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

Correlation

The correlation between AA and MSFT is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

AA vs. MSFT - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
16.38%
629.38%
AA
MSFT

Key characteristics

Sharpe Ratio

AA:

-0.53

MSFT:

-0.13

Sortino Ratio

AA:

-0.50

MSFT:

-0.01

Omega Ratio

AA:

0.94

MSFT:

1.00

Calmar Ratio

AA:

-0.37

MSFT:

-0.13

Martin Ratio

AA:

-1.22

MSFT:

-0.30

Ulcer Index

AA:

22.79%

MSFT:

10.51%

Daily Std Dev

AA:

52.69%

MSFT:

24.96%

Max Drawdown

AA:

-90.90%

MSFT:

-69.39%

Current Drawdown

AA:

-72.04%

MSFT:

-15.70%

Fundamentals

Market Cap

AA:

$6.84B

MSFT:

$2.91T

EPS

AA:

$3.74

MSFT:

$12.42

PE Ratio

AA:

6.87

MSFT:

31.55

PEG Ratio

AA:

-0.29

MSFT:

1.74

PS Ratio

AA:

0.54

MSFT:

11.13

PB Ratio

AA:

1.14

MSFT:

9.62

Total Revenue (TTM)

AA:

$12.67B

MSFT:

$199.94B

Gross Profit (TTM)

AA:

$5.03B

MSFT:

$138.36B

EBITDA (TTM)

AA:

$2.14B

MSFT:

$109.35B

Returns By Period

In the year-to-date period, AA achieves a -31.73% return, which is significantly lower than MSFT's -6.85% return.


AA

YTD

-31.73%

1M

-16.14%

6M

-37.09%

1Y

-29.49%

5Y*

27.86%

10Y*

N/A

MSFT

YTD

-6.85%

1M

3.45%

6M

-8.11%

1Y

-2.82%

5Y*

19.33%

10Y*

25.12%

*Annualized

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Risk-Adjusted Performance

AA vs. MSFT — Risk-Adjusted Performance Rank

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

AA
The Risk-Adjusted Performance Rank of AA is 2424
Overall Rank
The Sharpe Ratio Rank of AA is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of AA is 2424
Sortino Ratio Rank
The Omega Ratio Rank of AA is 2525
Omega Ratio Rank
The Calmar Ratio Rank of AA is 2828
Calmar Ratio Rank
The Martin Ratio Rank of AA is 1919
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 4242
Overall Rank
The Sharpe Ratio Rank of MSFT is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 3737
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 3737
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 4444
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 4646
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.

AA vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alcoa Corporation (AA) 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 chart of Sharpe ratio for AA, currently valued at -0.53, compared to the broader market-2.00-1.000.001.002.003.00
AA: -0.53
MSFT: -0.13
The chart of Sortino ratio for AA, currently valued at -0.50, compared to the broader market-6.00-4.00-2.000.002.004.00
AA: -0.50
MSFT: -0.01
The chart of Omega ratio for AA, currently valued at 0.94, compared to the broader market0.501.001.502.00
AA: 0.94
MSFT: 1.00
The chart of Calmar ratio for AA, currently valued at -0.37, compared to the broader market0.001.002.003.004.005.00
AA: -0.37
MSFT: -0.13
The chart of Martin ratio for AA, currently valued at -1.22, compared to the broader market-5.000.005.0010.0015.0020.00
AA: -1.22
MSFT: -0.30

The current AA Sharpe Ratio is -0.53, which is lower than the MSFT Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of AA 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.53
-0.13
AA
MSFT

Dividends

AA vs. MSFT - Dividend Comparison

AA's dividend yield for the trailing twelve months is around 1.56%, more than MSFT's 0.81% yield.


TTM20242023202220212020201920182017201620152014
AA
Alcoa Corporation
1.56%1.06%1.18%0.88%0.17%0.00%0.00%0.00%0.00%0.32%0.00%0.00%
MSFT
Microsoft Corporation
0.81%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

AA vs. MSFT - Drawdown Comparison

The maximum AA drawdown since its inception was -90.90%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for AA and MSFT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-72.04%
-15.70%
AA
MSFT

Volatility

AA vs. MSFT - Volatility Comparison

Alcoa Corporation (AA) has a higher volatility of 27.50% compared to Microsoft Corporation (MSFT) at 13.68%. This indicates that AA'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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
27.50%
13.68%
AA
MSFT

Financials

AA vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Alcoa Corporation 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


Values in USD except per share items