NTES vs. MSFT
Compare and contrast key facts about NetEase, Inc. (NTES) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTES or MSFT.
Performance
NTES vs. MSFT - Performance Comparison
Returns By Period
In the year-to-date period, NTES achieves a -3.59% return, which is significantly lower than MSFT's 11.63% return. Over the past 10 years, NTES has underperformed MSFT with an annualized return of 17.29%, while MSFT has yielded a comparatively higher 25.92% annualized return.
NTES
-3.59%
6.73%
-15.09%
-22.99%
11.08%
17.29%
MSFT
11.63%
-0.16%
-0.46%
13.50%
23.85%
25.92%
Fundamentals
| NTES | MSFT | |
|---|---|---|
| Market Cap | $50.57B | $3.15T |
| EPS | $6.15 | $12.12 |
| PE Ratio | 12.76 | 34.90 |
| PEG Ratio | 1.11 | 2.21 |
| Total Revenue (TTM) | $77.82B | $254.19B |
| Gross Profit (TTM) | $49.10B | $176.28B |
| EBITDA (TTM) | $15.76B | $139.70B |
Key characteristics
| NTES | MSFT | |
|---|---|---|
| Sharpe Ratio | -0.45 | 0.59 |
| Sortino Ratio | -0.39 | 0.88 |
| Omega Ratio | 0.95 | 1.12 |
| Calmar Ratio | -0.51 | 0.75 |
| Martin Ratio | -0.96 | 1.80 |
| Ulcer Index | 20.62% | 6.44% |
| Daily Std Dev | 43.48% | 19.66% |
| Max Drawdown | -57.34% | -69.41% |
| Current Drawdown | -29.16% | -10.54% |
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Correlation
The correlation between NTES and MSFT is 0.29, 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
NTES vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NetEase, Inc. (NTES) 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
NTES vs. MSFT - Dividend Comparison
NTES's dividend yield for the trailing twelve months is around 2.85%, more than MSFT's 0.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTES NetEase, Inc. | 2.85% | 1.88% | 2.10% | 0.81% | 0.97% | 3.20% | 0.71% | 1.05% | 1.36% | 0.98% | 2.50% | 1.27% |
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
NTES vs. MSFT - Drawdown Comparison
The maximum NTES drawdown since its inception was -57.34%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for NTES and MSFT. For additional features, visit the drawdowns tool.
Volatility
NTES vs. MSFT - Volatility Comparison
NetEase, Inc. (NTES) has a higher volatility of 13.40% compared to Microsoft Corporation (MSFT) at 8.30%. This indicates that NTES'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
NTES vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between NetEase, Inc. 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