AAPL vs MSFT: returns, Sharpe ratio and drawdown

Over the past year, AAPL returned +37.25% against +4.72% for MSFT. Over five years, AAPL averaged +18.43% a year, compared with +11.99% for MSFT. AAPL had the higher Sharpe ratio over the past year (1.24 vs 0.17), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -13.82% for AAPL and -34.91% for MSFT.