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NEX.PA vs. MSFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

NEX.PA vs. MSFT - Performance Comparison

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

1,000.00%1,500.00%2,000.00%JuneJulyAugustSeptemberOctoberNovember
702.91%
1,802.67%
NEX.PA
MSFT

Returns By Period

In the year-to-date period, NEX.PA achieves a 44.21% return, which is significantly higher than MSFT's 10.96% return. Over the past 10 years, NEX.PA has underperformed MSFT with an annualized return of 16.77%, while MSFT has yielded a comparatively higher 25.82% annualized return.


NEX.PA

YTD

44.21%

1M

-17.78%

6M

4.37%

1Y

62.92%

5Y (annualized)

26.73%

10Y (annualized)

16.77%

MSFT

YTD

10.96%

1M

-0.27%

6M

-1.06%

1Y

10.93%

5Y (annualized)

23.75%

10Y (annualized)

25.82%

Fundamentals


NEX.PAMSFT
Market Cap€4.99B$3.15T
EPS€5.85$12.12
PE Ratio19.4934.90
PEG Ratio0.002.21
Total Revenue (TTM)€8.01B$254.19B
Gross Profit (TTM)€1.06B$176.28B
EBITDA (TTM)€688.00M$139.70B

Key characteristics


NEX.PAMSFT
Sharpe Ratio1.920.65
Sortino Ratio2.590.96
Omega Ratio1.321.13
Calmar Ratio2.180.83
Martin Ratio14.232.01
Ulcer Index4.52%6.40%
Daily Std Dev33.30%19.77%
Max Drawdown-79.39%-69.41%
Current Drawdown-19.38%-11.08%

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Correlation

-0.50.00.51.00.2

The correlation between NEX.PA and MSFT is 0.22, 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.

Risk-Adjusted Performance

NEX.PA vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nexans S.A. (NEX.PA) 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.


Sharpe ratio
The chart of Sharpe ratio for NEX.PA, currently valued at 1.60, compared to the broader market-4.00-2.000.002.001.600.54
The chart of Sortino ratio for NEX.PA, currently valued at 2.25, compared to the broader market-4.00-2.000.002.004.002.250.82
The chart of Omega ratio for NEX.PA, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.11
The chart of Calmar ratio for NEX.PA, currently valued at 1.47, compared to the broader market0.002.004.006.001.470.68
The chart of Martin ratio for NEX.PA, currently valued at 11.34, compared to the broader market0.0010.0020.0030.0011.341.64
NEX.PA
MSFT

The current NEX.PA Sharpe Ratio is 1.92, which is higher than the MSFT Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of NEX.PA and MSFT, 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 Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
1.60
0.54
NEX.PA
MSFT

Dividends

NEX.PA vs. MSFT - Dividend Comparison

NEX.PA's dividend yield for the trailing twelve months is around 2.06%, more than MSFT's 0.54% yield.


TTM20232022202120202019201820172016201520142013
NEX.PA
Nexans S.A.
2.06%2.65%1.42%0.82%0.00%0.69%2.88%0.98%0.00%0.00%0.00%1.21%
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%

Drawdowns

NEX.PA vs. MSFT - Drawdown Comparison

The maximum NEX.PA drawdown since its inception was -79.39%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for NEX.PA and MSFT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-21.48%
-11.08%
NEX.PA
MSFT

Volatility

NEX.PA vs. MSFT - Volatility Comparison

Nexans S.A. (NEX.PA) has a higher volatility of 13.94% compared to Microsoft Corporation (MSFT) at 8.28%. This indicates that NEX.PA'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.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
13.94%
8.28%
NEX.PA
MSFT

Financials

NEX.PA vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Nexans 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.


Quarterly
Annual

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


Please note, different currencies. NEX.PA values in EUR, MSFT values in USD