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TXN vs. MSFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TXNMSFT
YTD Return2.21%12.28%
1Y Return0.53%54.38%
3Y Return (Ann)-0.04%22.33%
5Y Return (Ann)13.40%30.37%
10Y Return (Ann)17.14%28.63%
Sharpe Ratio0.032.42
Daily Std Dev23.41%22.19%
Max Drawdown-85.81%-69.41%
Current Drawdown-7.64%-1.85%

Fundamentals


TXNMSFT
Market Cap$156.97B$3.19T
EPS$7.07$11.05
PE Ratio24.4038.80
PEG Ratio3.322.17
Revenue (TTM)$17.52B$227.58B
Gross Profit (TTM)$13.77B$135.62B
EBITDA (TTM)$8.49B$118.43B

Correlation

0.46
-1.001.00

The correlation between TXN and MSFT is 0.46, 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.

Performance

TXN vs. MSFT - Performance Comparison

In the year-to-date period, TXN achieves a 2.21% return, which is significantly lower than MSFT's 12.28% return. Over the past 10 years, TXN has underperformed MSFT with an annualized return of 17.14%, while MSFT has yielded a comparatively higher 28.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200,000.00%400,000.00%600,000.00%800,000.00%OctoberNovemberDecember2024FebruaryMarch
11,321.12%
699,949.83%
TXN
MSFT

Compare stocks, funds, or ETFs


Texas Instruments Incorporated

Microsoft Corporation

Risk-Adjusted Performance

TXN vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Texas Instruments Incorporated (TXN) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
TXN
Texas Instruments Incorporated
0.03
MSFT
Microsoft Corporation
2.42

TXN vs. MSFT - Sharpe Ratio Comparison

The current TXN Sharpe Ratio is 0.03, which is lower than the MSFT Sharpe Ratio of 2.42. The chart below compares the 12-month rolling Sharpe Ratio of TXN and MSFT.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
0.03
2.42
TXN
MSFT

Dividends

TXN vs. MSFT - Dividend Comparison

TXN's dividend yield for the trailing twelve months is around 2.94%, more than MSFT's 0.68% yield.


TTM20232022202120202019201820172016201520142013
TXN
Texas Instruments Incorporated
2.94%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
MSFT
Microsoft Corporation
0.68%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

TXN vs. MSFT - Drawdown Comparison

The maximum TXN drawdown since its inception was -85.81%, which is greater than MSFT's maximum drawdown of -69.41%. The drawdown chart below compares losses from any high point along the way for TXN and MSFT


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-7.64%
-1.85%
TXN
MSFT

Volatility

TXN vs. MSFT - Volatility Comparison

Texas Instruments Incorporated (TXN) has a higher volatility of 7.20% compared to Microsoft Corporation (MSFT) at 6.18%. This indicates that TXN'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.


4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
7.20%
6.18%
TXN
MSFT