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SIMO vs. MSFT
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SIMO vs. MSFT - Performance Comparison

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

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SIMO vs. MSFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIMO
Silicon Motion Technology Corporation
21.60%76.91%-8.94%-4.91%-30.38%101.83%-1.81%51.81%-33.11%27.14%
MSFT
Microsoft Corporation
-23.28%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%40.73%

Fundamentals

EPS

SIMO:

$21.91

MSFT:

$15.98

PE Ratio

SIMO:

5.12

MSFT:

23.16

PEG Ratio

SIMO:

0.03

MSFT:

1.62

PS Ratio

SIMO:

0.71

MSFT:

9.04

Total Revenue (TTM)

SIMO:

$885.63M

MSFT:

$305.45B

Gross Profit (TTM)

SIMO:

$427.51M

MSFT:

$209.50B

EBITDA (TTM)

SIMO:

$123.21M

MSFT:

$191.39B

Returns By Period

In the year-to-date period, SIMO achieves a 21.60% return, which is significantly higher than MSFT's -23.28% return. Over the past 10 years, SIMO has underperformed MSFT with an annualized return of 14.06%, while MSFT has yielded a comparatively higher 22.44% annualized return.


SIMO

1D
6.49%
1M
-13.11%
YTD
21.60%
6M
19.58%
1Y
127.84%
3Y*
22.70%
5Y*
14.57%
10Y*
14.06%

MSFT

1D
3.12%
1M
-5.75%
YTD
-23.28%
6M
-28.23%
1Y
-0.64%
3Y*
9.54%
5Y*
9.74%
10Y*
22.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SIMO vs. MSFT — Risk / Return Rank

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

SIMO
SIMO Risk / Return Rank: 9292
Overall Rank
SIMO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SIMO Sortino Ratio Rank: 9090
Sortino Ratio Rank
SIMO Omega Ratio Rank: 9090
Omega Ratio Rank
SIMO Calmar Ratio Rank: 9393
Calmar Ratio Rank
SIMO Martin Ratio Rank: 9393
Martin Ratio Rank

MSFT
MSFT Risk / Return Rank: 3838
Overall Rank
MSFT Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 3434
Sortino Ratio Rank
MSFT Omega Ratio Rank: 3535
Omega Ratio Rank
MSFT Calmar Ratio Rank: 4141
Calmar Ratio Rank
MSFT Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SIMO vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Silicon Motion Technology Corporation (SIMO) 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.


SIMOMSFTDifference

Sharpe ratio

Return per unit of total volatility

2.45

-0.02

+2.47

Sortino ratio

Return per unit of downside risk

2.83

0.15

+2.68

Omega ratio

Gain probability vs. loss probability

1.39

1.02

+0.37

Calmar ratio

Return relative to maximum drawdown

4.84

-0.05

+4.88

Martin ratio

Return relative to average drawdown

13.26

-0.12

+13.38

SIMO vs. MSFT - Sharpe Ratio Comparison

The current SIMO Sharpe Ratio is 2.45, which is higher than the MSFT Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of SIMO 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.


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Sharpe Ratios by Period


SIMOMSFTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

-0.02

+2.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.37

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.84

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.74

-0.47

Correlation

The correlation between SIMO and MSFT is 0.30, 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.


Dividends

SIMO vs. MSFT - Dividend Comparison

SIMO's dividend yield for the trailing twelve months is around 1.78%, more than MSFT's 0.94% yield.


TTM20252024202320222021202020192018201720162015
SIMO
Silicon Motion Technology Corporation
1.78%2.16%3.70%0.82%2.31%1.62%2.89%2.45%3.45%1.68%1.51%1.88%
MSFT
Microsoft Corporation
0.94%0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%

Drawdowns

SIMO vs. MSFT - Drawdown Comparison

The maximum SIMO drawdown since its inception was -93.19%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for SIMO and MSFT.


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Drawdown Indicators


SIMOMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-93.19%

-69.38%

-23.81%

Max Drawdown (1Y)

Largest decline over 1 year

-26.26%

-33.91%

+7.65%

Max Drawdown (5Y)

Largest decline over 5 years

-56.49%

-37.15%

-19.34%

Max Drawdown (10Y)

Largest decline over 10 years

-56.49%

-37.15%

-19.34%

Current Drawdown

Current decline from peak

-21.48%

-31.43%

+9.95%

Average Drawdown

Average peak-to-trough decline

-32.63%

-21.77%

-10.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.59%

12.46%

-2.87%

Volatility

SIMO vs. MSFT - Volatility Comparison

Silicon Motion Technology Corporation (SIMO) has a higher volatility of 15.94% compared to Microsoft Corporation (MSFT) at 6.48%. This indicates that SIMO'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.


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Volatility by Period


SIMOMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.94%

6.48%

+9.46%

Volatility (6M)

Calculated over the trailing 6-month period

39.62%

19.15%

+20.47%

Volatility (1Y)

Calculated over the trailing 1-year period

52.50%

26.46%

+26.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.79%

26.19%

+18.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.05%

26.89%

+15.16%

Financials

SIMO vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Silicon Motion Technology Corporation 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


0.0020.00B40.00B60.00B80.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
278.46M
81.27B
(SIMO) Total Revenue
(MSFT) Total Revenue
Values in USD except per share items

SIMO vs. MSFT - Profitability Comparison

The chart below illustrates the profitability comparison between Silicon Motion Technology Corporation and Microsoft Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%60.0%65.0%70.0%75.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
49.1%
68.0%
Portfolio components
SIMO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Silicon Motion Technology Corporation reported a gross profit of 136.77M and revenue of 278.46M. Therefore, the gross margin over that period was 49.1%.

MSFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported a gross profit of 55.30B and revenue of 81.27B. Therefore, the gross margin over that period was 68.0%.

SIMO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Silicon Motion Technology Corporation reported an operating income of 31.71M and revenue of 278.46M, resulting in an operating margin of 11.4%.

MSFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported an operating income of 38.28B and revenue of 81.27B, resulting in an operating margin of 47.1%.

SIMO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Silicon Motion Technology Corporation reported a net income of 47.75M and revenue of 278.46M, resulting in a net margin of 17.2%.

MSFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported a net income of 38.46B and revenue of 81.27B, resulting in a net margin of 47.3%.