META vs MSFT: returns, Sharpe ratio and drawdown

Over the past year, MSFT returned +4.72% against +1.90% for META. Over five years, META averaged +17.27% a year, compared with +11.99% for MSFT. MSFT had the higher Sharpe ratio over the past year (0.17 vs 0.15), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -30.06% for META and -34.91% for MSFT.