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.
Performance
PBR vs. MSFT - Performance Comparison
Returns By Period
In the year-to-date period, PBR achieves a 2.20% return, which is significantly lower than MSFT's 11.17% return. Over the past 10 years, PBR has underperformed MSFT with an annualized return of 14.86%, while MSFT has yielded a comparatively higher 26.06% annualized return.
PBR
2.20%
2.05%
1.08%
5.40%
23.20%
14.86%
MSFT
11.17%
-0.57%
-2.08%
13.03%
23.81%
26.06%
Fundamentals
| PBR | MSFT | |
|---|---|---|
| Market Cap | $85.14B | $3.15T |
| EPS | $2.48 | $12.12 |
| PE Ratio | 5.53 | 34.90 |
| PEG Ratio | 2.51 | 2.21 |
| Total Revenue (TTM) | $74.32B | $254.19B |
| Gross Profit (TTM) | $36.83B | $176.28B |
| EBITDA (TTM) | $35.78B | $139.70B |
Key characteristics
| PBR | MSFT | |
|---|---|---|
| Sharpe Ratio | 0.29 | 0.57 |
| Sortino Ratio | 0.61 | 0.85 |
| Omega Ratio | 1.08 | 1.11 |
| Calmar Ratio | 0.23 | 0.72 |
| Martin Ratio | 0.82 | 1.73 |
| Ulcer Index | 10.60% | 6.44% |
| Daily Std Dev | 29.46% | 19.65% |
| Max Drawdown | -95.28% | -69.41% |
| Current Drawdown | -29.81% | -10.92% |
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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.
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 16.98%, more than MSFT's 0.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBR Petróleo Brasileiro S.A. - Petrobras | 16.98% | 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 | 0.54% | 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
The current volatility for Petróleo Brasileiro S.A. - Petrobras (PBR) is 5.46%, while Microsoft Corporation (MSFT) has a volatility of 8.27%. This indicates that PBR experiences smaller price fluctuations and is considered to be less risky 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