ORCL vs MSFT: returns, Sharpe ratio and drawdown

Over the past year, MSFT returned +4.72% against -51.73% for ORCL. Over five years, MSFT averaged +11.99% a year, compared with +8.23% for ORCL. MSFT had the higher Sharpe ratio over the past year (0.17 vs -1.09), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -34.91% for MSFT and -63.26% for ORCL.