BA.L vs. MSFT
Compare and contrast key facts about BAE Systems plc (BA.L) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BA.L or MSFT.
Key characteristics
| BA.L | MSFT | |
|---|---|---|
| YTD Return | 22.20% | 5.22% |
| 1Y Return | 35.15% | 30.38% |
| 3Y Return (Ann) | 42.53% | 17.17% |
| 5Y Return (Ann) | 27.93% | 26.41% |
| 10Y Return (Ann) | 17.48% | 27.99% |
| Sharpe Ratio | 1.77 | 1.44 |
| Daily Std Dev | 19.43% | 21.01% |
| Max Drawdown | -84.49% | -69.41% |
| Current Drawdown | -1.87% | -8.02% |
Fundamentals
| BA.L | MSFT | |
|---|---|---|
| Market Cap | £40.50B | $3.02T |
| EPS | £0.60 | $11.54 |
| PE Ratio | 22.33 | 35.21 |
| PEG Ratio | 3.74 | 2.02 |
| Revenue (TTM) | £23.08B | $236.58B |
| Gross Profit (TTM) | £14.06B | $135.62B |
| EBITDA (TTM) | £2.82B | $126.13B |
Correlation
The correlation between BA.L and MSFT is 0.11, 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
BA.L vs. MSFT - Performance Comparison
In the year-to-date period, BA.L achieves a 22.20% return, which is significantly higher than MSFT's 5.22% return. Over the past 10 years, BA.L has underperformed MSFT with an annualized return of 17.48%, while MSFT has yielded a comparatively higher 27.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BA.L vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BAE Systems plc (BA.L) 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.
Dividends
BA.L vs. MSFT - Dividend Comparison
BA.L's dividend yield for the trailing twelve months is around 0.02%, less than MSFT's 0.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BA.L BAE Systems plc | 0.02% | 0.03% | 0.03% | 0.04% | 0.08% | 0.04% | 0.05% | 0.04% | 0.04% | 0.04% | 0.04% | 0.05% |
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
BA.L vs. MSFT - Drawdown Comparison
The maximum BA.L drawdown since its inception was -84.49%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for BA.L and MSFT. For additional features, visit the drawdowns tool.
Volatility
BA.L vs. MSFT - Volatility Comparison
BAE Systems plc (BA.L) has a higher volatility of 7.79% compared to Microsoft Corporation (MSFT) at 6.58%. This indicates that BA.L'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.
Financials
BA.L vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between BAE Systems plc 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.
Total Revenue: Total amount of money received from sales and other business activities