TENB vs. MSFT
Compare and contrast key facts about Tenable Holdings, Inc. (TENB) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TENB or MSFT.
Performance
TENB vs. MSFT - Performance Comparison
Returns By Period
In the year-to-date period, TENB achieves a -11.44% return, which is significantly lower than MSFT's 10.96% return.
TENB
-11.44%
-4.45%
-7.30%
4.86%
8.73%
N/A
MSFT
10.96%
-0.27%
-1.06%
10.93%
23.75%
25.82%
Fundamentals
| TENB | MSFT | |
|---|---|---|
| Market Cap | $5.03B | $3.15T |
| EPS | -$0.51 | $12.12 |
| Total Revenue (TTM) | $877.60M | $254.19B |
| Gross Profit (TTM) | $685.22M | $176.28B |
| EBITDA (TTM) | $6.13M | $139.70B |
Key characteristics
| TENB | MSFT | |
|---|---|---|
| Sharpe Ratio | 0.09 | 0.65 |
| Sortino Ratio | 0.36 | 0.96 |
| Omega Ratio | 1.04 | 1.13 |
| Calmar Ratio | 0.08 | 0.83 |
| Martin Ratio | 0.19 | 2.01 |
| Ulcer Index | 15.22% | 6.40% |
| Daily Std Dev | 31.13% | 19.77% |
| Max Drawdown | -56.82% | -69.41% |
| Current Drawdown | -34.90% | -11.08% |
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Correlation
The correlation between TENB and MSFT is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
TENB vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tenable Holdings, Inc. (TENB) 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
TENB vs. MSFT - Dividend Comparison
TENB has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.54%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TENB Tenable Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
TENB vs. MSFT - Drawdown Comparison
The maximum TENB drawdown since its inception was -56.82%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for TENB and MSFT. For additional features, visit the drawdowns tool.
Volatility
TENB vs. MSFT - Volatility Comparison
Tenable Holdings, Inc. (TENB) has a higher volatility of 11.09% compared to Microsoft Corporation (MSFT) at 8.28%. This indicates that TENB'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
TENB vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Tenable Holdings, 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.
Total Revenue: Total amount of money received from sales and other business activities