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

Correlation

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.


-0.50.00.51.00.3

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.

50,000.00%100,000.00%150,000.00%200,000.00%JulyAugustSeptemberOctoberNovemberDecember
41,296.24%
183,114.44%
TYL
MSFT

Key characteristics

Sharpe Ratio

TYL:

2.06

MSFT:

0.94

Sortino Ratio

TYL:

3.26

MSFT:

1.30

Omega Ratio

TYL:

1.41

MSFT:

1.18

Calmar Ratio

TYL:

1.73

MSFT:

1.21

Martin Ratio

TYL:

14.92

MSFT:

2.77

Ulcer Index

TYL:

3.22%

MSFT:

6.75%

Daily Std Dev

TYL:

23.29%

MSFT:

19.81%

Max Drawdown

TYL:

-90.10%

MSFT:

-69.39%

Current Drawdown

TYL:

-4.76%

MSFT:

-6.27%

Fundamentals

Market Cap

TYL:

$26.02B

MSFT:

$3.38T

EPS

TYL:

$5.47

MSFT:

$12.10

PE Ratio

TYL:

111.14

MSFT:

37.56

PEG Ratio

TYL:

2.76

MSFT:

2.41

Total Revenue (TTM)

TYL:

$2.08B

MSFT:

$254.19B

Gross Profit (TTM)

TYL:

$860.57M

MSFT:

$176.28B

EBITDA (TTM)

TYL:

$440.41M

MSFT:

$139.14B

Returns By Period

In the year-to-date period, TYL achieves a 44.80% return, which is significantly higher than MSFT's 16.97% return. Over the past 10 years, TYL has underperformed MSFT with an annualized return of 18.40%, while MSFT has yielded a comparatively higher 26.56% annualized return.


TYL

YTD

44.80%

1M

1.37%

6M

23.77%

1Y

45.88%

5Y*

15.32%

10Y*

18.40%

MSFT

YTD

16.97%

1M

5.29%

6M

-2.56%

1Y

17.76%

5Y*

23.77%

10Y*

26.56%

Compare stocks, funds, or ETFs

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


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 2.06, compared to the broader market-4.00-2.000.002.002.060.94
The chart of Sortino ratio for TYL, currently valued at 3.26, compared to the broader market-4.00-2.000.002.004.003.261.30
The chart of Omega ratio for TYL, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.18
The chart of Calmar ratio for TYL, currently valued at 1.73, compared to the broader market0.002.004.006.001.731.21
The chart of Martin ratio for TYL, currently valued at 14.92, compared to the broader market-5.000.005.0010.0015.0020.0025.0014.922.77
TYL
MSFT

The current TYL Sharpe Ratio is 2.06, which is higher than the MSFT Sharpe Ratio of 0.94. 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.06
0.94
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 0.71%.


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
0.71%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 -69.39%. 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%JulyAugustSeptemberOctoberNovemberDecember
-4.76%
-6.27%
TYL
MSFT

Volatility

TYL vs. MSFT - Volatility Comparison

Tyler Technologies, Inc. (TYL) has a higher volatility of 6.74% compared to Microsoft Corporation (MSFT) at 5.74%. This indicates that TYL'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%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.74%
5.74%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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