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ABEC.DE vs. MSFT
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ABEC.DE vs. MSFT - Performance Comparison

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

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ABEC.DE vs. MSFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABEC.DE
Alphabet Inc
-5.01%45.94%44.38%55.12%-36.45%80.52%18.89%32.16%4.32%17.95%
MSFT
Microsoft Corporation
-22.27%1.87%20.38%53.45%-23.56%63.88%30.79%61.12%26.47%23.44%
Different Trading Currencies

ABEC.DE is traded in EUR, while MSFT is traded in USD. To make them comparable, the MSFT values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ABEC.DE achieves a -5.01% return, which is significantly higher than MSFT's -22.07% return. Both investments have delivered pretty close results over the past 10 years, with ABEC.DE having a 22.78% annualized return and MSFT not far behind at 22.26%.


ABEC.DE

1D
3.95%
1M
-3.03%
YTD
-5.01%
6M
23.08%
1Y
72.62%
3Y*
39.19%
5Y*
23.20%
10Y*
22.78%

MSFT

1D
0.00%
1M
-6.10%
YTD
-22.07%
6M
-27.43%
1Y
-8.89%
3Y*
7.22%
5Y*
10.15%
10Y*
22.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ABEC.DE vs. MSFT — Risk / Return Rank

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

ABEC.DE
ABEC.DE Risk / Return Rank: 9292
Overall Rank
ABEC.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ABEC.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ABEC.DE Omega Ratio Rank: 9090
Omega Ratio Rank
ABEC.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
ABEC.DE Martin Ratio Rank: 9494
Martin Ratio Rank

MSFT
MSFT Risk / Return Rank: 3535
Overall Rank
MSFT Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 3030
Sortino Ratio Rank
MSFT Omega Ratio Rank: 3030
Omega Ratio Rank
MSFT Calmar Ratio Rank: 4040
Calmar Ratio Rank
MSFT Martin Ratio Rank: 3939
Martin Ratio Rank
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.

ABEC.DE vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (ABEC.DE) 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.


ABEC.DEMSFTDifference

Sharpe ratio

Return per unit of total volatility

2.45

-0.32

+2.77

Sortino ratio

Return per unit of downside risk

3.29

-0.27

+3.56

Omega ratio

Gain probability vs. loss probability

1.40

0.96

+0.44

Calmar ratio

Return relative to maximum drawdown

4.17

-0.21

+4.38

Martin ratio

Return relative to average drawdown

14.47

-0.54

+15.01

ABEC.DE vs. MSFT - Sharpe Ratio Comparison

The current ABEC.DE Sharpe Ratio is 2.45, which is higher than the MSFT Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of ABEC.DE 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.


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Sharpe Ratios by Period


ABEC.DEMSFTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

-0.32

+2.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.39

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.82

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.61

+0.21

Correlation

The correlation between ABEC.DE and MSFT is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ABEC.DE vs. MSFT - Dividend Comparison

ABEC.DE's dividend yield for the trailing twelve months is around 0.25%, less than MSFT's 0.94% yield.


TTM20252024202320222021202020192018201720162015
ABEC.DE
Alphabet Inc
0.25%0.23%0.26%0.00%0.00%0.00%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

ABEC.DE vs. MSFT - Drawdown Comparison

The maximum ABEC.DE drawdown since its inception was -38.74%, smaller than the maximum MSFT drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for ABEC.DE and MSFT.


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Drawdown Indicators


ABEC.DEMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-38.74%

-69.38%

+30.64%

Max Drawdown (1Y)

Largest decline over 1 year

-17.78%

-33.91%

+16.13%

Max Drawdown (5Y)

Largest decline over 5 years

-38.74%

-37.15%

-1.59%

Max Drawdown (10Y)

Largest decline over 10 years

-38.74%

-37.15%

-1.59%

Current Drawdown

Current decline from peak

-12.84%

-31.58%

+18.74%

Average Drawdown

Average peak-to-trough decline

-8.59%

-21.77%

+13.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

12.61%

-7.49%

Volatility

ABEC.DE vs. MSFT - Volatility Comparison

Alphabet Inc (ABEC.DE) has a higher volatility of 7.25% compared to Microsoft Corporation (MSFT) at 5.50%. This indicates that ABEC.DE'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.


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Volatility by Period


ABEC.DEMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

5.50%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

18.80%

19.06%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

29.59%

28.02%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.24%

25.96%

+3.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.31%

27.30%

+0.01%

Financials

ABEC.DE vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Alphabet 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


Please note, different currencies. ABEC.DE values in EUR, MSFT values in USD