KWHIY vs. MSFT
KWHIY (Kawasaki Heavy Industries Ltd ADR) and MSFT (Microsoft Corporation) are both stocks. KWHIY operates in Specialty Industrial Machinery (Industrials), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, KWHIY returned 12.85%/yr vs 23.40%/yr for MSFT. At a 0.14 correlation, their price movements are largely independent.
Performance
KWHIY vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, KWHIY achieves a 32.53% return, which is significantly higher than MSFT's -20.02% return. Over the past 10 years, KWHIY has underperformed MSFT with an annualized return of 12.85%, while MSFT has yielded a comparatively higher 23.40% annualized return.
KWHIY
- 1D
- 2.32%
- 1M
- -2.93%
- 6M
- 7.74%
- YTD
- 32.53%
- 1Y
- 30.17%
- 3Y*
- 52.64%
- 5Y*
- 32.72%
- 10Y*
- 12.85%
MSFT
- 1D
- 0.19%
- 1M
- -1.44%
- 6M
- -19.29%
- YTD
- -20.02%
- 1Y
- -22.88%
- 3Y*
- 5.84%
- 5Y*
- 7.62%
- 10Y*
- 23.40%
KWHIY vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KWHIY Kawasaki Heavy Industries Ltd ADR | 32.53% | 44.36% | 113.86% | -5.41% | 24.97% | -17.66% | 4.24% | 1.23% | -39.85% | 14.23% |
MSFT Microsoft Corporation | -20.02% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between KWHIY and MSFT is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.14 |
The correlation between KWHIY and MSFT shifts across timeframes, from -0.04 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
Fundamentals
KWHIY:
$14.62B
MSFT:
$2.86T
KWHIY:
¥52.66
MSFT:
$16.79
KWHIY:
21.49
MSFT:
22.93
KWHIY:
0.23
MSFT:
1.60
KWHIY:
1.01
MSFT:
9.02
KWHIY:
2.68
MSFT:
6.92
KWHIY:
¥2.34T
MSFT:
$318.27B
KWHIY:
¥461.47B
MSFT:
$217.41B
KWHIY:
¥239.54B
MSFT:
$200.96B
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Return for Risk
KWHIY vs. MSFT — Risk / Return Rank
KWHIY
MSFT
KWHIY vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kawasaki Heavy Industries Ltd ADR (KWHIY) 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.
| KWHIY | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.86 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | -0.66 | +1.50 |
| Martin ratioReturn relative to average drawdown | 1.67 | -1.24 | +2.91 |
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Drawdowns
KWHIY vs. MSFT - Drawdown Comparison
The maximum KWHIY drawdown since its inception was -71.68%, roughly equal to the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for KWHIY and MSFT.
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Drawdown Indicators
| KWHIY | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.68% | -69.38% | -2.30% |
Max Drawdown (1Y)Largest decline over 1 year | -30.26% | -34.50% | +4.24% |
Max Drawdown (3Y)Largest decline over 3 years | -38.76% | -34.50% | -4.26% |
Max Drawdown (5Y)Largest decline over 5 years | -38.76% | -37.15% | -1.61% |
Max Drawdown (10Y)Largest decline over 10 years | -71.68% | -37.15% | -34.53% |
Current DrawdownCurrent decline from peak | -26.93% | -28.51% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -33.31% | -21.80% | -11.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.34% | 18.28% | -2.94% |
Volatility
KWHIY vs. MSFT - Volatility Comparison
Kawasaki Heavy Industries Ltd ADR (KWHIY) has a higher volatility of 18.57% compared to Microsoft Corporation (MSFT) at 10.57%. This indicates that KWHIY'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.
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Volatility by Period
| KWHIY | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.57% | 10.57% | +8.00% |
Volatility (6M)Calculated over the trailing 6-month period | 43.13% | 24.20% | +18.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.77% | 27.08% | +26.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.35% | 27.00% | +22.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.20% | 27.16% | +17.04% |
Dividends
KWHIY vs. MSFT - Dividend Comparison
KWHIY has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.92%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KWHIY Kawasaki Heavy Industries Ltd ADR | 0.00% | 0.84% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.50% | 3.33% | 0.00% |
MSFT Microsoft Corporation | 0.92% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Financials
KWHIY vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Kawasaki Heavy Industries Ltd ADR 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
KWHIY vs. MSFT - Profitability Comparison
KWHIY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Kawasaki Heavy Industries Ltd ADR reported a gross profit of 156.76B and revenue of 763.64B. Therefore, the gross margin over that period was 20.5%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.
KWHIY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Kawasaki Heavy Industries Ltd ADR reported an operating income of 59.74B and revenue of 763.64B, resulting in an operating margin of 7.8%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
KWHIY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Kawasaki Heavy Industries Ltd ADR reported a net income of 43.08B and revenue of 763.64B, resulting in a net margin of 5.6%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.
Frequently Asked Questions
KWHIY and MSFT have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KWHIY has higher volatility (18.57%) compared to MSFT (10.57%). In terms of maximum drawdown, KWHIY dropped -71.68% vs MSFT's -69.38%.
KWHIY currently has the higher Sharpe Ratio (0.48 vs -0.84), 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.
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