MA vs. MSFT
Compare and contrast key facts about Mastercard Inc (MA) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MA or MSFT.
Performance
MA vs. MSFT - Performance Comparison
Returns By Period
In the year-to-date period, MA achieves a 23.07% return, which is significantly higher than MSFT's 10.96% return. Over the past 10 years, MA has underperformed MSFT with an annualized return of 20.84%, while MSFT has yielded a comparatively higher 25.82% annualized return.
MA
23.07%
1.52%
13.71%
32.19%
13.86%
20.84%
MSFT
10.96%
-0.27%
-1.06%
10.93%
23.75%
25.82%
Fundamentals
| MA | MSFT | |
|---|---|---|
| Market Cap | $486.56B | $3.15T |
| EPS | $13.23 | $12.12 |
| PE Ratio | 40.00 | 34.90 |
| PEG Ratio | 1.96 | 2.21 |
| Total Revenue (TTM) | $27.23B | $254.19B |
| Gross Profit (TTM) | $25.03B | $176.28B |
| EBITDA (TTM) | $15.99B | $139.70B |
Key characteristics
| MA | MSFT | |
|---|---|---|
| Sharpe Ratio | 2.05 | 0.65 |
| Sortino Ratio | 2.72 | 0.96 |
| Omega Ratio | 1.38 | 1.13 |
| Calmar Ratio | 2.73 | 0.83 |
| Martin Ratio | 6.80 | 2.01 |
| Ulcer Index | 4.75% | 6.40% |
| Daily Std Dev | 15.72% | 19.77% |
| Max Drawdown | -62.67% | -69.41% |
| Current Drawdown | -1.55% | -11.08% |
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Correlation
The correlation between MA and MSFT is 0.49, 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.
Risk-Adjusted Performance
MA vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mastercard Inc (MA) 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
MA vs. MSFT - Dividend Comparison
MA's dividend yield for the trailing twelve months is around 0.51%, less than MSFT's 0.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MA Mastercard Inc | 0.51% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
MSFT Microsoft Corporation | 0.54% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
MA vs. MSFT - Drawdown Comparison
The maximum MA drawdown since its inception was -62.67%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for MA and MSFT. For additional features, visit the drawdowns tool.
Volatility
MA vs. MSFT - Volatility Comparison
The current volatility for Mastercard Inc (MA) is 5.49%, while Microsoft Corporation (MSFT) has a volatility of 8.28%. This indicates that MA experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MA vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Mastercard 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