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NOK vs. MSFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NOK and MSFT is 0.41, 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.


-0.50.00.51.00.4

Performance

NOK vs. MSFT - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%JulyAugustSeptemberOctoberNovemberDecember
633.44%
22,486.65%
NOK
MSFT

Key characteristics

Sharpe Ratio

NOK:

1.32

MSFT:

0.94

Sortino Ratio

NOK:

2.06

MSFT:

1.30

Omega Ratio

NOK:

1.27

MSFT:

1.18

Calmar Ratio

NOK:

0.46

MSFT:

1.21

Martin Ratio

NOK:

6.33

MSFT:

2.77

Ulcer Index

NOK:

6.54%

MSFT:

6.75%

Daily Std Dev

NOK:

31.28%

MSFT:

19.81%

Max Drawdown

NOK:

-95.97%

MSFT:

-69.39%

Current Drawdown

NOK:

-85.32%

MSFT:

-6.27%

Fundamentals

Market Cap

NOK:

$24.15B

MSFT:

$3.38T

EPS

NOK:

$0.17

MSFT:

$12.10

PE Ratio

NOK:

26.35

MSFT:

37.56

PEG Ratio

NOK:

0.51

MSFT:

2.41

Total Revenue (TTM)

NOK:

$19.17B

MSFT:

$254.19B

Gross Profit (TTM)

NOK:

$10.82B

MSFT:

$176.28B

EBITDA (TTM)

NOK:

$2.38B

MSFT:

$139.14B

Returns By Period

In the year-to-date period, NOK achieves a 34.35% return, which is significantly higher than MSFT's 16.97% return. Over the past 10 years, NOK has underperformed MSFT with an annualized return of -3.31%, while MSFT has yielded a comparatively higher 26.56% annualized return.


NOK

YTD

34.35%

1M

4.24%

6M

22.27%

1Y

40.09%

5Y*

6.22%

10Y*

-3.31%

MSFT

YTD

16.97%

1M

5.29%

6M

-2.56%

1Y

17.76%

5Y*

23.77%

10Y*

26.56%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NOK vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nokia Corporation (NOK) 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 NOK, currently valued at 1.32, compared to the broader market-4.00-2.000.002.001.320.94
The chart of Sortino ratio for NOK, currently valued at 2.06, compared to the broader market-4.00-2.000.002.004.002.061.30
The chart of Omega ratio for NOK, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.18
The chart of Calmar ratio for NOK, currently valued at 0.46, compared to the broader market0.002.004.006.000.461.21
The chart of Martin ratio for NOK, currently valued at 6.33, compared to the broader market-5.000.005.0010.0015.0020.0025.006.332.77
NOK
MSFT

The current NOK Sharpe Ratio is 1.32, which is higher than the MSFT Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of NOK 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.32
0.94
NOK
MSFT

Dividends

NOK vs. MSFT - Dividend Comparison

NOK's dividend yield for the trailing twelve months is around 3.18%, more than MSFT's 0.71% yield.


TTM20232022202120202019201820172016201520142013
NOK
Nokia Corporation
3.18%5.47%1.32%0.00%0.00%3.02%4.05%3.91%6.22%2.26%6.50%0.00%
MSFT
Microsoft Corporation
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

NOK vs. MSFT - Drawdown Comparison

The maximum NOK drawdown since its inception was -95.97%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for NOK and MSFT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-85.32%
-6.27%
NOK
MSFT

Volatility

NOK vs. MSFT - Volatility Comparison

Nokia Corporation (NOK) has a higher volatility of 6.98% compared to Microsoft Corporation (MSFT) at 5.74%. This indicates that NOK'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%JulyAugustSeptemberOctoberNovemberDecember
6.98%
5.74%
NOK
MSFT

Financials

NOK vs. MSFT - Financials Comparison

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


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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