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

Correlation

The correlation between ADBE and MSFT is 0.62, 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

ADBE vs. MSFT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ADBE:

-0.45

MSFT:

0.31

Sortino Ratio

ADBE:

-0.38

MSFT:

0.77

Omega Ratio

ADBE:

0.94

MSFT:

1.10

Calmar Ratio

ADBE:

-0.32

MSFT:

0.45

Martin Ratio

ADBE:

-0.78

MSFT:

0.99

Ulcer Index

ADBE:

20.83%

MSFT:

10.69%

Daily Std Dev

ADBE:

37.02%

MSFT:

25.73%

Max Drawdown

ADBE:

-79.89%

MSFT:

-69.39%

Current Drawdown

ADBE:

-41.21%

MSFT:

-2.34%

Fundamentals

Market Cap

ADBE:

$170.25B

MSFT:

$3.37T

EPS

ADBE:

$15.14

MSFT:

$12.94

PE Ratio

ADBE:

26.39

MSFT:

35.00

PEG Ratio

ADBE:

1.30

MSFT:

2.11

PS Ratio

ADBE:

7.73

MSFT:

12.47

PB Ratio

ADBE:

12.93

MSFT:

10.37

Total Revenue (TTM)

ADBE:

$22.04B

MSFT:

$270.01B

Gross Profit (TTM)

ADBE:

$19.61B

MSFT:

$186.51B

EBITDA (TTM)

ADBE:

$9.14B

MSFT:

$150.06B

Returns By Period

In the year-to-date period, ADBE achieves a -8.99% return, which is significantly lower than MSFT's 7.92% return. Over the past 10 years, ADBE has underperformed MSFT with an annualized return of 17.73%, while MSFT has yielded a comparatively higher 27.12% annualized return.


ADBE

YTD

-8.99%

1M

15.50%

6M

-23.62%

1Y

-16.62%

5Y*

2.08%

10Y*

17.73%

MSFT

YTD

7.92%

1M

17.69%

6M

6.77%

1Y

7.92%

5Y*

21.03%

10Y*

27.12%

*Annualized

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Risk-Adjusted Performance

ADBE vs. MSFT — Risk-Adjusted Performance Rank

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

ADBE
The Risk-Adjusted Performance Rank of ADBE is 2727
Overall Rank
The Sharpe Ratio Rank of ADBE is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of ADBE is 2525
Sortino Ratio Rank
The Omega Ratio Rank of ADBE is 2323
Omega Ratio Rank
The Calmar Ratio Rank of ADBE is 3030
Calmar Ratio Rank
The Martin Ratio Rank of ADBE is 3333
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 6363
Overall Rank
The Sharpe Ratio Rank of MSFT is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 5959
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 5959
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 7171
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ADBE vs. MSFT - Risk-Adjusted Performance Comparison

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


The current ADBE Sharpe Ratio is -0.45, which is lower than the MSFT Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of ADBE 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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Dividends

ADBE vs. MSFT - Dividend Comparison

ADBE has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.72%.


TTM20242023202220212020201920182017201620152014
ADBE
Adobe Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

ADBE vs. MSFT - Drawdown Comparison

The maximum ADBE drawdown since its inception was -79.89%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for ADBE and MSFT. For additional features, visit the drawdowns tool.


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Volatility

ADBE vs. MSFT - Volatility Comparison

The current volatility for Adobe Inc (ADBE) is 5.53%, while Microsoft Corporation (MSFT) has a volatility of 10.12%. This indicates that ADBE 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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Financials

ADBE vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Adobe 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


0.0020.00B40.00B60.00B80.00B20212022202320242025
5.71B
70.07B
(ADBE) Total Revenue
(MSFT) Total Revenue
Values in USD except per share items

ADBE vs. MSFT - Profitability Comparison

The chart below illustrates the profitability comparison between Adobe Inc and Microsoft Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

70.0%75.0%80.0%85.0%90.0%20212022202320242025
89.1%
68.7%
(ADBE) Gross Margin
(MSFT) Gross Margin
ADBE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Adobe Inc reported a gross profit of 5.09B and revenue of 5.71B. Therefore, the gross margin over that period was 89.1%.

MSFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported a gross profit of 48.15B and revenue of 70.07B. Therefore, the gross margin over that period was 68.7%.

ADBE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Adobe Inc reported an operating income of 2.16B and revenue of 5.71B, resulting in an operating margin of 37.9%.

MSFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported an operating income of 32.00B and revenue of 70.07B, resulting in an operating margin of 45.7%.

ADBE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Adobe Inc reported a net income of 1.81B and revenue of 5.71B, resulting in a net margin of 31.7%.

MSFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported a net income of 25.82B and revenue of 70.07B, resulting in a net margin of 36.9%.