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AMG vs. MSFT
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

AMG vs. MSFT - Performance Comparison

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

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AMG vs. MSFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMG
Affiliated Managers Group, Inc.
-4.01%55.93%22.15%-4.40%-3.67%61.80%20.53%-11.79%-52.15%41.93%
MSFT
Microsoft Corporation
-23.28%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%40.73%

Fundamentals

Market Cap

AMG:

$8.72B

MSFT:

$2.76T

EPS

AMG:

$22.21

MSFT:

$15.98

PE Ratio

AMG:

12.46

MSFT:

23.16

PEG Ratio

AMG:

0.41

MSFT:

1.62

PS Ratio

AMG:

3.85

MSFT:

9.04

PB Ratio

AMG:

2.69

MSFT:

7.06

Total Revenue (TTM)

AMG:

$2.32B

MSFT:

$305.45B

Gross Profit (TTM)

AMG:

$1.44B

MSFT:

$209.50B

EBITDA (TTM)

AMG:

$1.49B

MSFT:

$191.39B

Returns By Period

In the year-to-date period, AMG achieves a -4.01% return, which is significantly higher than MSFT's -23.28% return. Over the past 10 years, AMG has underperformed MSFT with an annualized return of 5.72%, while MSFT has yielded a comparatively higher 22.44% annualized return.


AMG

1D
2.53%
1M
-9.63%
YTD
-4.01%
6M
16.06%
1Y
64.70%
3Y*
24.81%
5Y*
12.71%
10Y*
5.72%

MSFT

1D
3.12%
1M
-5.75%
YTD
-23.28%
6M
-28.23%
1Y
-0.64%
3Y*
9.54%
5Y*
9.74%
10Y*
22.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AMG vs. MSFT — Risk / Return Rank

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

AMG
AMG Risk / Return Rank: 8989
Overall Rank
AMG Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AMG Sortino Ratio Rank: 8787
Sortino Ratio Rank
AMG Omega Ratio Rank: 8888
Omega Ratio Rank
AMG Calmar Ratio Rank: 8989
Calmar Ratio Rank
AMG Martin Ratio Rank: 9191
Martin Ratio Rank

MSFT
MSFT Risk / Return Rank: 3838
Overall Rank
MSFT Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 3434
Sortino Ratio Rank
MSFT Omega Ratio Rank: 3535
Omega Ratio Rank
MSFT Calmar Ratio Rank: 4141
Calmar Ratio Rank
MSFT Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMG vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Affiliated Managers Group, Inc. (AMG) 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.


AMGMSFTDifference

Sharpe ratio

Return per unit of total volatility

1.95

-0.02

+1.97

Sortino ratio

Return per unit of downside risk

2.52

0.15

+2.37

Omega ratio

Gain probability vs. loss probability

1.36

1.02

+0.34

Calmar ratio

Return relative to maximum drawdown

3.51

-0.05

+3.55

Martin ratio

Return relative to average drawdown

11.26

-0.12

+11.38

AMG vs. MSFT - Sharpe Ratio Comparison

The current AMG Sharpe Ratio is 1.95, which is higher than the MSFT Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of AMG 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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Sharpe Ratios by Period


AMGMSFTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

-0.02

+1.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.37

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.84

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.74

-0.49

Correlation

The correlation between AMG and MSFT is 0.41, 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.


Dividends

AMG vs. MSFT - Dividend Comparison

AMG's dividend yield for the trailing twelve months is around 0.01%, less than MSFT's 0.94% yield.


TTM20252024202320222021202020192018201720162015
AMG
Affiliated Managers Group, Inc.
0.01%0.01%0.02%0.03%0.03%0.02%0.34%1.51%1.23%0.39%0.00%0.00%
MSFT
Microsoft Corporation
0.94%0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%

Drawdowns

AMG vs. MSFT - Drawdown Comparison

The maximum AMG drawdown since its inception was -85.92%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for AMG and MSFT.


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Drawdown Indicators


AMGMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-85.92%

-69.38%

-16.54%

Max Drawdown (1Y)

Largest decline over 1 year

-18.67%

-33.91%

+15.24%

Max Drawdown (5Y)

Largest decline over 5 years

-41.22%

-37.15%

-4.07%

Max Drawdown (10Y)

Largest decline over 10 years

-78.52%

-37.15%

-41.37%

Current Drawdown

Current decline from peak

-16.34%

-31.43%

+15.09%

Average Drawdown

Average peak-to-trough decline

-24.81%

-21.77%

-3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

12.46%

-6.64%

Volatility

AMG vs. MSFT - Volatility Comparison

Affiliated Managers Group, Inc. (AMG) has a higher volatility of 8.57% compared to Microsoft Corporation (MSFT) at 6.48%. This indicates that AMG'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.


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Volatility by Period


AMGMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.57%

6.48%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

24.90%

19.15%

+5.75%

Volatility (1Y)

Calculated over the trailing 1-year period

33.35%

26.46%

+6.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.21%

26.19%

+6.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.63%

26.89%

+7.74%

Financials

AMG vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Affiliated Managers 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


0.0020.00B40.00B60.00B80.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
800.40M
81.27B
(AMG) Total Revenue
(MSFT) Total Revenue
Values in USD except per share items

AMG vs. MSFT - Profitability Comparison

The chart below illustrates the profitability comparison between Affiliated Managers Group, 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

50.0%60.0%70.0%80.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
83.3%
68.0%
Portfolio components
AMG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Affiliated Managers Group, Inc. reported a gross profit of 667.00M and revenue of 800.40M. Therefore, the gross margin over that period was 83.3%.

MSFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported a gross profit of 55.30B and revenue of 81.27B. Therefore, the gross margin over that period was 68.0%.

AMG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Affiliated Managers Group, Inc. reported an operating income of 308.50M and revenue of 800.40M, resulting in an operating margin of 38.5%.

MSFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported an operating income of 38.28B and revenue of 81.27B, resulting in an operating margin of 47.1%.

AMG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Affiliated Managers Group, Inc. reported a net income of 347.60M and revenue of 800.40M, resulting in a net margin of 43.4%.

MSFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported a net income of 38.46B and revenue of 81.27B, resulting in a net margin of 47.3%.