TDG vs. MSFT
Compare and contrast key facts about TransDigm Group Incorporated (TDG) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TDG or MSFT.
Correlation
The correlation between TDG and MSFT is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
TDG vs. MSFT - Performance Comparison
Key characteristics
TDG:
0.63
MSFT:
-0.13
TDG:
0.99
MSFT:
-0.01
TDG:
1.13
MSFT:
1.00
TDG:
1.34
MSFT:
-0.13
TDG:
2.76
MSFT:
-0.30
TDG:
6.21%
MSFT:
10.51%
TDG:
27.16%
MSFT:
24.96%
TDG:
-62.64%
MSFT:
-69.39%
TDG:
-2.37%
MSFT:
-15.70%
Fundamentals
TDG:
$77.29B
MSFT:
$2.91T
TDG:
$28.39
MSFT:
$12.39
TDG:
48.54
MSFT:
31.63
TDG:
4.16
MSFT:
1.74
TDG:
9.48
MSFT:
11.13
TDG:
0.00
MSFT:
9.62
TDG:
$6.24B
MSFT:
$199.94B
TDG:
$3.67B
MSFT:
$138.36B
TDG:
$3.15B
MSFT:
$109.35B
Returns By Period
In the year-to-date period, TDG achieves a 8.75% return, which is significantly higher than MSFT's -6.85% return. Both investments have delivered pretty close results over the past 10 years, with TDG having a 25.57% annualized return and MSFT not far behind at 25.00%.
TDG
8.75%
-0.44%
1.72%
15.56%
37.48%
25.57%
MSFT
-6.85%
0.33%
-8.11%
-2.82%
18.72%
25.00%
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Risk-Adjusted Performance
TDG vs. MSFT — Risk-Adjusted Performance Rank
TDG
MSFT
TDG vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TransDigm Group Incorporated (TDG) 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
TDG vs. MSFT - Dividend Comparison
TDG's dividend yield for the trailing twelve months is around 5.44%, more than MSFT's 0.81% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | 5.44% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% |
MSFT Microsoft Corporation | 0.81% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
Drawdowns
TDG vs. MSFT - Drawdown Comparison
The maximum TDG drawdown since its inception was -62.64%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for TDG and MSFT. For additional features, visit the drawdowns tool.
Volatility
TDG vs. MSFT - Volatility Comparison
TransDigm Group Incorporated (TDG) and Microsoft Corporation (MSFT) have volatilities of 13.81% and 13.68%, 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
TDG vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between TransDigm Group Incorporated 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