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

Key characteristics


ALGMSFT
YTD Return-16.57%20.05%
1Y Return-3.94%33.44%
3Y Return (Ann)5.62%20.29%
5Y Return (Ann)12.61%28.10%
10Y Return (Ann)13.41%28.96%
Sharpe Ratio-0.161.77
Daily Std Dev27.88%20.34%
Max Drawdown-69.22%-69.41%
Current Drawdown-23.29%0.00%

Fundamentals


ALGMSFT
Market Cap$2.13B$3.28T
EPS$11.25$11.56
PE Ratio15.7938.20
PEG Ratio3.892.11
Total Revenue (TTM)$1.70B$236.58B
Gross Profit (TTM)$444.66M$165.36B
EBITDA (TTM)$229.23M$127.14B

Correlation

-0.50.00.51.00.2

The correlation between ALG and MSFT is 0.21, 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.

Performance

ALG vs. MSFT - Performance Comparison

In the year-to-date period, ALG achieves a -16.57% return, which is significantly lower than MSFT's 20.05% return. Over the past 10 years, ALG has underperformed MSFT with an annualized return of 13.41%, while MSFT has yielded a comparatively higher 28.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%2024FebruaryMarchAprilMayJune
2,066.26%
27,534.55%
ALG
MSFT

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Alamo Group Inc.

Microsoft Corporation

Risk-Adjusted Performance

ALG vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alamo Group Inc. (ALG) 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.


ALG
Sharpe ratio
The chart of Sharpe ratio for ALG, currently valued at -0.16, compared to the broader market-2.00-1.000.001.002.003.00-0.16
Sortino ratio
The chart of Sortino ratio for ALG, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.00-0.04
Omega ratio
The chart of Omega ratio for ALG, currently valued at 1.00, compared to the broader market0.501.001.502.001.00
Calmar ratio
The chart of Calmar ratio for ALG, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.19
Martin ratio
The chart of Martin ratio for ALG, currently valued at -0.42, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.42
MSFT
Sharpe ratio
The chart of Sharpe ratio for MSFT, currently valued at 1.77, compared to the broader market-2.00-1.000.001.002.003.001.77
Sortino ratio
The chart of Sortino ratio for MSFT, currently valued at 2.35, compared to the broader market-4.00-2.000.002.004.002.35
Omega ratio
The chart of Omega ratio for MSFT, currently valued at 1.30, compared to the broader market0.501.001.502.001.30
Calmar ratio
The chart of Calmar ratio for MSFT, currently valued at 2.76, compared to the broader market0.002.004.006.002.76
Martin ratio
The chart of Martin ratio for MSFT, currently valued at 6.80, compared to the broader market-5.000.005.0010.0015.0020.0025.006.80

ALG vs. MSFT - Sharpe Ratio Comparison

The current ALG Sharpe Ratio is -0.16, which is lower than the MSFT Sharpe Ratio of 1.77. The chart below compares the 12-month rolling Sharpe Ratio of ALG and MSFT.


Rolling 12-month Sharpe Ratio0.001.002.003.002024FebruaryMarchAprilMayJune
-0.16
1.77
ALG
MSFT

Dividends

ALG vs. MSFT - Dividend Comparison

ALG's dividend yield for the trailing twelve months is around 0.55%, less than MSFT's 0.65% yield.


TTM20232022202120202019201820172016201520142013
ALG
Alamo Group Inc.
0.55%0.42%0.51%0.38%0.38%0.38%0.57%0.35%0.47%0.61%0.58%0.46%
MSFT
Microsoft Corporation
0.65%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

ALG vs. MSFT - Drawdown Comparison

The maximum ALG drawdown since its inception was -69.22%, roughly equal to the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for ALG and MSFT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-23.29%
0
ALG
MSFT

Volatility

ALG vs. MSFT - Volatility Comparison

Alamo Group Inc. (ALG) has a higher volatility of 5.43% compared to Microsoft Corporation (MSFT) at 5.12%. This indicates that ALG'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.


4.00%6.00%8.00%10.00%2024FebruaryMarchAprilMayJune
5.43%
5.12%
ALG
MSFT

Financials

ALG vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Alamo Group 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



Values in USD except per share items