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

Correlation

The correlation between YMHAY 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

YMHAY vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yamaha Motor Co. Ltd (YMHAY) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

YMHAY:

-0.25

MSFT:

0.47

Sortino Ratio

YMHAY:

0.16

MSFT:

0.62

Omega Ratio

YMHAY:

1.02

MSFT:

1.08

Calmar Ratio

YMHAY:

-0.45

MSFT:

0.33

Martin Ratio

YMHAY:

-1.17

MSFT:

0.73

Ulcer Index

YMHAY:

15.87%

MSFT:

10.70%

Daily Std Dev

YMHAY:

76.58%

MSFT:

25.79%

Max Drawdown

YMHAY:

-41.38%

MSFT:

-69.39%

Current Drawdown

YMHAY:

-27.84%

MSFT:

-0.79%

Fundamentals

Market Cap

YMHAY:

$7.62B

MSFT:

$3.42T

EPS

YMHAY:

$1.17

MSFT:

$12.98

PE Ratio

YMHAY:

13.44

MSFT:

35.47

PS Ratio

YMHAY:

0.00

MSFT:

12.67

PB Ratio

YMHAY:

0.99

MSFT:

10.63

Total Revenue (TTM)

YMHAY:

$1.33T

MSFT:

$270.01B

Gross Profit (TTM)

YMHAY:

$432.58B

MSFT:

$186.51B

EBITDA (TTM)

YMHAY:

$142.30B

MSFT:

$150.06B

Returns By Period

In the year-to-date period, YMHAY achieves a -13.05% return, which is significantly lower than MSFT's 9.64% return.


YMHAY

YTD

-13.05%

1M

-3.85%

6M

-3.08%

1Y

-17.25%

3Y*

5.55%

5Y*

N/A

10Y*

N/A

MSFT

YTD

9.64%

1M

8.42%

6M

9.13%

1Y

11.75%

3Y*

20.19%

5Y*

21.26%

10Y*

27.46%

*Annualized

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Yamaha Motor Co. Ltd

Microsoft Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

YMHAY vs. MSFT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

YMHAY
The Risk-Adjusted Performance Rank of YMHAY is 3131
Overall Rank
The Sharpe Ratio Rank of YMHAY is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of YMHAY is 4040
Sortino Ratio Rank
The Omega Ratio Rank of YMHAY is 4040
Omega Ratio Rank
The Calmar Ratio Rank of YMHAY is 2222
Calmar Ratio Rank
The Martin Ratio Rank of YMHAY is 1818
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 6161
Overall Rank
The Sharpe Ratio Rank of MSFT is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 5454
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 5454
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 6767
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

YMHAY vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Yamaha Motor Co. Ltd (YMHAY) 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 YMHAY Sharpe Ratio is -0.25, which is lower than the MSFT Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of YMHAY 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

YMHAY vs. MSFT - Dividend Comparison

YMHAY has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.70%.


TTM20242023202220212020201920182017201620152014
YMHAY
Yamaha Motor Co. Ltd
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
0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

YMHAY vs. MSFT - Drawdown Comparison

The maximum YMHAY drawdown since its inception was -41.38%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for YMHAY and MSFT.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

YMHAY vs. MSFT - Volatility Comparison

Yamaha Motor Co. Ltd (YMHAY) has a higher volatility of 12.83% compared to Microsoft Corporation (MSFT) at 8.33%. This indicates that YMHAY'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.


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Financials

YMHAY vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Yamaha Motor Co. Ltd 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


0.00200.00B400.00B600.00B800.00B20212022202320242025
628.43B
70.07B
(YMHAY) Total Revenue
(MSFT) Total Revenue
Values in USD except per share items