QFIN vs. MSFT
Compare and contrast key facts about 360 DigiTech, Inc. (QFIN) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QFIN or MSFT.
Key characteristics
| QFIN | MSFT | |
|---|---|---|
| YTD Return | 121.91% | 11.81% |
| 1Y Return | 146.54% | 27.16% |
| 3Y Return (Ann) | 21.25% | 11.68% |
| 5Y Return (Ann) | 33.89% | 26.13% |
| Sharpe Ratio | 3.05 | 1.42 |
| Sortino Ratio | 3.94 | 1.92 |
| Omega Ratio | 1.45 | 1.25 |
| Calmar Ratio | 2.09 | 1.78 |
| Martin Ratio | 16.96 | 4.78 |
| Ulcer Index | 8.02% | 5.78% |
| Daily Std Dev | 44.57% | 19.41% |
| Max Drawdown | -76.74% | -69.41% |
| Current Drawdown | -11.32% | -10.40% |
Fundamentals
| QFIN | MSFT | |
|---|---|---|
| Market Cap | $4.97B | $3.10T |
| EPS | $4.23 | $11.82 |
| PE Ratio | 7.57 | 35.26 |
| Total Revenue (TTM) | $10.06B | $188.61B |
| Gross Profit (TTM) | $3.21B | $130.79B |
| EBITDA (TTM) | $3.61B | $101.47B |
Correlation
The correlation between QFIN and MSFT is 0.22, 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
QFIN vs. MSFT - Performance Comparison
In the year-to-date period, QFIN achieves a 121.91% return, which is significantly higher than MSFT's 11.81% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
QFIN vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for 360 DigiTech, Inc. (QFIN) 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
QFIN vs. MSFT - Dividend Comparison
QFIN's dividend yield for the trailing twelve months is around 3.54%, more than MSFT's 0.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QFIN 360 DigiTech, Inc. | 3.54% | 4.17% | 4.03% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
QFIN vs. MSFT - Drawdown Comparison
The maximum QFIN drawdown since its inception was -76.74%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for QFIN and MSFT. For additional features, visit the drawdowns tool.
Volatility
QFIN vs. MSFT - Volatility Comparison
360 DigiTech, Inc. (QFIN) has a higher volatility of 17.26% compared to Microsoft Corporation (MSFT) at 3.78%. This indicates that QFIN'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
QFIN vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between 360 DigiTech, 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