.77%	+12.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.61%	12.46%	-4.85%

Volatility

AAPL.NEO vs. MSFT - Volatility Comparison

Apple Inc CDR (AAPL.NEO) has a higher volatility of 5.65% compared to Microsoft Corporation (MSFT) at 5.18%. This indicates that AAPL.NEO's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AAPL.NEO	MSFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.65%	5.18%	+0.47%
Volatility (6M) Calculated over the trailing 6-month period	16.11%	18.59%	-2.48%
Volatility (1Y) Calculated over the trailing 1-year period	31.91%	26.04%	+5.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.12%	24.98%	+3.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.12%	25.81%	+2.31%

Financials

AAPL.NEO vs. MSFT - Profitability Comparison

The chart below illustrates the profitability comparison between Apple Inc CDR and Microsoft Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

AAPL.NEO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Apple Inc CDR reported a gross profit of 48.34B and revenue of 102.47B. Therefore, the gross margin over that period was 47.2%.

MSFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported a gross profit of 55.30B and revenue of 81.27B. Therefore, the gross margin over that period was 68.0%.

AAPL.NEO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Apple Inc CDR reported an operating income of 32.43B and revenue of 102.47B, resulting in an operating margin of 31.7%.

MSFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported an operating income of 38.28B and revenue of 81.27B, resulting in an operating margin of 47.1%.

AAPL.NEO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Apple Inc CDR reported a net income of 27.47B and revenue of 102.47B, resulting in a net margin of 26.8%.

MSFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported a net income of 38.46B and revenue of 81.27B, resulting in a net margin of 47.3%.