ALLO vs. MSFT
ALLO (Allogene Therapeutics, Inc.) and MSFT (Microsoft Corporation) are both stocks. ALLO operates in Biotechnology (Healthcare), while MSFT operates in Software - Infrastructure (Technology). Over the past 5 years, ALLO returned -39.07%/yr vs 12.17%/yr for MSFT. At a 0.25 correlation, their price movements are largely independent.
Performance
ALLO vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, ALLO achieves a 45.99% return, which is significantly higher than MSFT's -11.24% return.
ALLO
- 1D
- -2.44%
- 1M
- -11.50%
- YTD
- 45.99%
- 6M
- 31.58%
- 1Y
- 48.15%
- 3Y*
- -29.09%
- 5Y*
- -39.07%
- 10Y*
- —
MSFT
- 1D
- -3.17%
- 1M
- 3.54%
- YTD
- -11.24%
- 6M
- -10.15%
- 1Y
- -6.96%
- 3Y*
- 9.26%
- 5Y*
- 12.17%
- 10Y*
- 25.03%
ALLO vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ALLO Allogene Therapeutics, Inc. | 45.99% | -35.68% | -33.64% | -48.97% | -57.84% | -40.89% | -2.85% | -3.53% | 7.72% |
MSFT Microsoft Corporation | -11.24% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | -3.68% |
Correlation
The correlation between ALLO and MSFT is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2018 | 0.25 |
The correlation between ALLO and MSFT shifts across timeframes, from 0.08 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ALLO:
$480.58M
MSFT:
$3.18T
ALLO:
-$0.77
MSFT:
$16.79
ALLO:
1.72
MSFT:
7.68
ALLO:
$0.00
MSFT:
$318.27B
ALLO:
-$34.22M
MSFT:
$217.41B
ALLO:
-$170.97M
MSFT:
$200.96B
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Return for Risk
ALLO vs. MSFT — Risk / Return Rank
ALLO
MSFT
ALLO vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Allogene Therapeutics, Inc. (ALLO) 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.
| ALLO | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.97 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | -0.21 | +1.47 |
| Martin ratioReturn relative to average drawdown | 2.22 | -0.44 | +2.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALLO | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | -0.28 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.46 | 0.46 | -0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.36 | 0.75 | -1.11 |
Drawdowns
ALLO vs. MSFT - Drawdown Comparison
The maximum ALLO drawdown since its inception was -98.24%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for ALLO and MSFT.
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Drawdown Indicators
| ALLO | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.24% | -69.38% | -28.86% |
Max Drawdown (1Y)Largest decline over 1 year | -38.24% | -33.91% | -4.33% |
Max Drawdown (3Y)Largest decline over 3 years | -84.01% | -33.91% | -50.10% |
Max Drawdown (5Y)Largest decline over 5 years | -96.55% | -37.15% | -59.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -96.30% | -20.67% | -75.63% |
Average DrawdownAverage peak-to-trough decline | -65.84% | -21.78% | -44.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.75% | 15.95% | +5.80% |
Volatility
ALLO vs. MSFT - Volatility Comparison
Allogene Therapeutics, Inc. (ALLO) has a higher volatility of 18.17% compared to Microsoft Corporation (MSFT) at 9.95%. This indicates that ALLO'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
| ALLO | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.17% | 9.95% | +8.22% |
Volatility (6M)Calculated over the trailing 6-month period | 70.81% | 22.34% | +48.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 86.95% | 25.12% | +61.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.50% | 26.63% | +58.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.99% | 27.04% | +50.95% |
Dividends
ALLO vs. MSFT - Dividend Comparison
ALLO has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALLO Allogene Therapeutics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.83% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Financials
ALLO vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Allogene Therapeutics, 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
Frequently Asked Questions
ALLO and MSFT have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALLO has higher volatility (18.17%) compared to MSFT (9.95%). In terms of maximum drawdown, ALLO dropped -98.24% vs MSFT's -69.38%.
ALLO currently has the higher Sharpe Ratio (0.56 vs -0.28), 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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