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

Key characteristics


MSFTGOOGL
YTD Return12.28%8.00%
1Y Return54.38%49.33%
3Y Return (Ann)22.33%14.24%
5Y Return (Ann)30.37%20.77%
10Y Return (Ann)28.63%18.36%
Sharpe Ratio2.421.73
Daily Std Dev22.19%27.25%
Max Drawdown-69.41%-65.29%
Current Drawdown-1.85%-1.72%

Fundamentals


MSFTGOOGL
Market Cap$3.19T$1.88T
EPS$11.05$5.81
PE Ratio38.8025.95
PEG Ratio2.171.58
Revenue (TTM)$227.58B$307.39B
Gross Profit (TTM)$135.62B$156.63B
EBITDA (TTM)$118.43B$100.17B

Correlation

0.55
-1.001.00

The correlation between MSFT and GOOGL is 0.55, 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. GOOGL - Performance Comparison

In the year-to-date period, MSFT achieves a 12.28% return, which is significantly higher than GOOGL's 8.00% return. Over the past 10 years, MSFT has outperformed GOOGL with an annualized return of 28.63%, while GOOGL has yielded a comparatively lower 18.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%OctoberNovemberDecember2024FebruaryMarch
2,387.88%
5,908.84%
MSFT
GOOGL

Compare stocks, funds, or ETFs


Microsoft Corporation

Alphabet Inc.

Risk-Adjusted Performance

MSFT vs. GOOGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Alphabet Inc. (GOOGL). 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
2.42
GOOGL
Alphabet Inc.
1.73

MSFT vs. GOOGL - Sharpe Ratio Comparison

The current MSFT Sharpe Ratio is 2.42, which is higher than the GOOGL Sharpe Ratio of 1.73. The chart below compares the 12-month rolling Sharpe Ratio of MSFT and GOOGL.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.42
1.73
MSFT
GOOGL

Dividends

MSFT vs. GOOGL - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.68%, while GOOGL has not paid dividends to shareholders.


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%
GOOGL
Alphabet Inc.
0.00%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. GOOGL - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.41%, which is greater than GOOGL's maximum drawdown of -65.29%. The drawdown chart below compares losses from any high point along the way for MSFT and GOOGL


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.85%
-1.72%
MSFT
GOOGL

Volatility

MSFT vs. GOOGL - Volatility Comparison

The current volatility for Microsoft Corporation (MSFT) is 6.18%, while Alphabet Inc. (GOOGL) has a volatility of 7.70%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than GOOGL 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%OctoberNovemberDecember2024FebruaryMarch
6.18%
7.70%
MSFT
GOOGL