MSF.DE vs. MSFT

In the year-to-date period, MSF.DE achieves a 16.71% return, which is significantly higher than MSFT's 11.17% return. Over the past 10 years, MSF.DE has outperformed MSFT with an annualized return of 28.01%, while MSFT has yielded a comparatively lower 26.06% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSF.DE) 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 current MSF.DE Sharpe Ratio is 0.68, which is comparable to the MSFT Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of MSF.DE 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.

MSF.DE's dividend yield for the trailing twelve months is around 0.53%, less than MSFT's 0.54% yield.

The maximum MSF.DE drawdown since its inception was -75.25%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for MSF.DE and MSFT. For additional features, visit the drawdowns tool.

Microsoft Corporation (MSF.DE) has a higher volatility of 8.85% compared to Microsoft Corporation (MSFT) at 8.27%. This indicates that MSF.DE'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.

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