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

Correlation

The correlation between MPNGY and MSFT is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

MPNGY vs. MSFT - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2025February
43.87%
3.59%
MPNGY
MSFT

Key characteristics

Sharpe Ratio

MPNGY:

2.32

MSFT:

0.14

Sortino Ratio

MPNGY:

2.94

MSFT:

0.32

Omega Ratio

MPNGY:

1.37

MSFT:

1.04

Calmar Ratio

MPNGY:

1.58

MSFT:

0.19

Martin Ratio

MPNGY:

9.05

MSFT:

0.40

Ulcer Index

MPNGY:

15.10%

MSFT:

7.30%

Daily Std Dev

MPNGY:

58.89%

MSFT:

21.36%

Max Drawdown

MPNGY:

-86.40%

MSFT:

-69.39%

Current Drawdown

MPNGY:

-66.62%

MSFT:

-11.47%

Fundamentals

Market Cap

MPNGY:

$116.31B

MSFT:

$3.07T

EPS

MPNGY:

$0.97

MSFT:

$12.45

PE Ratio

MPNGY:

40.06

MSFT:

33.12

PEG Ratio

MPNGY:

0.77

MSFT:

2.17

Total Revenue (TTM)

MPNGY:

$155.53B

MSFT:

$261.80B

Gross Profit (TTM)

MPNGY:

$59.59B

MSFT:

$181.72B

EBITDA (TTM)

MPNGY:

$17.31B

MSFT:

$142.93B

Returns By Period

In the year-to-date period, MPNGY achieves a 0.13% return, which is significantly higher than MSFT's -2.17% return.


MPNGY

YTD

0.13%

1M

-2.12%

6M

43.87%

1Y

132.31%

5Y*

8.37%

10Y*

N/A

MSFT

YTD

-2.17%

1M

-2.59%

6M

3.59%

1Y

2.42%

5Y*

18.69%

10Y*

27.55%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MPNGY vs. MSFT — Risk-Adjusted Performance Rank

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

MPNGY
The Risk-Adjusted Performance Rank of MPNGY is 9191
Overall Rank
The Sharpe Ratio Rank of MPNGY is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of MPNGY is 9191
Sortino Ratio Rank
The Omega Ratio Rank of MPNGY is 8989
Omega Ratio Rank
The Calmar Ratio Rank of MPNGY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of MPNGY is 9090
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 4848
Overall Rank
The Sharpe Ratio Rank of MSFT is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 4141
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 4141
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 5656
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 5151
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.

MPNGY vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Meituan ADR (MPNGY) 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.


Sharpe ratio
The chart of Sharpe ratio for MPNGY, currently valued at 2.32, compared to the broader market-2.000.002.004.002.320.14
The chart of Sortino ratio for MPNGY, currently valued at 2.94, compared to the broader market-4.00-2.000.002.004.002.940.32
The chart of Omega ratio for MPNGY, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.04
The chart of Calmar ratio for MPNGY, currently valued at 1.58, compared to the broader market0.002.004.006.001.580.19
The chart of Martin ratio for MPNGY, currently valued at 9.05, compared to the broader market-10.000.0010.0020.009.050.40
MPNGY
MSFT

The current MPNGY Sharpe Ratio is 2.32, which is higher than the MSFT Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of MPNGY 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
2.32
0.14
MPNGY
MSFT

Dividends

MPNGY vs. MSFT - Dividend Comparison

MPNGY has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.75%.


TTM20242023202220212020201920182017201620152014
MPNGY
Meituan ADR
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
0.75%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

MPNGY vs. MSFT - Drawdown Comparison

The maximum MPNGY drawdown since its inception was -86.40%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for MPNGY and MSFT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-66.62%
-11.47%
MPNGY
MSFT

Volatility

MPNGY vs. MSFT - Volatility Comparison

Meituan ADR (MPNGY) has a higher volatility of 13.42% compared to Microsoft Corporation (MSFT) at 9.54%. This indicates that MPNGY'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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
13.42%
9.54%
MPNGY
MSFT

Financials

MPNGY vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Meituan 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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