MSFT vs. DB1.DE
MSFT (Microsoft Corporation) and DB1.DE (Deutsche Börse AG) are both stocks. MSFT operates in Software - Infrastructure (Technology), while DB1.DE operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, MSFT returned 24.64%/yr vs 14.66%/yr for DB1.DE. At a 0.23 correlation, their price movements are largely independent.
Performance
MSFT vs. DB1.DE - Performance Comparison
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Different Trading Currencies
MSFT is traded in USD, while DB1.DE is traded in EUR. To make them comparable, the DB1.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MSFT achieves a -14.48% return, which is significantly lower than DB1.DE's 10.27% return. Over the past 10 years, MSFT has outperformed DB1.DE with an annualized return of 24.64%, while DB1.DE has yielded a comparatively lower 14.66% annualized return.
MSFT
- 1D
- -1.18%
- 1M
- -0.60%
- YTD
- -14.48%
- 6M
- -15.77%
- 1Y
- -11.77%
- 3Y*
- 8.85%
- 5Y*
- 11.09%
- 10Y*
- 24.64%
DB1.DE
- 1D
- 1.94%
- 1M
- 1.31%
- YTD
- 10.27%
- 6M
- 11.95%
- 1Y
- -10.88%
- 3Y*
- 19.79%
- 5Y*
- 13.78%
- 10Y*
- 14.66%
MSFT vs. DB1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -14.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
DB1.DE Deutsche Börse AG | 10.27% | 15.19% | 14.85% | 21.76% | 5.74% | -0.53% | 11.18% | 33.71% | 5.57% | 48.34% |
Correlation
The correlation between MSFT and DB1.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 | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 30, 2007 | 0.23 |
The correlation between MSFT and DB1.DE shifts across timeframes, from 0.09 (3 years) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MSFT vs. DB1.DE — Risk / Return Rank
MSFT
DB1.DE
MSFT vs. DB1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Deutsche Börse AG (DB1.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.
| MSFT | DB1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.94 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | -0.36 | +0.01 |
| Martin ratioReturn relative to average drawdown | -0.73 | -0.62 | -0.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSFT | DB1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | -0.45 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.62 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.62 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.25 | +0.49 |
Drawdowns
MSFT vs. DB1.DE - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, smaller than the maximum DB1.DE drawdown of -80.24%. Use the drawdown chart below to compare losses from any high point for MSFT and DB1.DE.
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Drawdown Indicators
| MSFT | DB1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -80.24% | +10.86% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -27.68% | -6.23% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -28.19% | -5.72% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -28.19% | -8.96% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -37.32% | +0.17% |
Current DrawdownCurrent decline from peak | -23.56% | -11.84% | -11.72% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -30.67% | +8.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.13% | 16.18% | -0.05% |
Volatility
MSFT vs. DB1.DE - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.25% compared to Deutsche Börse AG (DB1.DE) at 7.57%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than DB1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | DB1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 7.57% | +2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 22.36% | 17.43% | +4.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.31% | 22.47% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.64% | 22.02% | +4.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 23.33% | +3.73% |
Dividends
MSFT vs. DB1.DE - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.86%, less than DB1.DE's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DB1.DE Deutsche Börse AG | 1.71% | 1.79% | 1.71% | 1.93% | 1.98% | 2.04% | 2.08% | 1.93% | 2.33% | 2.43% | 2.94% | 2.58% |
MSFT Microsoft Corporation | 0.86% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Financials
MSFT vs. DB1.DE - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation and Deutsche Börse AG. 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
Frequently Asked Questions
MSFT and DB1.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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