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

Performance

CARE vs. MSFT - Performance Comparison

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

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Returns By Period

In the year-to-date period, CARE achieves a 46.44% return, which is significantly higher than MSFT's -14.48% return. Over the past 10 years, CARE has underperformed MSFT with an annualized return of 8.70%, while MSFT has yielded a comparatively higher 24.64% annualized return.


CARE

1D
0.49%
1M
9.38%
YTD
46.44%
6M
51.13%
1Y
74.27%
3Y*
23.19%
5Y*
15.41%
10Y*
8.70%

MSFT

1D
-1.18%
1M
-0.60%
YTD
-14.48%
6M
-15.77%
1Y
-11.77%
3Y*
8.85%
5Y*
11.09%
10Y*
24.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CARE vs. MSFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CARE
Carter Bankshares, Inc.
46.44%11.77%17.50%-9.76%7.80%43.56%-54.48%58.13%-14.53%32.05%
MSFT
Microsoft Corporation
-14.48%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%40.73%

Correlation

The correlation between CARE and MSFT is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2012

0.14

The correlation between CARE and MSFT shifts across timeframes, from 0.07 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CARE:

$626.57M

MSFT:

$3.07T

EPS

CARE:

$4.87

MSFT:

$16.79

PE Ratio

CARE:

5.89

MSFT:

24.52

PEG Ratio

CARE:

0.42

MSFT:

1.72

PS Ratio

CARE:

1.99

MSFT:

9.65

PB Ratio

CARE:

1.24

MSFT:

7.40

Total Revenue (TTM)

CARE:

$319.93M

MSFT:

$318.27B

Gross Profit (TTM)

CARE:

$256.97M

MSFT:

$217.41B

EBITDA (TTM)

CARE:

$142.80M

MSFT:

$200.96B

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Return for Risk

CARE vs. MSFT — Risk / Return Rank

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

CARE
CARE Risk / Return Rank: 9393
Overall Rank
CARE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CARE Sortino Ratio Rank: 9494
Sortino Ratio Rank
CARE Omega Ratio Rank: 9494
Omega Ratio Rank
CARE Calmar Ratio Rank: 9191
Calmar Ratio Rank
CARE Martin Ratio Rank: 9292
Martin Ratio Rank

MSFT
MSFT Risk / Return Rank: 2424
Overall Rank
MSFT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 2121
Sortino Ratio Rank
MSFT Omega Ratio Rank: 2020
Omega Ratio Rank
MSFT Calmar Ratio Rank: 3131
Calmar Ratio Rank
MSFT Martin Ratio Rank: 2828
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.

CARE vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carter Bankshares, Inc. (CARE) 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.


CAREMSFTDifference
Sharpe ratioReturn per unit of total volatility

+3.30

Sortino ratioReturn per unit of downside risk

+4.10

Omega ratioGain probability vs. loss probability

1.50

0.94

+0.56

Calmar ratioReturn relative to maximum drawdown

4.72

-0.35

+5.06

Martin ratioReturn relative to average drawdown

13.53

-0.73

+14.26

CARE vs. MSFT - Sharpe Ratio Comparison

The current CARE Sharpe Ratio is 2.83, which is higher than the MSFT Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of CARE and MSFT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CAREMSFTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.83

-0.47

+3.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.42

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.91

-0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.74

-0.44

Drawdowns

CARE vs. MSFT - Drawdown Comparison

The maximum CARE drawdown since its inception was -73.17%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for CARE and MSFT.


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Drawdown Indicators


CAREMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-73.17%

-69.38%

-3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-15.83%

-33.91%

+18.08%

Max Drawdown (3Y)

Largest decline over 3 years

-35.75%

-33.91%

-1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-42.95%

-37.15%

-5.80%

Max Drawdown (10Y)

Largest decline over 10 years

-73.17%

-37.15%

-36.02%

Current Drawdown

Current decline from peak

0.00%

-23.56%

+23.56%

Average Drawdown

Average peak-to-trough decline

-19.49%

-21.78%

+2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

16.13%

-10.62%

Volatility

CARE vs. MSFT - Volatility Comparison

The current volatility for Carter Bankshares, Inc. (CARE) is 8.88%, while Microsoft Corporation (MSFT) has a volatility of 10.25%. This indicates that CARE experiences smaller price fluctuations and is considered to be less risky 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


CAREMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.88%

10.25%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

18.25%

22.36%

-4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

26.45%

25.31%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.07%

26.64%

+4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.82%

27.06%

+9.76%

Dividends

CARE vs. MSFT - Dividend Comparison

CARE's dividend yield for the trailing twelve months is around 0.35%, less than MSFT's 0.86% yield.


PositionTTM20252024202320222021202020192018201720162015
CARE
Carter Bankshares, Inc.
0.35%0.00%0.00%0.00%0.00%0.00%1.31%0.00%0.00%0.00%2.26%2.96%
MSFT
Microsoft Corporation
0.86%0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%

Financials

CARE vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Carter Bankshares, 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


0.0020.00B40.00B60.00B80.00B20222023202420252026
130.16M
82.89B
(CARE) Total Revenue
(MSFT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CARE and MSFT have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSFT has higher volatility (10.25%) compared to CARE (8.88%). In terms of maximum drawdown, CARE dropped -73.17% vs MSFT's -69.38%.

CARE currently has the higher Sharpe Ratio (2.83 vs -0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CARE and MSFT

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