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

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.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
-2.08%
SGEN
MSFT

Returns By Period


SGEN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

MSFT

YTD

11.17%

1M

-0.57%

6M

-2.08%

1Y

13.03%

5Y (annualized)

23.81%

10Y (annualized)

26.06%

Fundamentals


SGENMSFT
Market Cap$43.15B$3.15T
EPS-$4.00$12.12
PEG Ratio18.532.21

Key characteristics


SGENMSFT

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Correlation

-0.50.00.51.00.3

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.

Risk-Adjusted Performance

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
The chart of Sharpe ratio for SGEN, currently valued at 1.78, compared to the broader market-4.00-2.000.002.004.001.780.57
The chart of Sortino ratio for SGEN, currently valued at 9.11, compared to the broader market-4.00-2.000.002.004.009.110.85
The chart of Omega ratio for SGEN, currently valued at 4.81, compared to the broader market0.501.001.502.004.811.11
The chart of Calmar ratio for SGEN, currently valued at 2.89, compared to the broader market0.002.004.006.002.890.72
The chart of Martin ratio for SGEN, currently valued at 68.28, compared to the broader market-10.000.0010.0020.0030.0068.281.73
SGEN
MSFT

Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.78
0.57
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 0.54%.


TTM20232022202120202019201820172016201520142013
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
0.54%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

SGEN vs. MSFT - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.07%
-10.92%
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 8.27%. 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%JuneJulyAugustSeptemberOctoberNovember0
8.27%
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