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

Correlation

The correlation between AG and MSFT is 0.14, 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

AG vs. MSFT - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
-56.09%
1,952.24%
AG
MSFT

Key characteristics

Sharpe Ratio

AG:

-0.18

MSFT:

0.92

Sortino Ratio

AG:

0.16

MSFT:

1.27

Omega Ratio

AG:

1.02

MSFT:

1.17

Calmar Ratio

AG:

-0.13

MSFT:

1.17

Martin Ratio

AG:

-0.47

MSFT:

2.68

Ulcer Index

AG:

22.39%

MSFT:

6.77%

Daily Std Dev

AG:

59.59%

MSFT:

19.81%

Max Drawdown

AG:

-90.20%

MSFT:

-69.39%

Current Drawdown

AG:

-77.98%

MSFT:

-5.68%

Fundamentals

Market Cap

AG:

$1.78B

MSFT:

$3.38T

EPS

AG:

-$0.26

MSFT:

$12.10

PEG Ratio

AG:

0.00

MSFT:

2.41

Total Revenue (TTM)

AG:

$524.81M

MSFT:

$254.19B

Gross Profit (TTM)

AG:

$55.16M

MSFT:

$176.28B

EBITDA (TTM)

AG:

$81.85M

MSFT:

$139.14B

Returns By Period

In the year-to-date period, AG achieves a -9.00% return, which is significantly lower than MSFT's 17.70% return. Over the past 10 years, AG has underperformed MSFT with an annualized return of 1.46%, while MSFT has yielded a comparatively higher 26.79% annualized return.


AG

YTD

-9.00%

1M

-11.57%

6M

-5.91%

1Y

-10.60%

5Y*

-14.28%

10Y*

1.46%

MSFT

YTD

17.70%

1M

5.35%

6M

-2.21%

1Y

18.16%

5Y*

23.75%

10Y*

26.79%

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Risk-Adjusted Performance

AG vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Majestic Silver Corp. (AG) 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 AG, currently valued at -0.18, compared to the broader market-4.00-2.000.002.00-0.180.92
The chart of Sortino ratio for AG, currently valued at 0.16, compared to the broader market-4.00-2.000.002.004.000.161.27
The chart of Omega ratio for AG, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.17
The chart of Calmar ratio for AG, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.131.17
The chart of Martin ratio for AG, currently valued at -0.47, compared to the broader market0.0010.0020.00-0.472.68
AG
MSFT

The current AG Sharpe Ratio is -0.18, which is lower than the MSFT Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of AG 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.18
0.92
AG
MSFT

Dividends

AG vs. MSFT - Dividend Comparison

AG's dividend yield for the trailing twelve months is around 0.32%, less than MSFT's 0.70% yield.


TTM20232022202120202019201820172016201520142013
AG
First Majestic Silver Corp.
0.32%0.34%0.31%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

AG vs. MSFT - Drawdown Comparison

The maximum AG drawdown since its inception was -90.20%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for AG and MSFT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-77.98%
-5.68%
AG
MSFT

Volatility

AG vs. MSFT - Volatility Comparison

First Majestic Silver Corp. (AG) has a higher volatility of 15.80% compared to Microsoft Corporation (MSFT) at 5.72%. This indicates that AG'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%JulyAugustSeptemberOctoberNovemberDecember
15.80%
5.72%
AG
MSFT

Financials

AG vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between First Majestic Silver Corp. 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
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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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