RJF vs. MSFT

In the year-to-date period, RJF achieves a -11.03% return, which is significantly lower than MSFT's -7.93% return. Over the past 10 years, RJF has underperformed MSFT with an annualized return of 15.46%, while MSFT has yielded a comparatively higher 25.11% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Raymond James Financial, Inc. (RJF) 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 current RJF Sharpe Ratio is 0.37, which is higher than the MSFT Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of RJF 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.

RJF's dividend yield for the trailing twelve months is around 1.38%, more than MSFT's 0.82% yield.

The maximum RJF drawdown since its inception was -69.68%, roughly equal to the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for RJF and MSFT. For additional features, visit the drawdowns tool.

Raymond James Financial, Inc. (RJF) has a higher volatility of 15.64% compared to Microsoft Corporation (MSFT) at 13.68%. This indicates that RJF'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.

This section allows you to compare key financial metrics between Raymond James Financial, 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.