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.
Key characteristics
MSFT | AAPL | |
---|---|---|
YTD Return | 12.09% | -10.82% |
1Y Return | 51.21% | 7.23% |
3Y Return (Ann) | 22.48% | 12.87% |
5Y Return (Ann) | 30.30% | 30.32% |
10Y Return (Ann) | 28.39% | 26.13% |
Sharpe Ratio | 2.44 | 0.48 |
Daily Std Dev | 22.19% | 19.41% |
Max Drawdown | -69.41% | -81.80% |
Current Drawdown | -2.01% | -13.33% |
Fundamentals
MSFT | AAPL | |
---|---|---|
Market Cap | $3.19T | $2.66T |
EPS | $11.05 | $6.42 |
PE Ratio | 38.80 | 26.83 |
PEG Ratio | 2.17 | 2.12 |
Revenue (TTM) | $227.58B | $385.71B |
Gross Profit (TTM) | $135.62B | $170.78B |
EBITDA (TTM) | $118.43B | $130.11B |
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.
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Microsoft Corporation | 2.44 | ||||
Apple Inc. | 0.48 |
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.