SWKS vs. MSFT

In the year-to-date period, SWKS achieves a -23.76% return, which is significantly lower than MSFT's 11.17% return. Over the past 10 years, SWKS has underperformed MSFT with an annualized return of 4.46%, while MSFT has yielded a comparatively higher 26.06% annualized return.

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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.

The current SWKS Sharpe Ratio is -0.21, which is lower than the MSFT Sharpe Ratio of 0.57. 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.

SWKS's dividend yield for the trailing twelve months is around 3.26%, more than MSFT's 0.54% yield.

The maximum SWKS drawdown since its inception was -96.12%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for SWKS and MSFT. For additional features, visit the drawdowns tool.

Skyworks Solutions, Inc. (SWKS) has a higher volatility of 11.10% compared to Microsoft Corporation (MSFT) at 8.27%. 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.

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.