ADI vs. MSFT
ADI (Analog Devices, Inc.) and MSFT (Microsoft Corporation) are both stocks. Both are in the Technology sector — ADI in Semiconductors, MSFT in Software - Infrastructure. Over the past 10 years, ADI returned 24.34%/yr vs 24.39%/yr for MSFT. At a 0.40 correlation, their price movements are largely independent.
Performance
ADI vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, ADI achieves a 54.96% return, which is significantly higher than MSFT's -18.85% return. Both investments have delivered pretty close results over the past 10 years, with ADI having a 24.34% annualized return and MSFT not far ahead at 24.39%.
ADI
- 1D
- 1.37%
- 1M
- 0.35%
- YTD
- 54.96%
- 6M
- 50.45%
- 1Y
- 88.15%
- 3Y*
- 31.61%
- 5Y*
- 22.09%
- 10Y*
- 24.34%
MSFT
- 1D
- 0.10%
- 1M
- -7.19%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.07%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
ADI vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADI Analog Devices, Inc. | 54.96% | 29.75% | 8.82% | 23.36% | -4.91% | 20.96% | 26.87% | 41.31% | -1.64% | 25.30% |
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 ADI 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 | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 1986 | 0.40 |
The correlation between ADI and MSFT shifts across timeframes, from -0.03 (1 year) to 0.49 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
ADI:
$204.91B
MSFT:
$2.91T
ADI:
$6.72
MSFT:
$16.79
ADI:
62.16
MSFT:
23.27
ADI:
3.83
MSFT:
1.63
ADI:
16.17
MSFT:
9.16
ADI:
6.07
MSFT:
7.02
ADI:
$12.74B
MSFT:
$318.27B
ADI:
$8.22B
MSFT:
$217.41B
ADI:
$6.19B
MSFT:
$200.96B
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Return for Risk
ADI vs. MSFT — Risk / Return Rank
ADI
MSFT
ADI vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Analog Devices, Inc. (ADI) 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.
| ADI | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.29 | ||
| Sortino ratioReturn per unit of downside risk | +4.22 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 0.89 | +0.53 |
| Calmar ratioReturn relative to maximum drawdown | 5.27 | -0.53 | +5.79 |
| Martin ratioReturn relative to average drawdown | 14.52 | -1.08 | +15.60 |
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Drawdowns
ADI vs. MSFT - Drawdown Comparison
The maximum ADI drawdown since its inception was -82.88%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for ADI and MSFT.
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Drawdown Indicators
| ADI | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.88% | -69.38% | -13.50% |
Max Drawdown (1Y)Largest decline over 1 year | -15.73% | -33.91% | +18.18% |
Max Drawdown (3Y)Largest decline over 3 years | -32.20% | -33.91% | +1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -32.20% | -37.15% | +4.95% |
Max Drawdown (10Y)Largest decline over 10 years | -33.62% | -37.15% | +3.53% |
Current DrawdownCurrent decline from peak | -4.54% | -27.46% | +22.92% |
Average DrawdownAverage peak-to-trough decline | -33.91% | -21.78% | -12.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.70% | 16.48% | -10.78% |
Volatility
ADI vs. MSFT - Volatility Comparison
Analog Devices, Inc. (ADI) has a higher volatility of 14.81% compared to Microsoft Corporation (MSFT) at 10.52%. This indicates that ADI'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
| ADI | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.81% | 10.52% | +4.29% |
Volatility (6M)Calculated over the trailing 6-month period | 25.30% | 22.31% | +2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.01% | 25.42% | +6.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.13% | 26.66% | +6.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.78% | 27.06% | +5.72% |
Dividends
ADI vs. MSFT - Dividend Comparison
ADI's dividend yield for the trailing twelve months is around 1.00%, more than MSFT's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADI Analog Devices, Inc. | 1.00% | 1.46% | 1.73% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% |
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% |
Financials
ADI vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Analog Devices, Inc. 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
ADI vs. MSFT - Profitability Comparison
ADI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Analog Devices, Inc. reported a gross profit of 2.44B and revenue of 3.62B. Therefore, the gross margin over that period was 67.3%.
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%.
ADI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Analog Devices, Inc. reported an operating income of 1.38B and revenue of 3.62B, resulting in an operating margin of 38.1%.
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%.
ADI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Analog Devices, Inc. reported a net income of 1.18B and revenue of 3.62B, resulting in a net margin of 32.5%.
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
ADI 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.
ADI has higher volatility (14.81%) compared to MSFT (10.52%). In terms of maximum drawdown, ADI dropped -82.88% vs MSFT's -69.38%.
ADI currently has the higher Sharpe Ratio (2.59 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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