DAL vs. MSFT

In the year-to-date period, DAL achieves a 58.89% return, which is significantly higher than MSFT's 11.17% return. Over the past 10 years, DAL has underperformed MSFT with an annualized return of 5.19%, while MSFT has yielded a comparatively higher 26.06% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Delta Air Lines, Inc. (DAL) 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.

The current DAL Sharpe Ratio is 2.45, which is higher than the MSFT Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of DAL 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.

DAL's dividend yield for the trailing twelve months is around 0.79%, more than MSFT's 0.54% yield.

The maximum DAL drawdown since its inception was -81.73%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for DAL and MSFT. For additional features, visit the drawdowns tool.

Delta Air Lines, Inc. (DAL) has a higher volatility of 10.96% compared to Microsoft Corporation (MSFT) at 8.27%. This indicates that DAL'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.

This section allows you to compare key financial metrics between Delta Air Lines, 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.