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

Correlation

The correlation between CRH and MSFT is 0.25, 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

CRH vs. MSFT - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
27.93%
-3.66%
CRH
MSFT

Key characteristics

Sharpe Ratio

CRH:

1.92

MSFT:

0.06

Sortino Ratio

CRH:

2.65

MSFT:

0.22

Omega Ratio

CRH:

1.31

MSFT:

1.03

Calmar Ratio

CRH:

3.05

MSFT:

0.08

Martin Ratio

CRH:

7.95

MSFT:

0.17

Ulcer Index

CRH:

6.53%

MSFT:

7.56%

Daily Std Dev

CRH:

27.00%

MSFT:

21.07%

Max Drawdown

CRH:

-65.60%

MSFT:

-69.39%

Current Drawdown

CRH:

0.00%

MSFT:

-12.31%

Fundamentals

Market Cap

CRH:

$73.27B

MSFT:

$3.04T

EPS

CRH:

$5.08

MSFT:

$12.33

PE Ratio

CRH:

21.32

MSFT:

33.12

PEG Ratio

CRH:

1.81

MSFT:

2.14

Total Revenue (TTM)

CRH:

$26.70B

MSFT:

$261.80B

Gross Profit (TTM)

CRH:

$9.54B

MSFT:

$181.72B

EBITDA (TTM)

CRH:

$2.93B

MSFT:

$142.93B

Returns By Period

In the year-to-date period, CRH achieves a 17.06% return, which is significantly higher than MSFT's -3.10% return. Over the past 10 years, CRH has underperformed MSFT with an annualized return of 17.39%, while MSFT has yielded a comparatively higher 26.92% annualized return.


CRH

YTD

17.06%

1M

10.79%

6M

28.40%

1Y

41.83%

5Y*

26.95%

10Y*

17.39%

MSFT

YTD

-3.10%

1M

-4.80%

6M

-2.91%

1Y

1.65%

5Y*

17.93%

10Y*

26.92%

*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

CRH vs. MSFT — Risk-Adjusted Performance Rank

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

CRH
The Risk-Adjusted Performance Rank of CRH is 8989
Overall Rank
The Sharpe Ratio Rank of CRH is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of CRH is 8787
Sortino Ratio Rank
The Omega Ratio Rank of CRH is 8383
Omega Ratio Rank
The Calmar Ratio Rank of CRH is 9494
Calmar Ratio Rank
The Martin Ratio Rank of CRH is 8787
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 4343
Overall Rank
The Sharpe Ratio Rank of MSFT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 3636
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 3737
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 4848
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 4747
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.

CRH vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CRH plc (CRH) 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 CRH, currently valued at 1.92, compared to the broader market-2.000.002.004.001.920.06
The chart of Sortino ratio for CRH, currently valued at 2.65, compared to the broader market-6.00-4.00-2.000.002.004.006.002.650.22
The chart of Omega ratio for CRH, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.03
The chart of Calmar ratio for CRH, currently valued at 3.05, compared to the broader market0.002.004.006.003.050.08
The chart of Martin ratio for CRH, currently valued at 7.95, compared to the broader market-10.000.0010.0020.0030.007.950.17
CRH
MSFT

The current CRH Sharpe Ratio is 1.92, which is higher than the MSFT Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of CRH 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.92
0.06
CRH
MSFT

Dividends

CRH vs. MSFT - Dividend Comparison

CRH's dividend yield for the trailing twelve months is around 1.29%, more than MSFT's 0.57% yield.


TTM20242023202220212020201920182017201620152014
CRH
CRH plc
1.29%1.51%3.41%3.07%2.20%2.17%2.02%3.15%1.99%2.02%2.40%3.54%
MSFT
Microsoft Corporation
0.57%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

CRH vs. MSFT - Drawdown Comparison

The maximum CRH drawdown since its inception was -65.60%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for CRH 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%SeptemberOctoberNovemberDecember2025February0
-12.31%
CRH
MSFT

Volatility

CRH vs. MSFT - Volatility Comparison

The current volatility for CRH plc (CRH) is 7.20%, while Microsoft Corporation (MSFT) has a volatility of 8.98%. This indicates that CRH 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.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
7.20%
8.98%
CRH
MSFT

Financials

CRH vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between CRH 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.


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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