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

Correlation

The correlation between DOX and MSFT is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

DOX vs. MSFT - Performance Comparison

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

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
663.86%
2,563.56%
DOX
MSFT

Key characteristics

Sharpe Ratio

DOX:

0.09

MSFT:

-0.11

Sortino Ratio

DOX:

0.25

MSFT:

0.02

Omega Ratio

DOX:

1.03

MSFT:

1.00

Calmar Ratio

DOX:

0.08

MSFT:

-0.11

Martin Ratio

DOX:

0.28

MSFT:

-0.26

Ulcer Index

DOX:

6.15%

MSFT:

10.46%

Daily Std Dev

DOX:

20.35%

MSFT:

24.94%

Max Drawdown

DOX:

-93.37%

MSFT:

-69.39%

Current Drawdown

DOX:

-9.78%

MSFT:

-16.68%

Fundamentals

Market Cap

DOX:

$9.63B

MSFT:

$2.78T

EPS

DOX:

$4.37

MSFT:

$12.65

PE Ratio

DOX:

19.64

MSFT:

29.60

PEG Ratio

DOX:

1.11

MSFT:

1.66

PS Ratio

DOX:

1.98

MSFT:

10.63

PB Ratio

DOX:

2.75

MSFT:

9.19

Total Revenue (TTM)

DOX:

$3.62B

MSFT:

$199.94B

Gross Profit (TTM)

DOX:

$1.29B

MSFT:

$138.36B

EBITDA (TTM)

DOX:

$578.49M

MSFT:

$109.35B

Returns By Period

In the year-to-date period, DOX achieves a 1.39% return, which is significantly higher than MSFT's -7.93% return. Over the past 10 years, DOX has underperformed MSFT with an annualized return of 6.42%, while MSFT has yielded a comparatively higher 25.11% annualized return.


DOX

YTD

1.39%

1M

-4.53%

6M

-3.27%

1Y

1.25%

5Y*

9.08%

10Y*

6.42%

MSFT

YTD

-7.93%

1M

-1.99%

6M

-8.45%

1Y

-4.60%

5Y*

18.37%

10Y*

25.11%

*Annualized

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Risk-Adjusted Performance

DOX vs. MSFT — Risk-Adjusted Performance Rank

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

DOX
The Risk-Adjusted Performance Rank of DOX is 5252
Overall Rank
The Sharpe Ratio Rank of DOX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of DOX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of DOX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of DOX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of DOX is 5656
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 3838
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 3939
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 4545
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.

DOX vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amdocs Limited (DOX) 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 chart of Sharpe ratio for DOX, currently valued at 0.09, compared to the broader market-2.00-1.000.001.002.003.00
DOX: 0.09
MSFT: -0.11
The chart of Sortino ratio for DOX, currently valued at 0.25, compared to the broader market-6.00-4.00-2.000.002.004.00
DOX: 0.25
MSFT: 0.02
The chart of Omega ratio for DOX, currently valued at 1.03, compared to the broader market0.501.001.502.00
DOX: 1.03
MSFT: 1.00
The chart of Calmar ratio for DOX, currently valued at 0.08, compared to the broader market0.001.002.003.004.005.00
DOX: 0.08
MSFT: -0.11
The chart of Martin ratio for DOX, currently valued at 0.28, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
DOX: 0.28
MSFT: -0.26

The current DOX Sharpe Ratio is 0.09, which is higher than the MSFT Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of DOX 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 Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.09
-0.11
DOX
MSFT

Dividends

DOX vs. MSFT - Dividend Comparison

DOX's dividend yield for the trailing twelve months is around 2.29%, more than MSFT's 0.82% yield.


TTM20242023202220212020201920182017201620152014
DOX
Amdocs Limited
2.29%2.25%1.98%2.17%1.92%1.85%1.58%1.71%1.34%1.34%1.25%1.33%
MSFT
Microsoft Corporation
0.82%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

DOX vs. MSFT - Drawdown Comparison

The maximum DOX drawdown since its inception was -93.37%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for DOX and MSFT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-9.78%
-16.68%
DOX
MSFT

Volatility

DOX vs. MSFT - Volatility Comparison

The current volatility for Amdocs Limited (DOX) is 10.93%, while Microsoft Corporation (MSFT) has a volatility of 13.68%. This indicates that DOX 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%14.00%NovemberDecember2025FebruaryMarchApril
10.93%
13.68%
DOX
MSFT

Financials

DOX vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Amdocs Limited 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