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AMZ.DE vs. MSF.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

AMZ.DE vs. MSF.DE - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.03%
-1.39%
AMZ.DE
MSF.DE

Returns By Period

In the year-to-date period, AMZ.DE achieves a 38.65% return, which is significantly higher than MSF.DE's 16.71% return. Over the past 10 years, AMZ.DE has outperformed MSF.DE with an annualized return of 30.26%, while MSF.DE has yielded a comparatively lower 28.01% annualized return.


AMZ.DE

YTD

38.65%

1M

10.15%

6M

12.68%

1Y

44.84%

5Y (annualized)

19.18%

10Y (annualized)

30.26%

MSF.DE

YTD

16.71%

1M

2.44%

6M

0.98%

1Y

16.33%

5Y (annualized)

24.66%

10Y (annualized)

28.01%

Fundamentals


AMZ.DEMSF.DE
Market Cap€2.02T€2.94T
EPS€4.45€11.30
PE Ratio43.1835.02
PEG Ratio1.702.22
Total Revenue (TTM)€620.13B€254.19B
Gross Profit (TTM)€116.53B€176.28B
EBITDA (TTM)€112.39B€139.95B

Key characteristics


AMZ.DEMSF.DE
Sharpe Ratio1.530.68
Sortino Ratio2.091.00
Omega Ratio1.301.14
Calmar Ratio2.080.91
Martin Ratio6.242.07
Ulcer Index6.76%6.78%
Daily Std Dev27.78%20.71%
Max Drawdown-93.91%-75.25%
Current Drawdown-4.57%-8.16%

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Correlation

-0.50.00.51.00.4

The correlation between AMZ.DE and MSF.DE is 0.44, 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.

Risk-Adjusted Performance

AMZ.DE vs. MSF.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amazon.com Inc (AMZ.DE) and Microsoft Corporation (MSF.DE). 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 AMZ.DE, currently valued at 1.46, compared to the broader market-4.00-2.000.002.004.001.460.56
The chart of Sortino ratio for AMZ.DE, currently valued at 2.00, compared to the broader market-4.00-2.000.002.004.002.000.86
The chart of Omega ratio for AMZ.DE, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.11
The chart of Calmar ratio for AMZ.DE, currently valued at 1.68, compared to the broader market0.002.004.006.001.680.77
The chart of Martin ratio for AMZ.DE, currently valued at 6.39, compared to the broader market-10.000.0010.0020.0030.006.391.75
AMZ.DE
MSF.DE

The current AMZ.DE Sharpe Ratio is 1.53, which is higher than the MSF.DE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of AMZ.DE and MSF.DE, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.46
0.56
AMZ.DE
MSF.DE

Dividends

AMZ.DE vs. MSF.DE - Dividend Comparison

AMZ.DE has not paid dividends to shareholders, while MSF.DE's dividend yield for the trailing twelve months is around 0.53%.


TTM20232022202120202019201820172016201520142013
AMZ.DE
Amazon.com 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%
MSF.DE
Microsoft Corporation
0.53%0.76%1.07%0.65%1.01%1.19%1.66%1.97%2.21%2.25%2.23%2.70%

Drawdowns

AMZ.DE vs. MSF.DE - Drawdown Comparison

The maximum AMZ.DE drawdown since its inception was -93.91%, which is greater than MSF.DE's maximum drawdown of -75.25%. Use the drawdown chart below to compare losses from any high point for AMZ.DE and MSF.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.25%
-10.14%
AMZ.DE
MSF.DE

Volatility

AMZ.DE vs. MSF.DE - Volatility Comparison

Amazon.com Inc (AMZ.DE) has a higher volatility of 10.44% compared to Microsoft Corporation (MSF.DE) at 8.85%. This indicates that AMZ.DE's price experiences larger fluctuations and is considered to be riskier than MSF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
10.44%
8.85%
AMZ.DE
MSF.DE

Financials

AMZ.DE vs. MSF.DE - Financials Comparison

This section allows you to compare key financial metrics between Amazon.com 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 EUR except per share items