CROX vs. MSFT
Compare and contrast key facts about Crocs, Inc. (CROX) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CROX or MSFT.
Performance
CROX vs. MSFT - Performance Comparison
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
4.68%
-29.86%
-30.63%
7.24%
23.03%
22.63%
MSFT
11.63%
-0.16%
-0.46%
13.50%
23.85%
25.92%
Fundamentals
CROX | MSFT | |
---|---|---|
Market Cap | $5.94B | $3.15T |
EPS | $13.76 | $12.12 |
PE Ratio | 7.41 | 34.90 |
PEG Ratio | -31.83 | 2.21 |
Total Revenue (TTM) | $4.07B | $254.19B |
Gross Profit (TTM) | $2.37B | $176.28B |
EBITDA (TTM) | $1.09B | $139.70B |
Key characteristics
CROX | MSFT | |
---|---|---|
Sharpe Ratio | 0.20 | 0.59 |
Sortino Ratio | 0.65 | 0.88 |
Omega Ratio | 1.08 | 1.12 |
Calmar Ratio | 0.18 | 0.75 |
Martin Ratio | 0.70 | 1.80 |
Ulcer Index | 13.20% | 6.44% |
Daily Std Dev | 46.86% | 19.66% |
Max Drawdown | -98.74% | -69.41% |
Current Drawdown | -45.85% | -10.54% |
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Correlation
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.
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities