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

Correlation

The correlation between FRHC and MSFT is 0.47, 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

FRHC vs. MSFT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FRHC:

3.77

MSFT:

0.39

Sortino Ratio

FRHC:

4.19

MSFT:

0.70

Omega Ratio

FRHC:

1.56

MSFT:

1.09

Calmar Ratio

FRHC:

5.16

MSFT:

0.39

Martin Ratio

FRHC:

18.95

MSFT:

0.87

Ulcer Index

FRHC:

8.03%

MSFT:

10.69%

Daily Std Dev

FRHC:

38.05%

MSFT:

25.74%

Max Drawdown

FRHC:

-45.93%

MSFT:

-69.39%

Current Drawdown

FRHC:

0.00%

MSFT:

-1.11%

Fundamentals

Market Cap

FRHC:

$10.67B

MSFT:

$3.38T

EPS

FRHC:

$5.37

MSFT:

$12.95

PE Ratio

FRHC:

32.77

MSFT:

35.08

PS Ratio

FRHC:

6.76

MSFT:

12.50

PB Ratio

FRHC:

8.47

MSFT:

10.49

Total Revenue (TTM)

FRHC:

$1.60B

MSFT:

$270.01B

Gross Profit (TTM)

FRHC:

$1.23B

MSFT:

$186.51B

EBITDA (TTM)

FRHC:

$420.02M

MSFT:

$150.06B

Returns By Period

In the year-to-date period, FRHC achieves a 37.94% return, which is significantly higher than MSFT's 9.28% return.


FRHC

YTD

37.94%

1M

39.70%

6M

55.12%

1Y

141.86%

3Y*

64.55%

5Y*

61.68%

10Y*

N/A

MSFT

YTD

9.28%

1M

25.00%

6M

11.02%

1Y

10.04%

3Y*

23.05%

5Y*

20.87%

10Y*

27.42%

*Annualized

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Freedom Holding Corp.

Microsoft Corporation

Risk-Adjusted Performance

FRHC vs. MSFT — Risk-Adjusted Performance Rank

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

FRHC
The Risk-Adjusted Performance Rank of FRHC is 9898
Overall Rank
The Sharpe Ratio Rank of FRHC is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of FRHC is 9898
Sortino Ratio Rank
The Omega Ratio Rank of FRHC is 9797
Omega Ratio Rank
The Calmar Ratio Rank of FRHC is 9999
Calmar Ratio Rank
The Martin Ratio Rank of FRHC is 9999
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 6262
Overall Rank
The Sharpe Ratio Rank of MSFT is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 5757
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 5656
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 6868
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 6262
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.

FRHC vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Freedom Holding Corp. (FRHC) 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 current FRHC Sharpe Ratio is 3.77, which is higher than the MSFT Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of FRHC 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.


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Dividends

FRHC vs. MSFT - Dividend Comparison

FRHC has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.71%.


TTM20242023202220212020201920182017201620152014
FRHC
Freedom Holding Corp.
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
0.71%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

FRHC vs. MSFT - Drawdown Comparison

The maximum FRHC drawdown since its inception was -45.93%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for FRHC and MSFT. For additional features, visit the drawdowns tool.


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Volatility

FRHC vs. MSFT - Volatility Comparison

Freedom Holding Corp. (FRHC) and Microsoft Corporation (MSFT) have volatilities of 8.34% and 8.73%, 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.


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Financials

FRHC vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Freedom Holding Corp. 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


0.0020.00B40.00B60.00B80.00B20212022202320242025
655.19M
70.07B
(FRHC) Total Revenue
(MSFT) Total Revenue
Values in USD except per share items

FRHC vs. MSFT - Profitability Comparison

The chart below illustrates the profitability comparison between Freedom Holding Corp. and Microsoft Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
98.3%
68.7%
(FRHC) Gross Margin
(MSFT) Gross Margin
FRHC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Freedom Holding Corp. reported a gross profit of 644.24M and revenue of 655.19M. Therefore, the gross margin over that period was 98.3%.

MSFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported a gross profit of 48.15B and revenue of 70.07B. Therefore, the gross margin over that period was 68.7%.

FRHC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Freedom Holding Corp. reported an operating income of 570.80M and revenue of 655.19M, resulting in an operating margin of 87.1%.

MSFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported an operating income of 32.00B and revenue of 70.07B, resulting in an operating margin of 45.7%.

FRHC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Freedom Holding Corp. reported a net income of 78.28M and revenue of 655.19M, resulting in a net margin of 12.0%.

MSFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported a net income of 25.82B and revenue of 70.07B, resulting in a net margin of 36.9%.