PortfoliosLab logo
AMZN vs. MSFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMZN and MSFT is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

AMZN vs. MSFT - Performance Comparison

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

0.00%50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%NovemberDecember2025FebruaryMarchApril
182,136.98%
4,048.85%
AMZN
MSFT

Key characteristics

Sharpe Ratio

AMZN:

-0.04

MSFT:

-0.50

Sortino Ratio

AMZN:

0.15

MSFT:

-0.53

Omega Ratio

AMZN:

1.02

MSFT:

0.93

Calmar Ratio

AMZN:

-0.05

MSFT:

-0.55

Martin Ratio

AMZN:

-0.15

MSFT:

-1.14

Ulcer Index

AMZN:

8.61%

MSFT:

9.48%

Daily Std Dev

AMZN:

30.02%

MSFT:

21.72%

Max Drawdown

AMZN:

-94.40%

MSFT:

-69.39%

Current Drawdown

AMZN:

-26.30%

MSFT:

-19.74%

Fundamentals

Market Cap

AMZN:

$1.89T

MSFT:

$2.77T

EPS

AMZN:

$5.53

MSFT:

$12.42

PE Ratio

AMZN:

32.26

MSFT:

30.04

PEG Ratio

AMZN:

1.50

MSFT:

1.71

Total Revenue (TTM)

AMZN:

$494.65B

MSFT:

$199.94B

Gross Profit (TTM)

AMZN:

$240.99B

MSFT:

$138.36B

EBITDA (TTM)

AMZN:

$97.44B

MSFT:

$109.35B

Returns By Period

In the year-to-date period, AMZN achieves a -18.68% return, which is significantly lower than MSFT's -11.30% return. Both investments have delivered pretty close results over the past 10 years, with AMZN having a 25.26% annualized return and MSFT not far ahead at 26.45%.


AMZN

YTD

-18.68%

1M

-12.46%

6M

-1.95%

1Y

-2.19%

5Y*

13.40%

10Y*

25.26%

MSFT

YTD

-11.30%

1M

-3.99%

6M

-10.07%

1Y

-10.58%

5Y*

20.51%

10Y*

26.45%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AMZN vs. MSFT — Risk-Adjusted Performance Rank

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

AMZN
The Risk-Adjusted Performance Rank of AMZN is 4646
Overall Rank
The Sharpe Ratio Rank of AMZN is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 4141
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 4242
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 4949
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 4949
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 2323
Overall Rank
The Sharpe Ratio Rank of MSFT is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 2424
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 2424
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 1919
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 2424
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.

AMZN vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc. (AMZN) 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 chart of Sharpe ratio for AMZN, currently valued at -0.04, compared to the broader market-2.00-1.000.001.002.003.00
AMZN: -0.04
MSFT: -0.50
The chart of Sortino ratio for AMZN, currently valued at 0.15, compared to the broader market-6.00-4.00-2.000.002.004.00
AMZN: 0.15
MSFT: -0.53
The chart of Omega ratio for AMZN, currently valued at 1.02, compared to the broader market0.501.001.502.00
AMZN: 1.02
MSFT: 0.93
The chart of Calmar ratio for AMZN, currently valued at -0.05, compared to the broader market0.001.002.003.004.005.00
AMZN: -0.05
MSFT: -0.55
The chart of Martin ratio for AMZN, currently valued at -0.15, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AMZN: -0.15
MSFT: -1.14

The current AMZN Sharpe Ratio is -0.04, which is higher than the MSFT Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of AMZN 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.04
-0.50
AMZN
MSFT

Dividends

AMZN vs. MSFT - Dividend Comparison

AMZN has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.85%.


TTM20242023202220212020201920182017201620152014
AMZN
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%
MSFT
Microsoft Corporation
0.85%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

AMZN vs. MSFT - Drawdown Comparison

The maximum AMZN drawdown since its inception was -94.40%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for AMZN and MSFT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.30%
-19.74%
AMZN
MSFT

Volatility

AMZN vs. MSFT - Volatility Comparison

Amazon.com, Inc. (AMZN) has a higher volatility of 13.01% compared to Microsoft Corporation (MSFT) at 6.89%. This indicates that AMZN'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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.01%
6.89%
AMZN
MSFT

Financials

AMZN vs. MSFT - 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 USD except per share items