PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TYL vs. MSFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

TYL vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tyler Technologies, Inc. (TYL) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
20.89%
-1.66%
TYL
MSFT

Returns By Period

In the year-to-date period, TYL achieves a 42.81% return, which is significantly higher than MSFT's 11.63% return. Over the past 10 years, TYL has underperformed MSFT with an annualized return of 18.70%, while MSFT has yielded a comparatively higher 25.92% annualized return.


TYL

YTD

42.81%

1M

1.21%

6M

22.07%

1Y

42.96%

5Y (annualized)

15.98%

10Y (annualized)

18.70%

MSFT

YTD

11.63%

1M

-0.16%

6M

-0.46%

1Y

13.50%

5Y (annualized)

23.85%

10Y (annualized)

25.92%

Fundamentals


TYLMSFT
Market Cap$26.50B$3.15T
EPS$5.45$12.12
PE Ratio113.6034.90
PEG Ratio2.782.21
Total Revenue (TTM)$2.08B$254.19B
Gross Profit (TTM)$860.57M$176.28B
EBITDA (TTM)$437.91M$139.70B

Key characteristics


TYLMSFT
Sharpe Ratio1.890.59
Sortino Ratio3.080.88
Omega Ratio1.381.12
Calmar Ratio1.550.75
Martin Ratio13.731.80
Ulcer Index3.13%6.44%
Daily Std Dev22.74%19.66%
Max Drawdown-90.10%-69.41%
Current Drawdown-4.19%-10.54%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.3

The correlation between TYL and MSFT is 0.26, 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

TYL vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tyler Technologies, Inc. (TYL) 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 ratio
The chart of Sharpe ratio for TYL, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.001.890.59
The chart of Sortino ratio for TYL, currently valued at 3.08, compared to the broader market-4.00-2.000.002.004.003.080.88
The chart of Omega ratio for TYL, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.12
The chart of Calmar ratio for TYL, currently valued at 1.55, compared to the broader market0.002.004.006.001.550.75
The chart of Martin ratio for TYL, currently valued at 13.86, compared to the broader market0.0010.0020.0030.0013.861.80
TYL
MSFT

The current TYL Sharpe Ratio is 1.89, which is higher than the MSFT Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of TYL 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.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.89
0.59
TYL
MSFT

Dividends

TYL vs. MSFT - Dividend Comparison

TYL has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.54%.


TTM20232022202120202019201820172016201520142013
TYL
Tyler Technologies, 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

TYL vs. MSFT - Drawdown Comparison

The maximum TYL drawdown since its inception was -90.10%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for TYL and MSFT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.19%
-10.54%
TYL
MSFT

Volatility

TYL vs. MSFT - Volatility Comparison

The current volatility for Tyler Technologies, Inc. (TYL) is 7.15%, while Microsoft Corporation (MSFT) has a volatility of 8.30%. This indicates that TYL experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
7.15%
8.30%
TYL
MSFT

Financials

TYL vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Tyler Technologies, 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.


Quarterly
Annual

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


Values in USD except per share items