ELLO vs. MSFT

Last updated Jun 10, 2026

ELLO (Ellomay Capital Ltd.) and MSFT (Microsoft Corporation) are both stocks. ELLO operates in Utilities - Renewable (Utilities), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, ELLO returned 9.97%/yr vs 23.62%/yr for MSFT. At a 0.07 correlation, their price movements are largely independent.

Performance

ELLO vs. MSFT - Performance Comparison

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

Returns By Period

In the year-to-date period, ELLO achieves a -20.08% return, which is significantly higher than MSFT's -23.71% return. Over the past 10 years, ELLO has underperformed MSFT with an annualized return of 9.97%, while MSFT has yielded a comparatively higher 23.62% annualized return.

ELLO

• 1D: -1.77%
• 1M: -12.52%
• YTD: -20.08%
• 6M: -10.87%
• 1Y: 26.91%
• 3Y*: 3.33%
• 5Y*: -8.80%
• 10Y*: 9.97%

MSFT

• 1D: -3.18%
• 1M: -12.24%
• YTD: -23.71%
• 6M: -23.91%
• 1Y: -22.44%
• 3Y*: 3.92%
• 5Y*: 7.61%
• 10Y*: 23.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ELLO vs. MSFT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ELLO Ellomay Capital Ltd.	-20.08%	49.54%	8.70%	0.27%	-47.50%	-15.51%	82.20%	135.93%	-13.11%	11.24%
MSFT Microsoft Corporation	-23.71%	15.58%	12.93%	58.19%	-28.02%	52.48%	42.53%	57.56%	20.80%	40.73%

Correlation

The correlation between ELLO and MSFT is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.10
Correlation (10Y) Calculated over the trailing 10-year period	0.10
Correlation (All Time) Calculated using the full available price history since Oct 9, 1995	0.07

Fundamentals

Market Cap ELLO : $290.06M MSFT : $2.73T
EPS ELLO : NIS 10.08 MSFT : $16.79
PE Ratio ELLO : 2.09 MSFT : 21.88
PEG Ratio ELLO : 0.00 MSFT : 1.53
PB Ratio ELLO : 0.65 MSFT : 6.60
Total Revenue (TTM) ELLO : NIS 0.00 MSFT : $318.27B
Gross Profit (TTM) ELLO : NIS 0.00 MSFT : $217.41B
EBITDA (TTM) ELLO : NIS 149.71M MSFT : $200.96B

Return for Risk

ELLO vs. MSFT — Risk / Return Rank

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

ELLO

ELLO Risk / Return Rank: 76
ELLO Sharpe Ratio Rank: 77
ELLO Sortino Ratio Rank: 77
ELLO Omega Ratio Rank: 73
ELLO Calmar Ratio Rank: 76
ELLO Martin Ratio Rank: 78

MSFT

MSFT Risk / Return Rank: 11
MSFT Sharpe Ratio Rank: 8
MSFT Sortino Ratio Rank: 10
MSFT Omega Ratio Rank: 10
MSFT Calmar Ratio Rank: 17
MSFT Martin Ratio Rank: 10

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ELLO vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ellomay Capital Ltd. (ELLO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ELLO	MSFT	Difference
Sharpe ratio: Return per unit of total volatility	0.56	-0.87	+1.42
Sortino ratio: Return per unit of downside risk	1.21	-1.10	+2.31
Omega ratio: Gain probability vs. loss probability	1.14	0.86	+0.28
Calmar ratio: Return relative to maximum drawdown	0.78	-0.66	+1.44
Martin ratio: Return relative to average drawdown	2.25	-1.32	+3.57

ELLO vs. MSFT - Sharpe Ratio Comparison

The current ELLO Sharpe Ratio is 0.56, which is higher than the MSFT Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of ELLO and MSFT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ELLO vs. MSFT - Drawdown Comparison

The maximum ELLO drawdown since its inception was -99.05%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for ELLO and MSFT.

Drawdown Indicators

	ELLO	MSFT	Difference
Max Drawdown Largest peak-to-trough decline	-99.05%	-69.38%	-29.67%
Max Drawdown (1Y) Largest decline over 1 year	-34.81%	-33.91%	-0.90%
Max Drawdown (3Y) Largest decline over 3 years	-43.61%	-33.91%	-9.70%
Max Drawdown (5Y) Largest decline over 5 years	-70.93%	-37.15%	-33.78%
Max Drawdown (10Y) Largest decline over 10 years	-73.36%	-37.15%	-36.21%
Current Drawdown Current decline from peak	-89.46%	-31.80%	-57.66%
Average Drawdown Average peak-to-trough decline	-85.02%	-21.79%	-63.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.01%	16.97%	-4.96%

Volatility

ELLO vs. MSFT - Volatility Comparison

Ellomay Capital Ltd. (ELLO) has a higher volatility of 15.28% compared to Microsoft Corporation (MSFT) at 11.08%. This indicates that ELLO'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.

Volatility by Period

	ELLO	MSFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.28%	11.08%	+4.20%
Volatility (6M) Calculated over the trailing 6-month period	35.47%	22.93%	+12.54%
Volatility (1Y) Calculated over the trailing 1-year period	48.68%	26.01%	+22.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.34%	26.78%	+22.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.63%	27.11%	+22.52%

Dividends

ELLO vs. MSFT - Dividend Comparison

ELLO has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.97%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ELLO Ellomay Capital Ltd.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	2.78%	0.00%
MSFT Microsoft Corporation	0.97%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%

Financials

Frequently Asked Questions

Can I hold both ELLO and MSFT in my portfolio?

ELLO and MSFT have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ELLO or MSFT?

ELLO has higher volatility (15.28%) compared to MSFT (11.08%). In terms of maximum drawdown, ELLO dropped -99.05% vs MSFT's -69.38%.

Which has better risk-adjusted returns?

ELLO currently has the higher Sharpe Ratio (0.56 vs -0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.