EPAM vs. MSFT
Compare and contrast key facts about EPAM Systems, Inc. (EPAM) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPAM or MSFT.
Key characteristics
| EPAM | MSFT | |
|---|---|---|
| YTD Return | -20.88% | 3.73% |
| 1Y Return | -15.68% | 28.46% |
| 3Y Return (Ann) | -19.95% | 16.63% |
| 5Y Return (Ann) | 6.10% | 26.58% |
| 10Y Return (Ann) | 21.86% | 27.82% |
| Sharpe Ratio | -0.41 | 1.32 |
| Daily Std Dev | 40.61% | 20.98% |
| Max Drawdown | -75.64% | -69.41% |
| Current Drawdown | -67.21% | -9.33% |
Fundamentals
| EPAM | MSFT | |
|---|---|---|
| Market Cap | $13.77B | $3.02T |
| EPS | $7.06 | $11.54 |
| PE Ratio | 33.68 | 35.21 |
| PEG Ratio | 1.33 | 2.02 |
| Revenue (TTM) | $4.69B | $236.58B |
| Gross Profit (TTM) | $1.56B | $135.62B |
| EBITDA (TTM) | $675.45M | $126.13B |
Correlation
The correlation between EPAM and MSFT is 0.45, 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.
Performance
EPAM vs. MSFT - Performance Comparison
In the year-to-date period, EPAM achieves a -20.88% return, which is significantly lower than MSFT's 3.73% return. Over the past 10 years, EPAM has underperformed MSFT with an annualized return of 21.86%, while MSFT has yielded a comparatively higher 27.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EPAM vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EPAM Systems, Inc. (EPAM) 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
EPAM vs. MSFT - Dividend Comparison
EPAM has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.73%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPAM EPAM Systems, 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% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
EPAM vs. MSFT - Drawdown Comparison
The maximum EPAM drawdown since its inception was -75.64%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for EPAM and MSFT. For additional features, visit the drawdowns tool.
Volatility
EPAM vs. MSFT - Volatility Comparison
EPAM Systems, Inc. (EPAM) and Microsoft Corporation (MSFT) have volatilities of 6.28% and 6.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EPAM vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between EPAM Systems, 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