PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AAPL vs. MSFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


AAPLMSFT
YTD Return19.68%11.62%
1Y Return29.33%28.08%
3Y Return (Ann)17.82%13.28%
5Y Return (Ann)32.18%25.72%
10Y Return (Ann)26.28%27.26%
Sharpe Ratio1.281.41
Sortino Ratio1.931.91
Omega Ratio1.241.24
Calmar Ratio1.741.78
Martin Ratio4.095.00
Ulcer Index7.06%5.51%
Daily Std Dev22.60%19.52%
Max Drawdown-81.80%-69.41%
Current Drawdown-2.14%-10.55%

Fundamentals


AAPLMSFT
Market Cap$3.49T$3.10T
EPS$6.57$11.81
PE Ratio34.9435.35
PEG Ratio2.132.24
Total Revenue (TTM)$296.11B$188.61B
Gross Profit (TTM)$136.80B$130.79B
EBITDA (TTM)$102.16B$101.47B

Correlation

-0.50.00.51.00.4

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.

Performance

AAPL vs. MSFT - Performance Comparison

In the year-to-date period, AAPL achieves a 19.68% return, which is significantly higher than MSFT's 11.62% return. Both investments have delivered pretty close results over the past 10 years, with AAPL having a 26.28% annualized return and MSFT not far ahead at 27.26%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%MayJuneJulyAugustSeptemberOctober
31.47%
-2.09%
AAPL
MSFT

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.


AAPL
Sharpe ratio
The chart of Sharpe ratio for AAPL, currently valued at 1.28, compared to the broader market-4.00-2.000.002.001.28
Sortino ratio
The chart of Sortino ratio for AAPL, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.93
Omega ratio
The chart of Omega ratio for AAPL, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for AAPL, currently valued at 1.74, compared to the broader market0.002.004.006.001.74
Martin ratio
The chart of Martin ratio for AAPL, currently valued at 4.09, compared to the broader market-30.00-20.00-10.000.0010.0020.004.09
MSFT
Sharpe ratio
The chart of Sharpe ratio for MSFT, currently valued at 1.41, compared to the broader market-4.00-2.000.002.001.41
Sortino ratio
The chart of Sortino ratio for MSFT, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.001.91
Omega ratio
The chart of Omega ratio for MSFT, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for MSFT, currently valued at 1.78, compared to the broader market0.002.004.006.001.78
Martin ratio
The chart of Martin ratio for MSFT, currently valued at 5.00, compared to the broader market-30.00-20.00-10.000.0010.0020.005.00

AAPL vs. MSFT - Sharpe Ratio Comparison

The current AAPL Sharpe Ratio is 1.28, which roughly equals the MSFT Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of AAPL and MSFT, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
1.28
1.41
AAPL
MSFT

Dividends

AAPL vs. MSFT - Dividend Comparison

AAPL's dividend yield for the trailing twelve months is around 0.43%, less than MSFT's 0.72% yield.


TTM20232022202120202019201820172016201520142013
AAPL
Apple Inc
0.43%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
0.72%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 -69.41%. 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%MayJuneJulyAugustSeptemberOctober
-2.14%
-10.55%
AAPL
MSFT

Volatility

AAPL vs. MSFT - Volatility Comparison

Apple Inc (AAPL) has a higher volatility of 7.38% compared to Microsoft Corporation (MSFT) at 5.08%. This indicates that AAPL'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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%MayJuneJulyAugustSeptemberOctober
7.38%
5.08%
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