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

Correlation

The correlation between EPAM and MSFT is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

EPAM vs. MSFT - Performance Comparison

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

1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%NovemberDecember2025FebruaryMarchApril
1,036.57%
1,522.91%
EPAM
MSFT

Key characteristics

Sharpe Ratio

EPAM:

-0.74

MSFT:

-0.13

Sortino Ratio

EPAM:

-0.81

MSFT:

-0.01

Omega Ratio

EPAM:

0.87

MSFT:

1.00

Calmar Ratio

EPAM:

-0.45

MSFT:

-0.13

Martin Ratio

EPAM:

-1.61

MSFT:

-0.30

Ulcer Index

EPAM:

22.17%

MSFT:

10.51%

Daily Std Dev

EPAM:

48.45%

MSFT:

24.96%

Max Drawdown

EPAM:

-80.02%

MSFT:

-69.39%

Current Drawdown

EPAM:

-77.82%

MSFT:

-15.70%

Fundamentals

Market Cap

EPAM:

$8.95B

MSFT:

$2.88T

EPS

EPAM:

$7.84

MSFT:

$12.39

PE Ratio

EPAM:

20.16

MSFT:

31.26

PEG Ratio

EPAM:

1.43

MSFT:

1.66

PS Ratio

EPAM:

1.89

MSFT:

11.00

PB Ratio

EPAM:

2.47

MSFT:

9.19

Total Revenue (TTM)

EPAM:

$3.56B

MSFT:

$199.94B

Gross Profit (TTM)

EPAM:

$1.10B

MSFT:

$138.36B

EBITDA (TTM)

EPAM:

$533.49M

MSFT:

$109.35B

Returns By Period

In the year-to-date period, EPAM achieves a -31.95% return, which is significantly lower than MSFT's -6.85% return. Over the past 10 years, EPAM has underperformed MSFT with an annualized return of 9.07%, while MSFT has yielded a comparatively higher 24.96% annualized return.


EPAM

YTD

-31.95%

1M

-10.06%

6M

-16.92%

1Y

-32.90%

5Y*

-4.77%

10Y*

9.07%

MSFT

YTD

-6.85%

1M

0.48%

6M

-8.11%

1Y

-1.05%

5Y*

18.64%

10Y*

24.96%

*Annualized

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Risk-Adjusted Performance

EPAM vs. MSFT — Risk-Adjusted Performance Rank

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

EPAM
The Risk-Adjusted Performance Rank of EPAM is 1414
Overall Rank
The Sharpe Ratio Rank of EPAM is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of EPAM is 1717
Sortino Ratio Rank
The Omega Ratio Rank of EPAM is 1313
Omega Ratio Rank
The Calmar Ratio Rank of EPAM is 2323
Calmar Ratio Rank
The Martin Ratio Rank of EPAM is 55
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 4141
Overall Rank
The Sharpe Ratio Rank of MSFT is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 3737
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 3737
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 4343
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 4545
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.

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.


The chart of Sharpe ratio for EPAM, currently valued at -0.74, compared to the broader market-2.00-1.000.001.002.003.00
EPAM: -0.74
MSFT: -0.13
The chart of Sortino ratio for EPAM, currently valued at -0.81, compared to the broader market-6.00-4.00-2.000.002.004.00
EPAM: -0.81
MSFT: -0.01
The chart of Omega ratio for EPAM, currently valued at 0.87, compared to the broader market0.501.001.502.00
EPAM: 0.87
MSFT: 1.00
The chart of Calmar ratio for EPAM, currently valued at -0.45, compared to the broader market0.001.002.003.004.005.00
EPAM: -0.45
MSFT: -0.13
The chart of Martin ratio for EPAM, currently valued at -1.61, compared to the broader market-5.000.005.0010.0015.0020.00
EPAM: -1.61
MSFT: -0.30

The current EPAM Sharpe Ratio is -0.74, which is lower than the MSFT Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of EPAM 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-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.74
-0.13
EPAM
MSFT

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 0.81%.


TTM20242023202220212020201920182017201620152014
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
0.81%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

EPAM vs. MSFT - Drawdown Comparison

The maximum EPAM drawdown since its inception was -80.02%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for EPAM and MSFT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-77.82%
-15.70%
EPAM
MSFT

Volatility

EPAM vs. MSFT - Volatility Comparison

EPAM Systems, Inc. (EPAM) has a higher volatility of 19.25% compared to Microsoft Corporation (MSFT) at 13.68%. This indicates that EPAM'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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.25%
13.68%
EPAM
MSFT

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items