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

Correlation

The correlation between PBR and MSFT is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

PBR vs. MSFT - Performance Comparison

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

1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,000.78%
1,656.76%
PBR
MSFT

Key characteristics

Sharpe Ratio

PBR:

-0.51

MSFT:

-0.13

Sortino Ratio

PBR:

-0.55

MSFT:

-0.01

Omega Ratio

PBR:

0.93

MSFT:

1.00

Calmar Ratio

PBR:

-0.39

MSFT:

-0.13

Martin Ratio

PBR:

-1.25

MSFT:

-0.30

Ulcer Index

PBR:

12.80%

MSFT:

10.51%

Daily Std Dev

PBR:

31.20%

MSFT:

24.96%

Max Drawdown

PBR:

-95.28%

MSFT:

-69.39%

Current Drawdown

PBR:

-38.74%

MSFT:

-15.70%

Fundamentals

Market Cap

PBR:

$71.68B

MSFT:

$2.88T

EPS

PBR:

$1.16

MSFT:

$12.39

PE Ratio

PBR:

9.84

MSFT:

31.26

PEG Ratio

PBR:

0.24

MSFT:

1.66

PS Ratio

PBR:

0.15

MSFT:

11.00

PB Ratio

PBR:

1.25

MSFT:

9.19

Total Revenue (TTM)

PBR:

$64.36B

MSFT:

$199.94B

Gross Profit (TTM)

PBR:

$31.46B

MSFT:

$138.36B

EBITDA (TTM)

PBR:

$25.35B

MSFT:

$109.35B

Returns By Period

In the year-to-date period, PBR achieves a -8.75% return, which is significantly lower than MSFT's -6.85% return. Over the past 10 years, PBR has underperformed MSFT with an annualized return of 15.03%, while MSFT has yielded a comparatively higher 24.96% annualized return.


PBR

YTD

-8.75%

1M

-18.11%

6M

-8.35%

1Y

-16.46%

5Y*

45.47%

10Y*

15.03%

MSFT

YTD

-6.85%

1M

0.48%

6M

-8.11%

1Y

-1.05%

5Y*

18.64%

10Y*

24.96%

*Annualized

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Risk-Adjusted Performance

PBR vs. MSFT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PBR
The Risk-Adjusted Performance Rank of PBR is 2323
Overall Rank
The Sharpe Ratio Rank of PBR is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of PBR is 2222
Sortino Ratio Rank
The Omega Ratio Rank of PBR is 2323
Omega Ratio Rank
The Calmar Ratio Rank of PBR is 2727
Calmar Ratio Rank
The Martin Ratio Rank of PBR is 1717
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 4141
Overall Rank
The Sharpe Ratio Rank of MSFT is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 3737
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 3737
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 4343
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for PBR, currently valued at -0.51, compared to the broader market-2.00-1.000.001.002.003.00
PBR: -0.51
MSFT: -0.13
The chart of Sortino ratio for PBR, currently valued at -0.55, compared to the broader market-6.00-4.00-2.000.002.004.00
PBR: -0.55
MSFT: -0.01
The chart of Omega ratio for PBR, currently valued at 0.93, compared to the broader market0.501.001.502.00
PBR: 0.93
MSFT: 1.00
The chart of Calmar ratio for PBR, currently valued at -0.39, compared to the broader market0.001.002.003.004.005.00
PBR: -0.39
MSFT: -0.13
The chart of Martin ratio for PBR, currently valued at -1.25, compared to the broader market-5.000.005.0010.0015.0020.00
PBR: -1.25
MSFT: -0.30

The current PBR Sharpe Ratio is -0.51, which is lower than the MSFT Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of PBR 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 Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.51
-0.13
PBR
MSFT

Dividends

PBR vs. MSFT - Dividend Comparison

PBR's dividend yield for the trailing twelve months is around 27.22%, more than MSFT's 0.81% yield.


TTM20242023202220212020201920182017201620152014
PBR
Petróleo Brasileiro S.A. - Petrobras
27.22%22.35%18.47%60.50%18.59%2.42%1.53%0.98%0.00%0.00%0.00%6.57%
MSFT
Microsoft Corporation
0.81%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

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 -69.39%. Use the drawdown chart below to compare losses from any high point for PBR and MSFT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.74%
-15.70%
PBR
MSFT

Volatility

PBR vs. MSFT - Volatility Comparison

Petróleo Brasileiro S.A. - Petrobras (PBR) has a higher volatility of 16.65% compared to Microsoft Corporation (MSFT) at 13.68%. 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.65%
13.68%
PBR
MSFT

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.


Quarterly
Annual

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


Values in USD except per share items