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

Performance

ANSS vs. MSFT - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.15%
-1.66%
ANSS
MSFT

Returns By Period

In the year-to-date period, ANSS achieves a -8.40% return, which is significantly lower than MSFT's 11.63% return. Over the past 10 years, ANSS has underperformed MSFT with an annualized return of 15.38%, while MSFT has yielded a comparatively higher 25.92% annualized return.


ANSS

YTD

-8.40%

1M

1.52%

6M

1.43%

1Y

10.99%

5Y (annualized)

6.54%

10Y (annualized)

15.38%

MSFT

YTD

11.63%

1M

-0.16%

6M

-0.46%

1Y

13.50%

5Y (annualized)

23.85%

10Y (annualized)

25.92%

Fundamentals


ANSSMSFT
Market Cap$30.12B$3.15T
EPS$6.48$12.12
PE Ratio53.1634.90
PEG Ratio1.962.21
Total Revenue (TTM)$2.47B$254.19B
Gross Profit (TTM)$2.18B$176.28B
EBITDA (TTM)$827.03M$139.70B

Key characteristics


ANSSMSFT
Sharpe Ratio0.390.59
Sortino Ratio0.910.88
Omega Ratio1.111.12
Calmar Ratio0.350.75
Martin Ratio1.181.80
Ulcer Index9.56%6.44%
Daily Std Dev29.10%19.66%
Max Drawdown-63.28%-69.41%
Current Drawdown-19.17%-10.54%

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Correlation

-0.50.00.51.00.4

The correlation between ANSS and MSFT is 0.42, 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

ANSS vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ANSYS, Inc. (ANSS) 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 ANSS, currently valued at 0.35, compared to the broader market-4.00-2.000.002.004.000.350.59
The chart of Sortino ratio for ANSS, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.000.840.88
The chart of Omega ratio for ANSS, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.12
The chart of Calmar ratio for ANSS, currently valued at 0.32, compared to the broader market0.002.004.006.000.320.75
The chart of Martin ratio for ANSS, currently valued at 1.06, compared to the broader market0.0010.0020.0030.001.061.80
ANSS
MSFT

The current ANSS Sharpe Ratio is 0.39, which is lower than the MSFT Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of ANSS 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.35
0.59
ANSS
MSFT

Dividends

ANSS vs. MSFT - Dividend Comparison

ANSS has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.54%.


TTM20232022202120202019201820172016201520142013
ANSS
ANSYS, 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
0.54%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

ANSS vs. MSFT - Drawdown Comparison

The maximum ANSS drawdown since its inception was -63.28%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for ANSS and MSFT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-19.17%
-10.54%
ANSS
MSFT

Volatility

ANSS vs. MSFT - Volatility Comparison

ANSYS, Inc. (ANSS) has a higher volatility of 9.51% compared to Microsoft Corporation (MSFT) at 8.30%. This indicates that ANSS'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%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.51%
8.30%
ANSS
MSFT

Financials

ANSS vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between ANSYS, 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