MSFT vs. AAPL
Compare and contrast key facts about Microsoft Corporation (MSFT) and Apple Inc (AAPL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSFT or AAPL.
Performance
MSFT vs. AAPL - Performance Comparison
Returns By Period
In the year-to-date period, MSFT achieves a 10.96% return, which is significantly lower than AAPL's 17.44% return. Over the past 10 years, MSFT has outperformed AAPL with an annualized return of 25.82%, while AAPL has yielded a comparatively lower 24.21% annualized return.
MSFT
10.96%
-0.27%
-1.06%
10.93%
23.75%
25.82%
AAPL
17.44%
-4.15%
18.77%
19.20%
28.47%
24.21%
Fundamentals
| MSFT | AAPL | |
|---|---|---|
| Market Cap | $3.15T | $3.39T |
| EPS | $12.12 | $6.08 |
| PE Ratio | 34.90 | 36.88 |
| PEG Ratio | 2.21 | 2.32 |
| Total Revenue (TTM) | $254.19B | $391.04B |
| Gross Profit (TTM) | $176.28B | $180.68B |
| EBITDA (TTM) | $139.70B | $134.66B |
Key characteristics
| MSFT | AAPL | |
|---|---|---|
| Sharpe Ratio | 0.65 | 0.90 |
| Sortino Ratio | 0.96 | 1.44 |
| Omega Ratio | 1.13 | 1.18 |
| Calmar Ratio | 0.83 | 1.22 |
| Martin Ratio | 2.01 | 2.86 |
| Ulcer Index | 6.40% | 7.08% |
| Daily Std Dev | 19.77% | 22.50% |
| Max Drawdown | -69.41% | -81.80% |
| Current Drawdown | -11.08% | -4.75% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
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.
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.
Dividends
MSFT vs. AAPL - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.54%, more than AAPL's 0.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.54% | 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 | 0.44% | 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%. Use the drawdown chart below to compare losses from any high point for MSFT and AAPL. For additional features, visit the drawdowns tool.
Volatility
MSFT vs. AAPL - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 8.28% compared to Apple Inc (AAPL) at 5.16%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MSFT vs. AAPL - 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.
Total Revenue: Total amount of money received from sales and other business activities