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.
Performance
TDG vs. MSFT - Performance Comparison
Returns By Period
In the year-to-date period, TDG achieves a 30.90% return, which is significantly higher than MSFT's 11.63% return. Both investments have delivered pretty close results over the past 10 years, with TDG having a 25.65% annualized return and MSFT not far ahead at 25.92%.
TDG
30.90%
-9.39%
2.49%
39.10%
21.72%
25.65%
MSFT
11.63%
-0.16%
-0.46%
13.50%
23.85%
25.92%
Fundamentals
| TDG | MSFT | |
|---|---|---|
| Market Cap | $76.22B | $3.15T |
| EPS | $25.57 | $12.12 |
| PE Ratio | 53.01 | 34.90 |
| PEG Ratio | 4.06 | 2.21 |
| Total Revenue (TTM) | $7.94B | $254.19B |
| Gross Profit (TTM) | $4.58B | $176.28B |
| EBITDA (TTM) | $3.80B | $139.70B |
Key characteristics
| TDG | MSFT | |
|---|---|---|
| Sharpe Ratio | 1.69 | 0.59 |
| Sortino Ratio | 2.17 | 0.88 |
| Omega Ratio | 1.29 | 1.12 |
| Calmar Ratio | 3.24 | 0.75 |
| Martin Ratio | 9.86 | 1.80 |
| Ulcer Index | 3.86% | 6.44% |
| Daily Std Dev | 22.49% | 19.66% |
| Max Drawdown | -62.64% | -69.41% |
| Current Drawdown | -11.16% | -10.54% |
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Correlation
The correlation between TDG and MSFT is 0.39, 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.
Risk-Adjusted Performance
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 8.77%, more than MSFT's 0.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | 5.98% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% | 13.66% |
MSFT Microsoft Corporation | 0.54% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
TDG vs. MSFT - Drawdown Comparison
The maximum TDG drawdown since its inception was -62.64%, smaller than the maximum MSFT drawdown of -69.41%. 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) has a higher volatility of 10.11% compared to Microsoft Corporation (MSFT) at 8.30%. This indicates that TDG'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.
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