ZIJMY vs. MSFT
ZIJMY (Zijin Mining Group Co Ltd ADR) and MSFT (Microsoft Corporation) are both stocks. ZIJMY operates in Gold (Basic Materials), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, ZIJMY returned 33.32%/yr vs 24.39%/yr for MSFT. At a correlation of -0.01, they often move in opposite directions.
Performance
ZIJMY vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, ZIJMY achieves a -10.10% return, which is significantly higher than MSFT's -18.85% return. Over the past 10 years, ZIJMY has outperformed MSFT with an annualized return of 33.32%, while MSFT has yielded a comparatively lower 24.39% annualized return.
ZIJMY
- 1D
- 5.32%
- 1M
- -13.28%
- YTD
- -10.10%
- 6M
- -5.26%
- 1Y
- 59.92%
- 3Y*
- 42.92%
- 5Y*
- 22.96%
- 10Y*
- 33.32%
MSFT
- 1D
- 0.10%
- 1M
- -4.36%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.07%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
ZIJMY vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZIJMY Zijin Mining Group Co Ltd ADR | -10.10% | 151.45% | 20.87% | 15.79% | 10.65% | 18.87% | 163.70% | 9.70% | 21.20% | 12.34% |
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between ZIJMY and MSFT is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2011 | -0.01 |
Fundamentals
ZIJMY:
$110.37B
MSFT:
$2.91T
ZIJMY:
CN¥44.76
MSFT:
$16.79
ZIJMY:
12.25
MSFT:
23.27
ZIJMY:
0.35
MSFT:
1.63
ZIJMY:
2.05
MSFT:
9.16
ZIJMY:
3.73
MSFT:
7.02
ZIJMY:
CN¥366.89B
MSFT:
$318.27B
ZIJMY:
CN¥113.63B
MSFT:
$217.41B
ZIJMY:
CN¥105.09B
MSFT:
$200.96B
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Return for Risk
ZIJMY vs. MSFT — Risk / Return Rank
ZIJMY
MSFT
ZIJMY vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zijin Mining Group Co Ltd ADR (ZIJMY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ZIJMY | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.95 | ||
| Sortino ratioReturn per unit of downside risk | +2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.89 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | -0.53 | +2.24 |
| Martin ratioReturn relative to average drawdown | 4.60 | -1.08 | +5.68 |
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Drawdowns
ZIJMY vs. MSFT - Drawdown Comparison
The maximum ZIJMY drawdown since its inception was -61.63%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for ZIJMY and MSFT.
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Drawdown Indicators
| ZIJMY | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.63% | -69.38% | +7.75% |
Max Drawdown (1Y)Largest decline over 1 year | -35.61% | -33.91% | -1.70% |
Max Drawdown (3Y)Largest decline over 3 years | -35.61% | -33.91% | -1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -43.04% | -37.15% | -5.89% |
Max Drawdown (10Y)Largest decline over 10 years | -49.32% | -37.15% | -12.17% |
Current DrawdownCurrent decline from peak | -30.20% | -27.46% | -2.74% |
Average DrawdownAverage peak-to-trough decline | -23.14% | -21.78% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.26% | 16.48% | -3.22% |
Volatility
ZIJMY vs. MSFT - Volatility Comparison
Zijin Mining Group Co Ltd ADR (ZIJMY) has a higher volatility of 16.22% compared to Microsoft Corporation (MSFT) at 10.52%. This indicates that ZIJMY'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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Volatility by Period
| ZIJMY | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.22% | 10.52% | +5.70% |
Volatility (6M)Calculated over the trailing 6-month period | 38.95% | 22.31% | +16.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.33% | 25.42% | +23.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.05% | 26.66% | +18.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.95% | 27.06% | +19.89% |
Dividends
ZIJMY vs. MSFT - Dividend Comparison
ZIJMY's dividend yield for the trailing twelve months is around 2.14%, more than MSFT's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.91% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
ZIJMY Zijin Mining Group Co Ltd ADR | 2.14% | 1.52% | 2.02% | 2.30% | 2.19% | 0.89% | 0.95% | 2.75% | 2.85% | 4.88% | 3.49% | 4.90% |
Financials
ZIJMY vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Zijin Mining Group Co Ltd ADR 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
ZIJMY vs. MSFT - Profitability Comparison
ZIJMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Zijin Mining Group Co Ltd ADR reported a gross profit of 35.78B and revenue of 98.50B. Therefore, the gross margin over that period was 36.3%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.
ZIJMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Zijin Mining Group Co Ltd ADR reported an operating income of 29.38B and revenue of 98.50B, resulting in an operating margin of 29.8%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
ZIJMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Zijin Mining Group Co Ltd ADR reported a net income of 20.08B and revenue of 98.50B, resulting in a net margin of 20.4%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.
Frequently Asked Questions
ZIJMY and MSFT have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ZIJMY has higher volatility (16.22%) compared to MSFT (10.52%). In terms of maximum drawdown, ZIJMY dropped -61.63% vs MSFT's -69.38%.
ZIJMY currently has the higher Sharpe Ratio (1.25 vs -0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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