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

Correlation

The correlation between RMBS and MSFT is 0.50, 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: 0.5

Performance

RMBS vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rambus Inc. (RMBS) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
552.69%
4,253.05%
RMBS
MSFT

Key characteristics

Sharpe Ratio

RMBS:

-0.16

MSFT:

-0.11

Sortino Ratio

RMBS:

0.21

MSFT:

0.02

Omega Ratio

RMBS:

1.03

MSFT:

1.00

Calmar Ratio

RMBS:

-0.14

MSFT:

-0.11

Martin Ratio

RMBS:

-0.43

MSFT:

-0.26

Ulcer Index

RMBS:

22.90%

MSFT:

10.46%

Daily Std Dev

RMBS:

62.60%

MSFT:

24.94%

Max Drawdown

RMBS:

-97.16%

MSFT:

-69.39%

Current Drawdown

RMBS:

-57.95%

MSFT:

-16.68%

Fundamentals

Market Cap

RMBS:

$4.94B

MSFT:

$2.78T

EPS

RMBS:

$1.71

MSFT:

$12.65

PE Ratio

RMBS:

26.87

MSFT:

29.60

PEG Ratio

RMBS:

3.80

MSFT:

1.66

PS Ratio

RMBS:

8.87

MSFT:

10.63

PB Ratio

RMBS:

4.40

MSFT:

9.19

Total Revenue (TTM)

RMBS:

$438.75M

MSFT:

$199.94B

Gross Profit (TTM)

RMBS:

$344.60M

MSFT:

$138.36B

EBITDA (TTM)

RMBS:

$193.93M

MSFT:

$109.35B

Returns By Period

In the year-to-date period, RMBS achieves a -6.62% return, which is significantly higher than MSFT's -7.93% return. Over the past 10 years, RMBS has underperformed MSFT with an annualized return of 13.38%, while MSFT has yielded a comparatively higher 25.11% annualized return.


RMBS

YTD

-6.62%

1M

-16.25%

6M

17.41%

1Y

-12.67%

5Y*

32.52%

10Y*

13.38%

MSFT

YTD

-7.93%

1M

-1.99%

6M

-8.45%

1Y

-4.60%

5Y*

18.37%

10Y*

25.11%

*Annualized

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Risk-Adjusted Performance

RMBS vs. MSFT — Risk-Adjusted Performance Rank

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

RMBS
The Risk-Adjusted Performance Rank of RMBS is 4444
Overall Rank
The Sharpe Ratio Rank of RMBS is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of RMBS is 4444
Sortino Ratio Rank
The Omega Ratio Rank of RMBS is 4343
Omega Ratio Rank
The Calmar Ratio Rank of RMBS is 4343
Calmar Ratio Rank
The Martin Ratio Rank of RMBS is 4444
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 4343
Overall Rank
The Sharpe Ratio Rank of MSFT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 3838
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 3939
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 4545
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 4747
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.

RMBS vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rambus Inc. (RMBS) 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 RMBS, currently valued at -0.16, compared to the broader market-2.00-1.000.001.002.003.00
RMBS: -0.16
MSFT: -0.11
The chart of Sortino ratio for RMBS, currently valued at 0.21, compared to the broader market-6.00-4.00-2.000.002.004.00
RMBS: 0.21
MSFT: 0.02
The chart of Omega ratio for RMBS, currently valued at 1.03, compared to the broader market0.501.001.502.00
RMBS: 1.03
MSFT: 1.00
The chart of Calmar ratio for RMBS, currently valued at -0.14, compared to the broader market0.001.002.003.004.005.00
RMBS: -0.14
MSFT: -0.11
The chart of Martin ratio for RMBS, currently valued at -0.43, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
RMBS: -0.43
MSFT: -0.26

The current RMBS Sharpe Ratio is -0.16, which is lower than the MSFT Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of RMBS 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
-0.16
-0.11
RMBS
MSFT

Dividends

RMBS vs. MSFT - Dividend Comparison

RMBS has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.82%.


TTM20242023202220212020201920182017201620152014
RMBS
Rambus Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.82%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

RMBS vs. MSFT - Drawdown Comparison

The maximum RMBS drawdown since its inception was -97.16%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for RMBS and MSFT. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-57.95%
-16.68%
RMBS
MSFT

Volatility

RMBS vs. MSFT - Volatility Comparison

Rambus Inc. (RMBS) has a higher volatility of 31.09% compared to Microsoft Corporation (MSFT) at 13.68%. This indicates that RMBS'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%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
31.09%
13.68%
RMBS
MSFT

Financials

RMBS vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Rambus 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.


Quarterly
Annual

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


Values in USD except per share items