NESN.SW vs. MSFT
Compare and contrast key facts about Nestlé S.A. (NESN.SW) and Microsoft Corporation (MSFT).
Performance
NESN.SW vs. MSFT - Performance Comparison
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NESN.SW vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NESN.SW Nestlé S.A. | -0.44% | 8.93% | -20.71% | -6.62% | -13.99% | 25.41% | 2.09% | 34.76% | -1.76% | 18.26% |
MSFT Microsoft Corporation | -23.21% | 0.99% | 21.83% | 44.03% | -27.04% | 56.97% | 30.52% | 54.88% | 21.97% | 34.76% |
Different Trading Currencies
NESN.SW is traded in CHF, while MSFT is traded in USD. To make them comparable, the MSFT values have been converted to CHF using the latest available exchange rates.
Returns By Period
In the year-to-date period, NESN.SW achieves a -0.44% return, which is significantly higher than MSFT's -23.21% return. Over the past 10 years, NESN.SW has underperformed MSFT with an annualized return of 3.91%, while MSFT has yielded a comparatively higher 20.17% annualized return.
NESN.SW
- 1D
- -0.04%
- 1M
- -5.79%
- YTD
- -0.44%
- 6M
- 6.10%
- 1Y
- -9.93%
- 3Y*
- -8.27%
- 5Y*
- -3.07%
- 10Y*
- 3.91%
MSFT
- 1D
- -0.63%
- 1M
- -5.31%
- YTD
- -23.21%
- 6M
- -28.75%
- 1Y
- -12.30%
- 3Y*
- 4.48%
- 5Y*
- 6.06%
- 10Y*
- 20.17%
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Return for Risk
NESN.SW vs. MSFT — Risk / Return Rank
NESN.SW
MSFT
NESN.SW vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NESN.SW) 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.
| NESN.SW | MSFT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.49 | -0.42 | -0.07 |
Sortino ratioReturn per unit of downside risk | -0.62 | -0.41 | -0.21 |
Omega ratioGain probability vs. loss probability | 0.93 | 0.94 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | -0.47 | -0.32 | -0.15 |
Martin ratioReturn relative to average drawdown | -0.76 | -0.80 | +0.03 |
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
| NESN.SW | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.49 | -0.42 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | 0.23 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.72 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.46 | +0.02 |
Correlation
The correlation between NESN.SW and MSFT is 0.19, 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.
Dividends
NESN.SW vs. MSFT - Dividend Comparison
NESN.SW's dividend yield for the trailing twelve months is around 3.89%, more than MSFT's 0.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NESN.SW Nestlé S.A. | 3.89% | 3.87% | 4.01% | 3.03% | 2.61% | 2.16% | 2.59% | 2.34% | 2.94% | 2.74% | 3.08% | 2.95% |
MSFT Microsoft Corporation | 0.94% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Drawdowns
NESN.SW vs. MSFT - Drawdown Comparison
The maximum NESN.SW drawdown since its inception was -39.85%, smaller than the maximum MSFT drawdown of -57.94%. Use the drawdown chart below to compare losses from any high point for NESN.SW and MSFT.
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Drawdown Indicators
| NESN.SW | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.85% | -69.38% | +29.53% |
Max Drawdown (1Y)Largest decline over 1 year | -19.96% | -33.91% | +13.95% |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | -37.15% | -1.30% |
Max Drawdown (10Y)Largest decline over 10 years | -38.45% | -37.15% | -1.30% |
Current DrawdownCurrent decline from peak | -32.04% | -31.58% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -21.77% | +11.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.21% | 12.61% | -0.40% |
Volatility
NESN.SW vs. MSFT - Volatility Comparison
Nestlé S.A. (NESN.SW) and Microsoft Corporation (MSFT) have volatilities of 5.78% and 5.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NESN.SW | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 5.83% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 15.67% | 19.39% | -3.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.52% | 29.50% | -8.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.15% | 26.90% | -9.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 27.98% | -11.56% |
Financials
NESN.SW vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Nestlé S.A. 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