VAL vs. MSFT
Compare and contrast key facts about Valaris Limited (VAL) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VAL or MSFT.
Key characteristics
| VAL | MSFT | |
|---|---|---|
| YTD Return | -27.08% | 12.98% |
| 1Y Return | -26.08% | 18.03% |
| 3Y Return (Ann) | 10.01% | 8.89% |
| Sharpe Ratio | -0.65 | 0.87 |
| Sortino Ratio | -0.77 | 1.24 |
| Omega Ratio | 0.91 | 1.16 |
| Calmar Ratio | -0.63 | 1.11 |
| Martin Ratio | -1.45 | 2.75 |
| Ulcer Index | 17.03% | 6.26% |
| Daily Std Dev | 37.81% | 19.69% |
| Max Drawdown | -39.45% | -69.41% |
| Current Drawdown | -37.48% | -9.47% |
Fundamentals
| VAL | MSFT | |
|---|---|---|
| Market Cap | $3.56B | $3.14T |
| EPS | $14.37 | $12.04 |
| PE Ratio | 3.48 | 35.09 |
| Total Revenue (TTM) | $2.26B | $254.19B |
| Gross Profit (TTM) | $398.70M | $176.28B |
| EBITDA (TTM) | $377.10M | $139.70B |
Correlation
The correlation between VAL and MSFT is 0.14, 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
VAL vs. MSFT - Performance Comparison
In the year-to-date period, VAL achieves a -27.08% return, which is significantly lower than MSFT's 12.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VAL vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Valaris Limited (VAL) 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
VAL vs. MSFT - Dividend Comparison
VAL has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.71%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VAL Valaris Limited | 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
VAL vs. MSFT - Drawdown Comparison
The maximum VAL drawdown since its inception was -39.45%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for VAL and MSFT. For additional features, visit the drawdowns tool.
Volatility
VAL vs. MSFT - Volatility Comparison
Valaris Limited (VAL) has a higher volatility of 11.95% compared to Microsoft Corporation (MSFT) at 7.61%. This indicates that VAL'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
VAL vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Valaris Limited 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