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MSF.DE vs. APC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MSF.DE vs. APC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Microsoft Corporation (MSF.DE) and Apple Inc (APC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSF.DE achieves a -10.65% return, which is significantly lower than APC.DE's 15.58% return. Over the past 10 years, MSF.DE has underperformed APC.DE with an annualized return of 24.50%, while APC.DE has yielded a comparatively higher 29.72% annualized return.


MSF.DE

1D
-3.68%
1M
4.02%
YTD
-10.65%
6M
-10.51%
1Y
-8.90%
3Y*
6.37%
5Y*
13.06%
10Y*
24.50%

APC.DE

1D
-0.09%
1M
13.40%
YTD
15.58%
6M
9.35%
1Y
51.15%
3Y*
17.34%
5Y*
21.70%
10Y*
29.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSF.DE vs. APC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSF.DE
Microsoft Corporation
-10.65%1.93%20.82%53.28%-25.50%66.54%29.95%61.98%25.81%21.87%
APC.DE
Apple Inc
15.58%-3.59%38.72%46.72%-23.85%44.53%71.56%91.21%-2.50%30.84%

Correlation

The correlation between MSF.DE and APC.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Oct 14, 1998

0.40

Over the past year, the correlation between MSF.DE and APC.DE has dropped to 0.11 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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Return for Risk

MSF.DE vs. APC.DE — Risk / Return Rank

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

MSF.DE
MSF.DE Risk / Return Rank: 2727
Overall Rank
MSF.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MSF.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
MSF.DE Omega Ratio Rank: 2323
Omega Ratio Rank
MSF.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
MSF.DE Martin Ratio Rank: 3131
Martin Ratio Rank

APC.DE
APC.DE Risk / Return Rank: 8787
Overall Rank
APC.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
APC.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
APC.DE Omega Ratio Rank: 8888
Omega Ratio Rank
APC.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
APC.DE Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MSF.DE vs. APC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSF.DE) and Apple Inc (APC.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.


MSF.DEAPC.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.61

Sortino ratioReturn per unit of downside risk

-3.46

Omega ratioGain probability vs. loss probability

0.96

1.40

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.27

3.59

-3.85

Martin ratioReturn relative to average drawdown

-0.53

8.83

-9.37

MSF.DE vs. APC.DE - Sharpe Ratio Comparison

The current MSF.DE Sharpe Ratio is -0.33, which is lower than the APC.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of MSF.DE and APC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MSF.DEAPC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

2.28

-2.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.83

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

1.10

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.65

-0.19

Drawdowns

MSF.DE vs. APC.DE - Drawdown Comparison

The maximum MSF.DE drawdown since its inception was -79.08%, smaller than the maximum APC.DE drawdown of -83.67%. Use the drawdown chart below to compare losses from any high point for MSF.DE and APC.DE.


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Drawdown Indicators


MSF.DEAPC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-79.08%

-83.67%

+4.59%

Max Drawdown (1Y)

Largest decline over 1 year

-33.02%

-14.20%

-18.82%

Max Drawdown (3Y)

Largest decline over 3 years

-33.02%

-33.92%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-33.02%

-33.92%

+0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.02%

-36.16%

+3.14%

Current Drawdown

Current decline from peak

-21.02%

-0.09%

-20.93%

Average Drawdown

Average peak-to-trough decline

-32.93%

-21.00%

-11.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.60%

5.78%

+10.82%

Volatility

MSF.DE vs. APC.DE - Volatility Comparison

Microsoft Corporation (MSF.DE) has a higher volatility of 11.01% compared to Apple Inc (APC.DE) at 4.98%. This indicates that MSF.DE's price experiences larger fluctuations and is considered to be riskier than APC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSF.DEAPC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.01%

4.98%

+6.03%

Volatility (6M)

Calculated over the trailing 6-month period

23.80%

15.56%

+8.24%

Volatility (1Y)

Calculated over the trailing 1-year period

26.60%

22.37%

+4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.29%

25.77%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.39%

26.87%

-2.48%

Dividends

MSF.DE vs. APC.DE - Dividend Comparison

MSF.DE's dividend yield for the trailing twelve months is around 0.72%, more than APC.DE's 0.29% yield.


PositionTTM20252024202320222021202020192018201720162015
APC.DE
Apple Inc
0.29%0.34%0.33%0.56%0.62%0.39%0.55%0.90%1.51%1.32%1.55%1.58%
MSF.DE
Microsoft Corporation
0.72%0.63%0.60%0.65%0.93%0.56%0.87%1.03%1.43%1.70%1.91%1.94%

Financials

MSF.DE vs. APC.DE - Financials Comparison

This section allows you to compare key financial metrics between Microsoft Corporation and Apple 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.


Quarterly
Annual

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


Values in EUR except per share items

Frequently Asked Questions


MSF.DE and APC.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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