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

Correlation

The correlation between SGEN and MSFT is 0.28, 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.


-0.50.00.51.00.3

Performance

SGEN vs. MSFT - Performance Comparison

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

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2.00%AugustSeptemberOctoberNovemberDecember20250
-2.77%
SGEN
MSFT

Key characteristics

Fundamentals

Market Cap

SGEN:

$43.15B

MSFT:

$3.19T

EPS

SGEN:

-$4.00

MSFT:

$12.23

PEG Ratio

SGEN:

18.53

MSFT:

2.25

Returns By Period


SGEN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

MSFT

YTD

1.79%

1M

-1.91%

6M

-1.47%

1Y

9.74%

5Y*

21.89%

10Y*

26.89%

*Annualized

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Risk-Adjusted Performance

SGEN vs. MSFT — Risk-Adjusted Performance Rank

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

SGEN

MSFT
The Risk-Adjusted Performance Rank of MSFT is 6262
Overall Rank
The Sharpe Ratio Rank of MSFT is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 5555
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 5555
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 7373
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 6363
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.

SGEN vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Seagen Inc. (SGEN) 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.


Sharpe ratio
No data
The chart of Calmar ratio for SGEN, currently valued at 0.00, compared to the broader market0.002.004.006.000.000.71
SGEN
MSFT


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-1.00
0.55
SGEN
MSFT

Dividends

SGEN vs. MSFT - Dividend Comparison

SGEN has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.72%.


TTM20242023202220212020201920182017201620152014
SGEN
Seagen 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
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

SGEN vs. MSFT - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.07%
-7.89%
SGEN
MSFT

Volatility

SGEN vs. MSFT - Volatility Comparison

The current volatility for Seagen Inc. (SGEN) is 0.00%, while Microsoft Corporation (MSFT) has a volatility of 6.05%. This indicates that SGEN experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember20250
6.05%
SGEN
MSFT

Financials

SGEN vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Seagen 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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