MSFT vs. GOOGL
Compare and contrast key facts about Microsoft Corporation (MSFT) and Alphabet Inc. (GOOGL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSFT or GOOGL.
Key characteristics
MSFT | GOOGL | |
---|---|---|
YTD Return | 12.28% | 8.00% |
1Y Return | 54.38% | 49.33% |
3Y Return (Ann) | 22.33% | 14.24% |
5Y Return (Ann) | 30.37% | 20.77% |
10Y Return (Ann) | 28.63% | 18.36% |
Sharpe Ratio | 2.42 | 1.73 |
Daily Std Dev | 22.19% | 27.25% |
Max Drawdown | -69.41% | -65.29% |
Current Drawdown | -1.85% | -1.72% |
Fundamentals
MSFT | GOOGL | |
---|---|---|
Market Cap | $3.19T | $1.88T |
EPS | $11.05 | $5.81 |
PE Ratio | 38.80 | 25.95 |
PEG Ratio | 2.17 | 1.58 |
Revenue (TTM) | $227.58B | $307.39B |
Gross Profit (TTM) | $135.62B | $156.63B |
EBITDA (TTM) | $118.43B | $100.17B |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Microsoft Corporation | 2.42 | ||||
Alphabet Inc. | 1.73 |
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.
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% |
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
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.