ABEC.DE vs. MSFT
ABEC.DE (Alphabet Inc) and MSFT (Microsoft Corporation) are both stocks. ABEC.DE operates in Internet Content & Information (Communication Services), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, ABEC.DE returned 25.94%/yr vs 24.46%/yr for MSFT. At a 0.39 correlation, their price movements are largely independent.
Performance
ABEC.DE vs. MSFT - Performance Comparison
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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 18.14% return, which is significantly higher than MSFT's -11.76% return. Over the past 10 years, ABEC.DE has outperformed MSFT with an annualized return of 25.94%, while MSFT has yielded a comparatively lower 24.46% annualized return.
ABEC.DE
- 1D
- 3.00%
- 1M
- -5.42%
- YTD
- 18.14%
- 6M
- 14.61%
- 1Y
- 111.39%
- 3Y*
- 38.60%
- 5Y*
- 25.88%
- 10Y*
- 25.94%
MSFT
- 1D
- -1.88%
- 1M
- 2.86%
- YTD
- -11.76%
- 6M
- -12.47%
- 1Y
- -10.79%
- 3Y*
- 5.87%
- 5Y*
- 12.82%
- 10Y*
- 24.46%
ABEC.DE vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABEC.DE Alphabet Inc | 18.14% | 45.94% | 44.38% | 55.12% | -36.45% | 80.52% | 18.89% | 32.16% | 4.32% | 17.95% |
MSFT Microsoft Corporation | -11.76% | 1.87% | 20.38% | 53.45% | -23.56% | 63.88% | 30.79% | 61.12% | 26.47% | 23.44% |
Correlation
The correlation between ABEC.DE and MSFT is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2014 | 0.39 |
Over the past year, the correlation between ABEC.DE and MSFT has dropped to 0.10 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
ABEC.DE vs. MSFT — Risk / Return Rank
ABEC.DE
MSFT
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.DE | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.61 | ||
| Sortino ratioReturn per unit of downside risk | +5.82 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 0.94 | +0.70 |
| Calmar ratioReturn relative to maximum drawdown | 6.42 | -0.33 | +6.74 |
| Martin ratioReturn relative to average drawdown | 21.34 | -0.65 | +21.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABEC.DE | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.19 | -0.42 | +4.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.49 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.89 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.66 | +0.23 |
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.DE | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.74% | -51.87% | +13.13% |
Max Drawdown (1Y)Largest decline over 1 year | -17.78% | -33.31% | +15.53% |
Max Drawdown (3Y)Largest decline over 3 years | -33.46% | -33.31% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -38.74% | -33.31% | -5.43% |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | -33.31% | -5.43% |
Current DrawdownCurrent decline from peak | -8.12% | -22.02% | +13.90% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -10.41% | +1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.36% | 16.53% | -11.17% |
Volatility
ABEC.DE vs. MSFT - Volatility Comparison
The current volatility for Alphabet Inc (ABEC.DE) is 7.54%, while Microsoft Corporation (MSFT) has a volatility of 10.14%. This indicates that ABEC.DE 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.
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Volatility by Period
| ABEC.DE | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 10.14% | -2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 17.66% | 22.16% | -4.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.26% | 25.62% | +1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.38% | 26.47% | +2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.42% | 27.45% | -0.03% |
Dividends
ABEC.DE vs. MSFT - Dividend Comparison
ABEC.DE's dividend yield for the trailing twelve months is around 0.20%, less than MSFT's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABEC.DE Alphabet Inc | 0.20% | 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 | 0.85% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ABEC.DE and MSFT have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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