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AAPL vs. MSFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AAPL and MSFT is 0.45, 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.


-0.50.00.51.00.4

Performance

AAPL vs. MSFT - Performance Comparison

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

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
22.93%
-2.56%
AAPL
MSFT

Key characteristics

Sharpe Ratio

AAPL:

1.38

MSFT:

0.94

Sortino Ratio

AAPL:

2.04

MSFT:

1.30

Omega Ratio

AAPL:

1.26

MSFT:

1.18

Calmar Ratio

AAPL:

1.88

MSFT:

1.21

Martin Ratio

AAPL:

4.89

MSFT:

2.77

Ulcer Index

AAPL:

6.39%

MSFT:

6.75%

Daily Std Dev

AAPL:

22.57%

MSFT:

19.81%

Max Drawdown

AAPL:

-81.80%

MSFT:

-69.39%

Current Drawdown

AAPL:

0.00%

MSFT:

-6.27%

Fundamentals

Market Cap

AAPL:

$3.83T

MSFT:

$3.38T

EPS

AAPL:

$6.08

MSFT:

$12.10

PE Ratio

AAPL:

41.69

MSFT:

37.56

PEG Ratio

AAPL:

2.62

MSFT:

2.41

Total Revenue (TTM)

AAPL:

$391.04B

MSFT:

$254.19B

Gross Profit (TTM)

AAPL:

$180.68B

MSFT:

$176.28B

EBITDA (TTM)

AAPL:

$134.66B

MSFT:

$139.14B

Returns By Period

In the year-to-date period, AAPL achieves a 32.83% return, which is significantly higher than MSFT's 16.97% return. Both investments have delivered pretty close results over the past 10 years, with AAPL having a 26.14% annualized return and MSFT not far ahead at 26.56%.


AAPL

YTD

32.83%

1M

11.13%

6M

22.93%

1Y

31.36%

5Y*

30.37%

10Y*

26.14%

MSFT

YTD

16.97%

1M

5.29%

6M

-2.56%

1Y

17.76%

5Y*

23.77%

10Y*

26.56%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AAPL vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Apple Inc (AAPL) 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.


Sharpe ratio
The chart of Sharpe ratio for AAPL, currently valued at 1.38, compared to the broader market-4.00-2.000.002.001.380.94
The chart of Sortino ratio for AAPL, currently valued at 2.04, compared to the broader market-4.00-2.000.002.004.002.041.30
The chart of Omega ratio for AAPL, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.18
The chart of Calmar ratio for AAPL, currently valued at 1.88, compared to the broader market0.002.004.006.001.881.21
The chart of Martin ratio for AAPL, currently valued at 4.89, compared to the broader market-5.000.005.0010.0015.0020.0025.004.892.77
AAPL
MSFT

The current AAPL Sharpe Ratio is 1.38, which is higher than the MSFT Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of AAPL 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.38
0.94
AAPL
MSFT

Dividends

AAPL vs. MSFT - Dividend Comparison

AAPL's dividend yield for the trailing twelve months is around 0.39%, less than MSFT's 0.71% yield.


TTM20232022202120202019201820172016201520142013
AAPL
Apple Inc
0.39%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

AAPL vs. MSFT - Drawdown Comparison

The maximum AAPL drawdown since its inception was -81.80%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for AAPL and MSFT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-6.27%
AAPL
MSFT

Volatility

AAPL vs. MSFT - Volatility Comparison

The current volatility for Apple Inc (AAPL) is 4.04%, while Microsoft Corporation (MSFT) has a volatility of 5.74%. This indicates that AAPL experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.04%
5.74%
AAPL
MSFT

Financials

AAPL vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Apple Inc and Microsoft Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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