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MSFT vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MSFTAAPL
YTD Return12.09%-10.82%
1Y Return51.21%7.23%
3Y Return (Ann)22.48%12.87%
5Y Return (Ann)30.30%30.32%
10Y Return (Ann)28.39%26.13%
Sharpe Ratio2.440.48
Daily Std Dev22.19%19.41%
Max Drawdown-69.41%-81.80%
Current Drawdown-2.01%-13.33%

Fundamentals


MSFTAAPL
Market Cap$3.19T$2.66T
EPS$11.05$6.42
PE Ratio38.8026.83
PEG Ratio2.172.12
Revenue (TTM)$227.58B$385.71B
Gross Profit (TTM)$135.62B$170.78B
EBITDA (TTM)$118.43B$130.11B

Correlation

0.45
-1.001.00

The correlation between MSFT and AAPL is 0.45, 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.

Performance

MSFT vs. AAPL - Performance Comparison

In the year-to-date period, MSFT achieves a 12.09% return, which is significantly higher than AAPL's -10.82% return. Over the past 10 years, MSFT has outperformed AAPL with an annualized return of 28.39%, while AAPL has yielded a comparatively lower 26.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200,000.00%300,000.00%400,000.00%500,000.00%600,000.00%700,000.00%OctoberNovemberDecember2024FebruaryMarch
698,770.43%
200,696.25%
MSFT
AAPL

Compare stocks, funds, or ETFs


Microsoft Corporation

Apple Inc.

Risk-Adjusted Performance

MSFT vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Apple Inc. (AAPL). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
MSFT
Microsoft Corporation
2.44
AAPL
Apple Inc.
0.48

MSFT vs. AAPL - Sharpe Ratio Comparison

The current MSFT Sharpe Ratio is 2.44, which is higher than the AAPL Sharpe Ratio of 0.48. The chart below compares the 12-month rolling Sharpe Ratio of MSFT and AAPL.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.44
0.48
MSFT
AAPL

Dividends

MSFT vs. AAPL - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.68%, more than AAPL's 0.56% yield.


TTM20232022202120202019201820172016201520142013
MSFT
Microsoft Corporation
0.68%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
AAPL
Apple Inc.
0.56%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

MSFT vs. AAPL - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.41%, smaller than the maximum AAPL drawdown of -81.80%. The drawdown chart below compares losses from any high point along the way for MSFT and AAPL


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.01%
-13.33%
MSFT
AAPL

Volatility

MSFT vs. AAPL - Volatility Comparison

The current volatility for Microsoft Corporation (MSFT) is 6.18%, while Apple Inc. (AAPL) has a volatility of 7.11%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
6.18%
7.11%
MSFT
AAPL