TATAMOTORS.NS vs. MSFT
Compare and contrast key facts about Tata Motors Limited (TATAMOTORS.NS) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TATAMOTORS.NS or MSFT.
Key characteristics
| TATAMOTORS.NS | MSFT | |
|---|---|---|
| YTD Return | -0.35% | 14.14% |
| 1Y Return | 15.66% | 16.11% |
| 3Y Return (Ann) | 15.80% | 9.25% |
| 5Y Return (Ann) | 36.30% | 24.47% |
| 10Y Return (Ann) | 3.81% | 26.07% |
| Sharpe Ratio | 0.68 | 0.83 |
| Sortino Ratio | 1.07 | 1.17 |
| Omega Ratio | 1.14 | 1.15 |
| Calmar Ratio | 0.58 | 1.04 |
| Martin Ratio | 1.78 | 2.54 |
| Ulcer Index | 10.80% | 6.37% |
| Daily Std Dev | 28.35% | 19.56% |
| Max Drawdown | -90.57% | -69.41% |
| Current Drawdown | -33.36% | -8.53% |
Fundamentals
| TATAMOTORS.NS | MSFT | |
|---|---|---|
| Market Cap | ₹3.35T | $3.15T |
| EPS | ₹87.82 | $12.12 |
| PE Ratio | 8.94 | 34.90 |
| Total Revenue (TTM) | ₹3.38T | $254.19B |
| Gross Profit (TTM) | ₹1.08T | $176.28B |
| EBITDA (TTM) | ₹494.19B | $139.70B |
Correlation
The correlation between TATAMOTORS.NS and MSFT is 0.10, 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.
Performance
TATAMOTORS.NS vs. MSFT - Performance Comparison
In the year-to-date period, TATAMOTORS.NS achieves a -0.35% return, which is significantly lower than MSFT's 14.14% return. Over the past 10 years, TATAMOTORS.NS has underperformed MSFT with an annualized return of 3.81%, while MSFT has yielded a comparatively higher 26.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TATAMOTORS.NS vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tata Motors Limited (TATAMOTORS.NS) 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.
Dividends
TATAMOTORS.NS vs. MSFT - Dividend Comparison
TATAMOTORS.NS's dividend yield for the trailing twelve months is around 0.39%, less than MSFT's 0.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TATAMOTORS.NS Tata Motors Limited | 0.39% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.00% | 0.40% | 0.53% |
MSFT Microsoft Corporation | 0.53% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
TATAMOTORS.NS vs. MSFT - Drawdown Comparison
The maximum TATAMOTORS.NS drawdown since its inception was -90.57%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for TATAMOTORS.NS and MSFT. For additional features, visit the drawdowns tool.
Volatility
TATAMOTORS.NS vs. MSFT - Volatility Comparison
Tata Motors Limited (TATAMOTORS.NS) and Microsoft Corporation (MSFT) have volatilities of 7.46% and 7.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TATAMOTORS.NS vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Tata Motors Limited 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.
Total Revenue: Total amount of money received from sales and other business activities