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

Correlation

The correlation between SWKS and MSFT is 0.29, 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

SWKS vs. MSFT - Performance Comparison

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

-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-15.03%
-2.46%
SWKS
MSFT

Key characteristics

Sharpe Ratio

SWKS:

-0.46

MSFT:

0.91

Sortino Ratio

SWKS:

-0.41

MSFT:

1.25

Omega Ratio

SWKS:

0.95

MSFT:

1.17

Calmar Ratio

SWKS:

-0.30

MSFT:

1.16

Martin Ratio

SWKS:

-1.05

MSFT:

2.67

Ulcer Index

SWKS:

15.58%

MSFT:

6.73%

Daily Std Dev

SWKS:

35.89%

MSFT:

19.82%

Max Drawdown

SWKS:

-96.12%

MSFT:

-69.39%

Current Drawdown

SWKS:

-51.40%

MSFT:

-6.17%

Fundamentals

Market Cap

SWKS:

$14.51B

MSFT:

$3.38T

EPS

SWKS:

$3.69

MSFT:

$12.10

PE Ratio

SWKS:

24.59

MSFT:

37.56

PEG Ratio

SWKS:

1.19

MSFT:

2.41

Total Revenue (TTM)

SWKS:

$4.18B

MSFT:

$254.19B

Gross Profit (TTM)

SWKS:

$1.72B

MSFT:

$176.28B

EBITDA (TTM)

SWKS:

$1.12B

MSFT:

$139.14B

Returns By Period

In the year-to-date period, SWKS achieves a -18.48% return, which is significantly lower than MSFT's 17.09% return. Over the past 10 years, SWKS has underperformed MSFT with an annualized return of 3.63%, while MSFT has yielded a comparatively higher 26.70% annualized return.


SWKS

YTD

-18.48%

1M

7.48%

6M

-14.56%

1Y

-16.36%

5Y*

-3.65%

10Y*

3.63%

MSFT

YTD

17.09%

1M

4.81%

6M

-1.57%

1Y

18.80%

5Y*

23.82%

10Y*

26.70%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SWKS vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Skyworks Solutions, Inc. (SWKS) 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 SWKS, currently valued at -0.46, compared to the broader market-4.00-2.000.002.00-0.460.95
The chart of Sortino ratio for SWKS, currently valued at -0.41, compared to the broader market-4.00-2.000.002.004.00-0.411.30
The chart of Omega ratio for SWKS, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.18
The chart of Calmar ratio for SWKS, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.301.21
The chart of Martin ratio for SWKS, currently valued at -1.05, compared to the broader market0.0010.0020.00-1.052.79
SWKS
MSFT

The current SWKS Sharpe Ratio is -0.46, which is lower than the MSFT Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of SWKS 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.46
0.95
SWKS
MSFT

Dividends

SWKS vs. MSFT - Dividend Comparison

SWKS's dividend yield for the trailing twelve months is around 3.10%, more than MSFT's 0.70% yield.


TTM20232022202120202019201820172016201520142013
SWKS
Skyworks Solutions, Inc.
3.10%2.31%2.59%1.37%1.23%1.36%2.09%1.26%1.45%1.02%0.48%0.00%
MSFT
Microsoft Corporation
0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

SWKS vs. MSFT - Drawdown Comparison

The maximum SWKS drawdown since its inception was -96.12%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for SWKS and MSFT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-51.40%
-6.17%
SWKS
MSFT

Volatility

SWKS vs. MSFT - Volatility Comparison

Skyworks Solutions, Inc. (SWKS) has a higher volatility of 6.71% compared to Microsoft Corporation (MSFT) at 5.73%. This indicates that SWKS'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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.71%
5.73%
SWKS
MSFT

Financials

SWKS vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Skyworks Solutions, 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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