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ADANIENT.NS vs. MSFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADANIENT.NS and MSFT is 0.08, 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.


-0.50.00.51.00.1

Performance

ADANIENT.NS vs. MSFT - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.70%
-2.56%
ADANIENT.NS
MSFT

Key characteristics

Sharpe Ratio

ADANIENT.NS:

-0.42

MSFT:

0.94

Sortino Ratio

ADANIENT.NS:

-0.28

MSFT:

1.30

Omega Ratio

ADANIENT.NS:

0.95

MSFT:

1.18

Calmar Ratio

ADANIENT.NS:

-0.38

MSFT:

1.21

Martin Ratio

ADANIENT.NS:

-1.19

MSFT:

2.77

Ulcer Index

ADANIENT.NS:

15.49%

MSFT:

6.75%

Daily Std Dev

ADANIENT.NS:

44.21%

MSFT:

19.81%

Max Drawdown

ADANIENT.NS:

-80.98%

MSFT:

-69.39%

Current Drawdown

ADANIENT.NS:

-43.65%

MSFT:

-6.27%

Fundamentals

Market Cap

ADANIENT.NS:

₹2.87T

MSFT:

$3.38T

EPS

ADANIENT.NS:

₹46.48

MSFT:

$12.10

PE Ratio

ADANIENT.NS:

53.52

MSFT:

37.56

Total Revenue (TTM)

ADANIENT.NS:

₹1.06T

MSFT:

$254.19B

Gross Profit (TTM)

ADANIENT.NS:

₹440.65B

MSFT:

$176.28B

EBITDA (TTM)

ADANIENT.NS:

₹136.96B

MSFT:

$139.14B

Returns By Period

In the year-to-date period, ADANIENT.NS achieves a -17.66% return, which is significantly lower than MSFT's 16.97% return. Over the past 10 years, ADANIENT.NS has outperformed MSFT with an annualized return of 61.37%, while MSFT has yielded a comparatively lower 26.56% annualized return.


ADANIENT.NS

YTD

-17.66%

1M

-16.89%

6M

-26.47%

1Y

-16.21%

5Y*

62.30%

10Y*

61.37%

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

ADANIENT.NS vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adani Enterprises Limited (ADANIENT.NS) 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 ADANIENT.NS, currently valued at -0.48, compared to the broader market-4.00-2.000.002.00-0.480.94
The chart of Sortino ratio for ADANIENT.NS, currently valued at -0.38, compared to the broader market-4.00-2.000.002.004.00-0.381.30
The chart of Omega ratio for ADANIENT.NS, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.18
The chart of Calmar ratio for ADANIENT.NS, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.431.20
The chart of Martin ratio for ADANIENT.NS, currently valued at -1.32, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.322.73
ADANIENT.NS
MSFT

The current ADANIENT.NS Sharpe Ratio is -0.42, which is lower than the MSFT Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of ADANIENT.NS 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.48
0.94
ADANIENT.NS
MSFT

Dividends

ADANIENT.NS vs. MSFT - Dividend Comparison

ADANIENT.NS's dividend yield for the trailing twelve months is around 0.06%, less than MSFT's 0.71% yield.


TTM20232022202120202019201820172016201520142013
ADANIENT.NS
Adani Enterprises Limited
0.06%0.04%0.03%0.06%0.21%0.19%59.15%0.44%0.96%1,170.16%1.88%3.48%
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

ADANIENT.NS vs. MSFT - Drawdown Comparison

The maximum ADANIENT.NS drawdown since its inception was -80.98%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for ADANIENT.NS and MSFT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.05%
-6.27%
ADANIENT.NS
MSFT

Volatility

ADANIENT.NS vs. MSFT - Volatility Comparison

Adani Enterprises Limited (ADANIENT.NS) has a higher volatility of 13.70% compared to Microsoft Corporation (MSFT) at 5.70%. This indicates that ADANIENT.NS'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.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
13.70%
5.70%
ADANIENT.NS
MSFT

Financials

ADANIENT.NS vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Adani Enterprises Limited 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. ADANIENT.NS values in INR, MSFT values in USD
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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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