NE vs. MSFT
Compare and contrast key facts about Noble Corporation (NE) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NE or MSFT.
Key characteristics
| NE | MSFT | |
|---|---|---|
| YTD Return | -25.24% | 14.14% |
| 1Y Return | -24.80% | 16.11% |
| 3Y Return (Ann) | 11.83% | 9.25% |
| Sharpe Ratio | -0.75 | 0.83 |
| Sortino Ratio | -0.98 | 1.17 |
| Omega Ratio | 0.89 | 1.15 |
| Calmar Ratio | -0.65 | 1.04 |
| Martin Ratio | -1.47 | 2.54 |
| Ulcer Index | 17.61% | 6.37% |
| Daily Std Dev | 34.64% | 19.56% |
| Max Drawdown | -40.01% | -69.41% |
| Current Drawdown | -32.84% | -8.53% |
Fundamentals
| NE | MSFT | |
|---|---|---|
| Market Cap | $5.63B | $3.15T |
| EPS | $3.40 | $12.12 |
| PE Ratio | 10.32 | 34.90 |
| Total Revenue (TTM) | $2.77B | $254.19B |
| Gross Profit (TTM) | $776.15M | $176.28B |
| EBITDA (TTM) | $858.67M | $139.70B |
Correlation
The correlation between NE and MSFT is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
NE vs. MSFT - Performance Comparison
In the year-to-date period, NE achieves a -25.24% return, which is significantly lower than MSFT's 14.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NE vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Noble Corporation (NE) and Microsoft Corporation (MSFT). 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.
Dividends
NE vs. MSFT - Dividend Comparison
NE's dividend yield for the trailing twelve months is around 3.73%, more than MSFT's 0.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NE Noble Corporation | 3.73% | 1.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.53% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
NE vs. MSFT - Drawdown Comparison
The maximum NE drawdown since its inception was -40.01%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for NE and MSFT. For additional features, visit the drawdowns tool.
Volatility
NE vs. MSFT - Volatility Comparison
Noble Corporation (NE) has a higher volatility of 13.94% compared to Microsoft Corporation (MSFT) at 7.74%. This indicates that NE's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NE vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Noble Corporation and Microsoft Corporation. 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