GOOG vs. MSFT
Compare and contrast key facts about Alphabet Inc. (GOOG) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GOOG or MSFT.
Key characteristics
| GOOG | MSFT | |
|---|---|---|
| YTD Return | 13.47% | 8.59% |
| 1Y Return | 49.77% | 45.83% |
| 3Y Return (Ann) | 11.40% | 17.05% |
| 5Y Return (Ann) | 20.47% | 27.16% |
| 10Y Return (Ann) | 20.09% | 28.34% |
| Sharpe Ratio | 1.89 | 1.99 |
| Daily Std Dev | 27.01% | 22.06% |
| Max Drawdown | -44.60% | -69.41% |
| Current Drawdown | -0.54% | -5.08% |
Fundamentals
| GOOG | MSFT | |
|---|---|---|
| Market Cap | $1.93T | $2.97T |
| EPS | $5.79 | $11.06 |
| PE Ratio | 26.89 | 36.09 |
| PEG Ratio | 1.66 | 2.05 |
| Revenue (TTM) | $307.39B | $227.58B |
| Gross Profit (TTM) | $156.63B | $135.62B |
| EBITDA (TTM) | $100.17B | $118.43B |
Correlation
The correlation between GOOG and MSFT is 0.69, 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
GOOG vs. MSFT - Performance Comparison
In the year-to-date period, GOOG achieves a 13.47% return, which is significantly higher than MSFT's 8.59% return. Over the past 10 years, GOOG has underperformed MSFT with an annualized return of 20.09%, while MSFT has yielded a comparatively higher 28.34% 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
GOOG vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. (GOOG) 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
GOOG vs. MSFT - Dividend Comparison
GOOG has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.70%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet 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 | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
GOOG vs. MSFT - Drawdown Comparison
The maximum GOOG drawdown since its inception was -44.60%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for GOOG and MSFT. For additional features, visit the drawdowns tool.
Volatility
GOOG vs. MSFT - Volatility Comparison
Alphabet Inc. (GOOG) has a higher volatility of 5.98% compared to Microsoft Corporation (MSFT) at 4.83%. This indicates that GOOG'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.
Financials
GOOG vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Alphabet 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