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TME vs. MSFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TME and MSFT is 0.34, 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

TME vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tencent Music Entertainment Group (TME) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TME:

0.22

MSFT:

0.34

Sortino Ratio

TME:

0.73

MSFT:

0.72

Omega Ratio

TME:

1.09

MSFT:

1.10

Calmar Ratio

TME:

0.15

MSFT:

0.41

Martin Ratio

TME:

0.54

MSFT:

0.90

Ulcer Index

TME:

19.97%

MSFT:

10.69%

Daily Std Dev

TME:

56.26%

MSFT:

25.69%

Max Drawdown

TME:

-90.19%

MSFT:

-69.39%

Current Drawdown

TME:

-46.00%

MSFT:

-1.26%

Fundamentals

Market Cap

TME:

$25.52B

MSFT:

$3.41T

EPS

TME:

$0.85

MSFT:

$12.94

PE Ratio

TME:

19.69

MSFT:

35.46

PEG Ratio

TME:

1.40

MSFT:

2.13

PS Ratio

TME:

0.88

MSFT:

12.63

PB Ratio

TME:

2.52

MSFT:

10.49

Total Revenue (TTM)

TME:

$28.99B

MSFT:

$270.01B

Gross Profit (TTM)

TME:

$12.50B

MSFT:

$186.51B

EBITDA (TTM)

TME:

$11.41B

MSFT:

$150.06B

Returns By Period

In the year-to-date period, TME achieves a 49.87% return, which is significantly higher than MSFT's 9.12% return.


TME

YTD

49.87%

1M

38.41%

6M

52.56%

1Y

12.41%

3Y*

61.57%

5Y*

7.17%

10Y*

N/A

MSFT

YTD

9.12%

1M

24.81%

6M

10.31%

1Y

8.54%

3Y*

22.98%

5Y*

21.12%

10Y*

27.40%

*Annualized

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Tencent Music Entertainment Group

Microsoft Corporation

Risk-Adjusted Performance

TME vs. MSFT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TME
The Risk-Adjusted Performance Rank of TME is 5858
Overall Rank
The Sharpe Ratio Rank of TME is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of TME is 5858
Sortino Ratio Rank
The Omega Ratio Rank of TME is 5656
Omega Ratio Rank
The Calmar Ratio Rank of TME is 5959
Calmar Ratio Rank
The Martin Ratio Rank of TME is 5858
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 6363
Overall Rank
The Sharpe Ratio Rank of MSFT is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 5858
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 5757
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 6969
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TME vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tencent Music Entertainment Group (TME) 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 TME Sharpe Ratio is 0.22, which is lower than the MSFT Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of TME 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.


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Dividends

TME vs. MSFT - Dividend Comparison

TME's dividend yield for the trailing twelve months is around 1.86%, more than MSFT's 0.71% yield.


TTM20242023202220212020201920182017201620152014
TME
Tencent Music Entertainment Group
1.86%1.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.71%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

TME vs. MSFT - Drawdown Comparison

The maximum TME drawdown since its inception was -90.19%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for TME and MSFT. For additional features, visit the drawdowns tool.


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Volatility

TME vs. MSFT - Volatility Comparison

Tencent Music Entertainment Group (TME) has a higher volatility of 17.16% compared to Microsoft Corporation (MSFT) at 8.07%. This indicates that TME'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.


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Financials

TME vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Tencent Music Entertainment Group 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B20.00B30.00B40.00B50.00B60.00B70.00B20212022202320242025
7.36B
70.07B
(TME) Total Revenue
(MSFT) Total Revenue
Values in USD except per share items

TME vs. MSFT - Profitability Comparison

The chart below illustrates the profitability comparison between Tencent Music Entertainment Group and Microsoft Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20212022202320242025
44.1%
68.7%
(TME) Gross Margin
(MSFT) Gross Margin
TME - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Tencent Music Entertainment Group reported a gross profit of 3.24B and revenue of 7.36B. Therefore, the gross margin over that period was 44.1%.

MSFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported a gross profit of 48.15B and revenue of 70.07B. Therefore, the gross margin over that period was 68.7%.

TME - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Tencent Music Entertainment Group reported an operating income of 4.84B and revenue of 7.36B, resulting in an operating margin of 65.7%.

MSFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported an operating income of 32.00B and revenue of 70.07B, resulting in an operating margin of 45.7%.

TME - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Tencent Music Entertainment Group reported a net income of 4.29B and revenue of 7.36B, resulting in a net margin of 58.3%.

MSFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported a net income of 25.82B and revenue of 70.07B, resulting in a net margin of 36.9%.