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

Correlation

The correlation between CHT and MSFT is 0.31, 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.


-0.50.00.51.00.3

Performance

CHT vs. MSFT - Performance Comparison

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

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
1.88%
1.11%
CHT
MSFT

Key characteristics

Sharpe Ratio

CHT:

0.27

MSFT:

0.08

Sortino Ratio

CHT:

0.46

MSFT:

0.25

Omega Ratio

CHT:

1.06

MSFT:

1.03

Calmar Ratio

CHT:

0.36

MSFT:

0.12

Martin Ratio

CHT:

0.83

MSFT:

0.24

Ulcer Index

CHT:

4.22%

MSFT:

7.41%

Daily Std Dev

CHT:

12.93%

MSFT:

21.27%

Max Drawdown

CHT:

-33.58%

MSFT:

-69.39%

Current Drawdown

CHT:

-5.35%

MSFT:

-12.03%

Fundamentals

Market Cap

CHT:

$29.80B

MSFT:

$3.09T

EPS

CHT:

$1.43

MSFT:

$12.21

PE Ratio

CHT:

26.87

MSFT:

33.56

PEG Ratio

CHT:

0.00

MSFT:

2.20

Total Revenue (TTM)

CHT:

$128.39B

MSFT:

$261.80B

Gross Profit (TTM)

CHT:

$24.86B

MSFT:

$181.72B

EBITDA (TTM)

CHT:

$64.51B

MSFT:

$142.93B

Returns By Period

In the year-to-date period, CHT achieves a 2.05% return, which is significantly higher than MSFT's -2.79% return. Over the past 10 years, CHT has underperformed MSFT with an annualized return of 6.67%, while MSFT has yielded a comparatively higher 27.40% annualized return.


CHT

YTD

2.05%

1M

2.54%

6M

1.80%

1Y

3.41%

5Y*

5.25%

10Y*

6.67%

MSFT

YTD

-2.79%

1M

-3.49%

6M

1.30%

1Y

-0.31%

5Y*

18.48%

10Y*

27.40%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CHT vs. MSFT — Risk-Adjusted Performance Rank

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

CHT
The Risk-Adjusted Performance Rank of CHT is 5252
Overall Rank
The Sharpe Ratio Rank of CHT is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of CHT is 4444
Sortino Ratio Rank
The Omega Ratio Rank of CHT is 4242
Omega Ratio Rank
The Calmar Ratio Rank of CHT is 6161
Calmar Ratio Rank
The Martin Ratio Rank of CHT is 5656
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 4545
Overall Rank
The Sharpe Ratio Rank of MSFT is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 3838
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 3838
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 5151
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 4848
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.

CHT vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chunghwa Telecom Co., Ltd. (CHT) 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 CHT, currently valued at 0.27, compared to the broader market-2.000.002.004.000.270.08
The chart of Sortino ratio for CHT, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.000.460.25
The chart of Omega ratio for CHT, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.03
The chart of Calmar ratio for CHT, currently valued at 0.36, compared to the broader market0.002.004.006.000.360.12
The chart of Martin ratio for CHT, currently valued at 0.83, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.000.830.24
CHT
MSFT

The current CHT Sharpe Ratio is 0.27, which is higher than the MSFT Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of CHT 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.27
0.08
CHT
MSFT

Dividends

CHT vs. MSFT - Dividend Comparison

CHT's dividend yield for the trailing twelve months is around 3.84%, more than MSFT's 0.75% yield.


TTM20242023202220212020201920182017201620152014
CHT
Chunghwa Telecom Co., Ltd.
3.84%3.91%3.91%4.35%3.67%3.67%3.91%4.44%4.60%5.36%5.24%5.13%
MSFT
Microsoft Corporation
0.75%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

CHT vs. MSFT - Drawdown Comparison

The maximum CHT drawdown since its inception was -33.58%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for CHT and MSFT. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.35%
-12.03%
CHT
MSFT

Volatility

CHT vs. MSFT - Volatility Comparison

The current volatility for Chunghwa Telecom Co., Ltd. (CHT) is 4.06%, while Microsoft Corporation (MSFT) has a volatility of 9.44%. This indicates that CHT 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
4.06%
9.44%
CHT
MSFT

Financials

CHT vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Chunghwa Telecom Co., Ltd. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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