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

Performance

CROX vs. MSFT - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-29.82%
-1.66%
CROX
MSFT

Returns By Period

In the year-to-date period, CROX achieves a 4.68% return, which is significantly lower than MSFT's 11.63% return. Over the past 10 years, CROX has underperformed MSFT with an annualized return of 22.63%, while MSFT has yielded a comparatively higher 25.92% annualized return.


CROX

YTD

4.68%

1M

-29.86%

6M

-30.63%

1Y

7.24%

5Y (annualized)

23.03%

10Y (annualized)

22.63%

MSFT

YTD

11.63%

1M

-0.16%

6M

-0.46%

1Y

13.50%

5Y (annualized)

23.85%

10Y (annualized)

25.92%

Fundamentals


CROXMSFT
Market Cap$5.94B$3.15T
EPS$13.76$12.12
PE Ratio7.4134.90
PEG Ratio-31.832.21
Total Revenue (TTM)$4.07B$254.19B
Gross Profit (TTM)$2.37B$176.28B
EBITDA (TTM)$1.09B$139.70B

Key characteristics


CROXMSFT
Sharpe Ratio0.200.59
Sortino Ratio0.650.88
Omega Ratio1.081.12
Calmar Ratio0.180.75
Martin Ratio0.701.80
Ulcer Index13.20%6.44%
Daily Std Dev46.86%19.66%
Max Drawdown-98.74%-69.41%
Current Drawdown-45.85%-10.54%

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Correlation

-0.50.00.51.00.3

The correlation between CROX and MSFT is 0.30, 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.

Risk-Adjusted Performance

CROX vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crocs, Inc. (CROX) 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 CROX, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.000.240.59
The chart of Sortino ratio for CROX, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.710.88
The chart of Omega ratio for CROX, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.12
The chart of Calmar ratio for CROX, currently valued at 0.22, compared to the broader market0.002.004.006.000.220.75
The chart of Martin ratio for CROX, currently valued at 0.84, compared to the broader market0.0010.0020.0030.000.851.80
CROX
MSFT

The current CROX Sharpe Ratio is 0.20, which is lower than the MSFT Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of CROX 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
0.24
0.59
CROX
MSFT

Dividends

CROX vs. MSFT - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
CROX
Crocs, 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

CROX vs. MSFT - Drawdown Comparison

The maximum CROX drawdown since its inception was -98.74%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for CROX and MSFT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-45.85%
-10.54%
CROX
MSFT

Volatility

CROX vs. MSFT - Volatility Comparison

Crocs, Inc. (CROX) has a higher volatility of 22.14% compared to Microsoft Corporation (MSFT) at 8.30%. This indicates that CROX'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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
22.14%
8.30%
CROX
MSFT

Financials

CROX vs. MSFT - Financials Comparison

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