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

Correlation

The correlation between LVMUY 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.


-0.50.00.51.0
Correlation: 0.7

Performance

LVMUY vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

2,000.00%2,200.00%2,400.00%2,600.00%2,800.00%3,000.00%NovemberDecember2025FebruaryMarchApril
2,222.64%
2,277.52%
LVMUY
MSFT

Key characteristics

Sharpe Ratio

LVMUY:

-0.88

MSFT:

-0.11

Sortino Ratio

LVMUY:

-1.27

MSFT:

0.02

Omega Ratio

LVMUY:

0.85

MSFT:

1.00

Calmar Ratio

LVMUY:

-0.68

MSFT:

-0.11

Martin Ratio

LVMUY:

-1.60

MSFT:

-0.26

Ulcer Index

LVMUY:

19.22%

MSFT:

10.46%

Daily Std Dev

LVMUY:

35.07%

MSFT:

24.94%

Max Drawdown

LVMUY:

-80.90%

MSFT:

-69.39%

Current Drawdown

LVMUY:

-40.32%

MSFT:

-16.68%

Fundamentals

Market Cap

LVMUY:

$278.84B

MSFT:

$2.78T

EPS

LVMUY:

$5.75

MSFT:

$12.65

PE Ratio

LVMUY:

19.45

MSFT:

29.60

PEG Ratio

LVMUY:

2.99

MSFT:

1.66

PS Ratio

LVMUY:

3.29

MSFT:

10.63

PB Ratio

LVMUY:

3.61

MSFT:

9.19

Total Revenue (TTM)

LVMUY:

$84.68B

MSFT:

$199.94B

Gross Profit (TTM)

LVMUY:

$56.77B

MSFT:

$138.36B

EBITDA (TTM)

LVMUY:

$22.30B

MSFT:

$109.35B

Returns By Period

In the year-to-date period, LVMUY achieves a -11.28% return, which is significantly lower than MSFT's -7.93% return. Over the past 10 years, LVMUY has underperformed MSFT with an annualized return of 14.69%, while MSFT has yielded a comparatively higher 25.11% annualized return.


LVMUY

YTD

-11.28%

1M

-10.20%

6M

-13.80%

1Y

-31.80%

5Y*

10.76%

10Y*

14.69%

MSFT

YTD

-7.93%

1M

-1.99%

6M

-8.45%

1Y

-4.60%

5Y*

18.37%

10Y*

25.11%

*Annualized

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Risk-Adjusted Performance

LVMUY vs. MSFT — Risk-Adjusted Performance Rank

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

LVMUY
The Risk-Adjusted Performance Rank of LVMUY is 99
Overall Rank
The Sharpe Ratio Rank of LVMUY is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of LVMUY is 99
Sortino Ratio Rank
The Omega Ratio Rank of LVMUY is 1111
Omega Ratio Rank
The Calmar Ratio Rank of LVMUY is 1010
Calmar Ratio Rank
The Martin Ratio Rank of LVMUY is 66
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 4343
Overall Rank
The Sharpe Ratio Rank of MSFT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 3838
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 3939
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 4545
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 4747
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.

LVMUY vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) 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 LVMUY, currently valued at -0.88, compared to the broader market-2.00-1.000.001.002.003.00
LVMUY: -0.88
MSFT: -0.11
The chart of Sortino ratio for LVMUY, currently valued at -1.27, compared to the broader market-6.00-4.00-2.000.002.004.00
LVMUY: -1.27
MSFT: 0.02
The chart of Omega ratio for LVMUY, currently valued at 0.85, compared to the broader market0.501.001.502.00
LVMUY: 0.85
MSFT: 1.00
The chart of Calmar ratio for LVMUY, currently valued at -0.68, compared to the broader market0.001.002.003.004.005.00
LVMUY: -0.68
MSFT: -0.11
The chart of Martin ratio for LVMUY, currently valued at -1.60, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
LVMUY: -1.60
MSFT: -0.26

The current LVMUY Sharpe Ratio is -0.88, which is lower than the MSFT Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of LVMUY 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
-0.88
-0.11
LVMUY
MSFT

Dividends

LVMUY vs. MSFT - Dividend Comparison

LVMUY's dividend yield for the trailing twelve months is around 2.45%, more than MSFT's 0.82% yield.


TTM20242023202220212020201920182017201620152014
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.45%2.14%1.65%1.78%0.99%1.64%1.49%2.21%1.60%2.10%12.91%2.40%
MSFT
Microsoft Corporation
0.82%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

LVMUY vs. MSFT - Drawdown Comparison

The maximum LVMUY drawdown since its inception was -80.90%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for LVMUY and MSFT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-40.32%
-16.68%
LVMUY
MSFT

Volatility

LVMUY vs. MSFT - Volatility Comparison

LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) has a higher volatility of 16.13% compared to Microsoft Corporation (MSFT) at 13.68%. This indicates that LVMUY'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.13%
13.68%
LVMUY
MSFT

Financials

LVMUY vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between LVMH Moët Hennessy - Louis Vuitton, Société Européenne 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