TME vs. MSFT
Compare and contrast key facts about Tencent Music Entertainment Group (TME) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TME or MSFT.
Performance
TME vs. MSFT - Performance Comparison
Returns By Period
In the year-to-date period, TME achieves a 23.98% return, which is significantly higher than MSFT's 10.96% return.
TME
23.98%
-8.74%
-27.56%
31.89%
-2.52%
N/A
MSFT
10.96%
-0.27%
-1.06%
10.93%
23.75%
25.82%
Fundamentals
| TME | MSFT | |
|---|---|---|
| Market Cap | $18.49B | $3.15T |
| EPS | $0.49 | $12.12 |
| PE Ratio | 22.29 | 34.90 |
| PEG Ratio | 0.78 | 2.21 |
| Total Revenue (TTM) | $20.82B | $254.19B |
| Gross Profit (TTM) | $8.42B | $176.28B |
| EBITDA (TTM) | $5.91B | $139.70B |
Key characteristics
| TME | MSFT | |
|---|---|---|
| Sharpe Ratio | 0.72 | 0.65 |
| Sortino Ratio | 1.37 | 0.96 |
| Omega Ratio | 1.16 | 1.13 |
| Calmar Ratio | 0.47 | 0.83 |
| Martin Ratio | 2.33 | 2.01 |
| Ulcer Index | 15.21% | 6.40% |
| Daily Std Dev | 48.91% | 19.77% |
| Max Drawdown | -90.19% | -69.41% |
| Current Drawdown | -64.86% | -11.08% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between TME and MSFT is 0.27, 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
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.
Dividends
TME vs. MSFT - Dividend Comparison
TME's dividend yield for the trailing twelve months is around 1.24%, more than MSFT's 0.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TME Tencent Music Entertainment Group | 1.24% | 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
TME vs. MSFT - Drawdown Comparison
The maximum TME drawdown since its inception was -90.19%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for TME and MSFT. For additional features, visit the drawdowns tool.
Volatility
TME vs. MSFT - Volatility Comparison
Tencent Music Entertainment Group (TME) has a higher volatility of 10.78% compared to Microsoft Corporation (MSFT) at 8.28%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities