RJF vs. MSFT
Compare and contrast key facts about Raymond James Financial, Inc. (RJF) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RJF or MSFT.
Key characteristics
| RJF | MSFT | |
|---|---|---|
| YTD Return | 47.12% | 13.11% |
| 1Y Return | 63.78% | 16.23% |
| 3Y Return (Ann) | 19.39% | 8.86% |
| 5Y Return (Ann) | 24.34% | 24.59% |
| 10Y Return (Ann) | 17.49% | 25.94% |
| Sharpe Ratio | 2.61 | 0.78 |
| Sortino Ratio | 3.55 | 1.12 |
| Omega Ratio | 1.48 | 1.15 |
| Calmar Ratio | 3.58 | 0.99 |
| Martin Ratio | 10.52 | 2.42 |
| Ulcer Index | 6.07% | 6.32% |
| Daily Std Dev | 24.44% | 19.59% |
| Max Drawdown | -69.68% | -69.41% |
| Current Drawdown | -0.27% | -9.36% |
Fundamentals
| RJF | MSFT | |
|---|---|---|
| Market Cap | $33.08B | $3.11T |
| EPS | $9.70 | $12.12 |
| PE Ratio | 16.77 | 34.49 |
| PEG Ratio | 1.84 | 2.23 |
| Total Revenue (TTM) | $10.90B | $254.19B |
| Gross Profit (TTM) | $9.58B | $176.28B |
| EBITDA (TTM) | $2.20B | $139.70B |
Correlation
The correlation between RJF and MSFT is 0.33, 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
RJF vs. MSFT - Performance Comparison
In the year-to-date period, RJF achieves a 47.12% return, which is significantly higher than MSFT's 13.11% return. Over the past 10 years, RJF has underperformed MSFT with an annualized return of 17.49%, while MSFT has yielded a comparatively higher 25.94% 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
RJF vs. MSFT - Risk-Adjusted Performance Comparison
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.
Dividends
RJF vs. MSFT - Dividend Comparison
RJF's dividend yield for the trailing twelve months is around 1.11%, more than MSFT's 0.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RJF Raymond James Financial, Inc. | 1.11% | 1.53% | 1.67% | 1.04% | 1.16% | 1.93% | 1.48% | 0.74% | 1.18% | 1.28% | 1.15% | 1.11% |
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
RJF vs. MSFT - Drawdown Comparison
The maximum RJF drawdown since its inception was -69.68%, roughly equal to the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for RJF and MSFT. For additional features, visit the drawdowns tool.
Volatility
RJF vs. MSFT - Volatility Comparison
Raymond James Financial, Inc. (RJF) has a higher volatility of 13.00% compared to Microsoft Corporation (MSFT) at 7.76%. 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.
Financials
RJF vs. MSFT - Financials Comparison
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.
Total Revenue: Total amount of money received from sales and other business activities