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

Correlation

The correlation between EBAY and MSFT is 0.44, 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.


-0.50.00.51.00.4

Performance

EBAY vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in eBay Inc. (EBAY) 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%JulyAugustSeptemberOctoberNovemberDecember
20.13%
-1.49%
EBAY
MSFT

Key characteristics

Sharpe Ratio

EBAY:

2.18

MSFT:

0.92

Sortino Ratio

EBAY:

2.83

MSFT:

1.27

Omega Ratio

EBAY:

1.38

MSFT:

1.17

Calmar Ratio

EBAY:

1.14

MSFT:

1.18

Martin Ratio

EBAY:

14.26

MSFT:

2.71

Ulcer Index

EBAY:

3.77%

MSFT:

6.72%

Daily Std Dev

EBAY:

24.67%

MSFT:

19.82%

Max Drawdown

EBAY:

-82.56%

MSFT:

-69.39%

Current Drawdown

EBAY:

-15.22%

MSFT:

-6.10%

Fundamentals

Market Cap

EBAY:

$30.77B

MSFT:

$3.38T

EPS

EBAY:

$3.97

MSFT:

$12.10

PE Ratio

EBAY:

16.18

MSFT:

37.56

PEG Ratio

EBAY:

1.39

MSFT:

2.41

Total Revenue (TTM)

EBAY:

$10.28B

MSFT:

$254.19B

Gross Profit (TTM)

EBAY:

$7.40B

MSFT:

$176.28B

EBITDA (TTM)

EBAY:

$2.95B

MSFT:

$139.14B

Returns By Period

In the year-to-date period, EBAY achieves a 49.83% return, which is significantly higher than MSFT's 17.18% return. Over the past 10 years, EBAY has underperformed MSFT with an annualized return of 11.45%, while MSFT has yielded a comparatively higher 26.79% annualized return.


EBAY

YTD

49.83%

1M

4.84%

6M

18.57%

1Y

49.66%

5Y*

14.12%

10Y*

11.45%

MSFT

YTD

17.18%

1M

5.41%

6M

-1.63%

1Y

18.06%

5Y*

23.86%

10Y*

26.79%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

EBAY vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for eBay Inc. (EBAY) 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 EBAY, currently valued at 2.18, compared to the broader market-4.00-2.000.002.002.180.92
The chart of Sortino ratio for EBAY, currently valued at 2.83, compared to the broader market-4.00-2.000.002.004.002.831.27
The chart of Omega ratio for EBAY, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.17
The chart of Calmar ratio for EBAY, currently valued at 1.14, compared to the broader market0.002.004.006.001.141.18
The chart of Martin ratio for EBAY, currently valued at 14.26, compared to the broader market0.0010.0020.0014.262.71
EBAY
MSFT

The current EBAY Sharpe Ratio is 2.18, which is higher than the MSFT Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of EBAY 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.18
0.92
EBAY
MSFT

Dividends

EBAY vs. MSFT - Dividend Comparison

EBAY's dividend yield for the trailing twelve months is around 1.68%, more than MSFT's 0.70% yield.


TTM20232022202120202019201820172016201520142013
EBAY
eBay Inc.
1.68%2.29%2.12%1.08%1.27%1.55%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

EBAY vs. MSFT - Drawdown Comparison

The maximum EBAY drawdown since its inception was -82.56%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for EBAY and MSFT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.22%
-6.10%
EBAY
MSFT

Volatility

EBAY vs. MSFT - Volatility Comparison

eBay Inc. (EBAY) has a higher volatility of 6.21% compared to Microsoft Corporation (MSFT) at 5.78%. This indicates that EBAY'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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.21%
5.78%
EBAY
MSFT

Financials

EBAY vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between eBay 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
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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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