VIPS vs. MSFT

In the year-to-date period, VIPS achieves a -0.07% return, which is significantly lower than MSFT's 1.79% return. Over the past 10 years, VIPS has underperformed MSFT with an annualized return of -4.95%, while MSFT has yielded a comparatively higher 26.71% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Vipshop Holdings Limited (VIPS) 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.

The current VIPS Sharpe Ratio is -0.26, which is lower than the MSFT Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of VIPS 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.

VIPS's dividend yield for the trailing twelve months is around 3.19%, more than MSFT's 0.72% yield.

The maximum VIPS drawdown since its inception was -86.75%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for VIPS and MSFT. For additional features, visit the drawdowns tool.

Vipshop Holdings Limited (VIPS) has a higher volatility of 7.11% compared to Microsoft Corporation (MSFT) at 6.05%. This indicates that VIPS'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.

This section allows you to compare key financial metrics between Vipshop Holdings 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.