MSF.DE vs. AMZ.DE
Compare and contrast key facts about Microsoft Corporation (MSF.DE) and Amazon.com Inc (AMZ.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSF.DE or AMZ.DE.
Performance
MSF.DE vs. AMZ.DE - Performance Comparison
Returns By Period
In the year-to-date period, MSF.DE achieves a 16.71% return, which is significantly lower than AMZ.DE's 38.65% return. Over the past 10 years, MSF.DE has underperformed AMZ.DE with an annualized return of 28.01%, while AMZ.DE has yielded a comparatively higher 30.26% annualized return.
MSF.DE
16.71%
2.44%
0.98%
16.33%
24.66%
28.01%
AMZ.DE
38.65%
10.15%
12.68%
44.84%
19.18%
30.26%
Fundamentals
| MSF.DE | AMZ.DE | |
|---|---|---|
| Market Cap | €2.94T | €2.02T |
| EPS | €11.30 | €4.45 |
| PE Ratio | 35.02 | 43.18 |
| PEG Ratio | 2.22 | 1.70 |
| Total Revenue (TTM) | €254.19B | €620.13B |
| Gross Profit (TTM) | €176.28B | €116.53B |
| EBITDA (TTM) | €139.95B | €112.39B |
Key characteristics
| MSF.DE | AMZ.DE | |
|---|---|---|
| Sharpe Ratio | 0.68 | 1.53 |
| Sortino Ratio | 1.00 | 2.09 |
| Omega Ratio | 1.14 | 1.30 |
| Calmar Ratio | 0.91 | 2.08 |
| Martin Ratio | 2.07 | 6.24 |
| Ulcer Index | 6.78% | 6.76% |
| Daily Std Dev | 20.71% | 27.78% |
| Max Drawdown | -75.25% | -93.91% |
| Current Drawdown | -8.16% | -4.57% |
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Correlation
The correlation between MSF.DE and AMZ.DE is 0.44, 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
MSF.DE vs. AMZ.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSF.DE) and Amazon.com Inc (AMZ.DE). 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
MSF.DE vs. AMZ.DE - Dividend Comparison
MSF.DE's dividend yield for the trailing twelve months is around 0.53%, while AMZ.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSF.DE Microsoft Corporation | 0.53% | 0.76% | 1.07% | 0.65% | 1.01% | 1.19% | 1.66% | 1.97% | 2.21% | 2.25% | 2.23% | 2.70% |
AMZ.DE Amazon.com 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% |
Drawdowns
MSF.DE vs. AMZ.DE - Drawdown Comparison
The maximum MSF.DE drawdown since its inception was -75.25%, smaller than the maximum AMZ.DE drawdown of -93.91%. Use the drawdown chart below to compare losses from any high point for MSF.DE and AMZ.DE. For additional features, visit the drawdowns tool.
Volatility
MSF.DE vs. AMZ.DE - Volatility Comparison
The current volatility for Microsoft Corporation (MSF.DE) is 8.85%, while Amazon.com Inc (AMZ.DE) has a volatility of 10.44%. This indicates that MSF.DE experiences smaller price fluctuations and is considered to be less risky than AMZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MSF.DE vs. AMZ.DE - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation and Amazon.com Inc. 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