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MSFT vs. GOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

MSFT vs. GOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Microsoft Corporation (MSFT) and Alphabet Inc. (GOOG). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%JuneJulyAugustSeptemberOctoberNovember
1,099.33%
513.60%
MSFT
GOOG

Returns By Period

In the year-to-date period, MSFT achieves a 10.96% return, which is significantly lower than GOOG's 23.69% return. Over the past 10 years, MSFT has outperformed GOOG with an annualized return of 25.82%, while GOOG has yielded a comparatively lower 20.69% annualized return.


MSFT

YTD

10.96%

1M

-0.27%

6M

-1.06%

1Y

10.93%

5Y (annualized)

23.75%

10Y (annualized)

25.82%

GOOG

YTD

23.69%

1M

4.29%

6M

-1.68%

1Y

25.68%

5Y (annualized)

21.20%

10Y (annualized)

20.69%

Fundamentals


MSFTGOOG
Market Cap$3.15T$2.23T
EPS$12.12$7.53
PE Ratio34.9024.35
PEG Ratio2.211.13
Total Revenue (TTM)$254.19B$339.76B
Gross Profit (TTM)$176.28B$196.73B
EBITDA (TTM)$139.70B$122.41B

Key characteristics


MSFTGOOG
Sharpe Ratio0.651.05
Sortino Ratio0.961.54
Omega Ratio1.131.20
Calmar Ratio0.831.25
Martin Ratio2.013.17
Ulcer Index6.40%8.78%
Daily Std Dev19.77%26.38%
Max Drawdown-69.41%-44.60%
Current Drawdown-11.08%-9.62%

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Correlation

-0.50.00.51.00.7

The correlation between MSFT and GOOG is 0.68, 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. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Alphabet Inc. (GOOG). 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
The chart of Sharpe ratio for MSFT, currently valued at 0.65, compared to the broader market-4.00-2.000.002.000.651.05
The chart of Sortino ratio for MSFT, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.000.961.54
The chart of Omega ratio for MSFT, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.20
The chart of Calmar ratio for MSFT, currently valued at 0.83, compared to the broader market0.002.004.006.000.831.25
The chart of Martin ratio for MSFT, currently valued at 2.01, compared to the broader market0.0010.0020.0030.002.013.17
MSFT
GOOG

The current MSFT Sharpe Ratio is 0.65, which is lower than the GOOG Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of MSFT and GOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.65
1.05
MSFT
GOOG

Dividends

MSFT vs. GOOG - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.54%, more than GOOG's 0.23% yield.


TTM20232022202120202019201820172016201520142013
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%
GOOG
Alphabet Inc.
0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MSFT vs. GOOG - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.41%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for MSFT and GOOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.08%
-9.62%
MSFT
GOOG

Volatility

MSFT vs. GOOG - Volatility Comparison

Microsoft Corporation (MSFT) has a higher volatility of 8.28% compared to Alphabet Inc. (GOOG) at 7.53%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
8.28%
7.53%
MSFT
GOOG

Financials

MSFT vs. GOOG - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items