PBR vs. MSFT
Compare and contrast key facts about Petróleo Brasileiro S.A. - Petrobras (PBR) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PBR or MSFT.
Key characteristics
| PBR | MSFT | |
|---|---|---|
| YTD Return | 11.24% | 7.17% |
| 1Y Return | 89.80% | 31.99% |
| 3Y Return (Ann) | 71.75% | 17.94% |
| 5Y Return (Ann) | 25.60% | 27.08% |
| 10Y Return (Ann) | 12.42% | 28.25% |
| Sharpe Ratio | 2.82 | 1.59 |
| Daily Std Dev | 33.64% | 20.76% |
| Max Drawdown | -95.28% | -69.41% |
| Current Drawdown | -23.60% | -6.32% |
Fundamentals
| PBR | MSFT | |
|---|---|---|
| Market Cap | $110.05B | $3.02T |
| EPS | $3.60 | $11.54 |
| PE Ratio | 4.74 | 35.21 |
| PEG Ratio | 1.45 | 2.02 |
| Revenue (TTM) | $511.99B | $236.58B |
| Gross Profit (TTM) | $334.10B | $135.62B |
| EBITDA (TTM) | $246.18B | $126.13B |
Correlation
The correlation between PBR and MSFT is 0.26, 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
PBR vs. MSFT - Performance Comparison
In the year-to-date period, PBR achieves a 11.24% return, which is significantly higher than MSFT's 7.17% return. Over the past 10 years, PBR has underperformed MSFT with an annualized return of 12.42%, while MSFT has yielded a comparatively higher 28.25% annualized 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
PBR vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Petróleo Brasileiro S.A. - Petrobras (PBR) 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
PBR vs. MSFT - Dividend Comparison
PBR's dividend yield for the trailing twelve months is around 12.69%, more than MSFT's 0.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBR Petróleo Brasileiro S.A. - Petrobras | 12.69% | 18.47% | 60.50% | 18.59% | 2.42% | 1.53% | 0.98% | 0.00% | 0.00% | 0.00% | 6.57% | 1.91% |
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
PBR vs. MSFT - Drawdown Comparison
The maximum PBR drawdown since its inception was -95.28%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for PBR and MSFT. For additional features, visit the drawdowns tool.
Volatility
PBR vs. MSFT - Volatility Comparison
Petróleo Brasileiro S.A. - Petrobras (PBR) has a higher volatility of 7.82% compared to Microsoft Corporation (MSFT) at 5.71%. This indicates that PBR'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
PBR vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Petróleo Brasileiro S.A. - Petrobras 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