AMZN.NEO vs. MSFT.NEO
AMZN.NEO (Amazon.com CDR) and MSFT.NEO (Microsoft Corp CDR) are both stocks. AMZN.NEO operates in Internet Retail (Consumer Cyclical), while MSFT.NEO operates in Software - Infrastructure (Technology). Over the past 3 years, AMZN.NEO returned 22.80%/yr vs 4.13%/yr for MSFT.NEO. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
AMZN.NEO vs. MSFT.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, AMZN.NEO achieves a 5.45% return, which is significantly higher than MSFT.NEO's -17.91% return.
AMZN.NEO
- 1D
- 3.14%
- 1M
- -7.04%
- YTD
- 5.45%
- 6M
- 8.99%
- 1Y
- 13.14%
- 3Y*
- 22.80%
- 5Y*
- —
- 10Y*
- —
MSFT.NEO
- 1D
- 2.25%
- 1M
- -5.02%
- YTD
- -17.91%
- 6M
- -16.55%
- 1Y
- -17.17%
- 3Y*
- 4.13%
- 5Y*
- —
- 10Y*
- —
AMZN.NEO vs. MSFT.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AMZN.NEO Amazon.com CDR | 5.45% | 2.68% | 41.82% | 78.72% | -50.79% | 4.39% |
MSFT.NEO Microsoft Corp CDR | -17.91% | 12.61% | 11.26% | 56.34% | -29.26% | 16.84% |
Correlation
The correlation between AMZN.NEO and MSFT.NEO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2021 | 0.63 |
Over the past year, the correlation between AMZN.NEO and MSFT.NEO has dropped to 0.36 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
Fundamentals
AMZN.NEO:
CA$301.80B
MSFT.NEO:
CA$209.09B
AMZN.NEO:
$7.17
MSFT.NEO:
$14.11
AMZN.NEO:
2.82
MSFT.NEO:
1.43
AMZN.NEO:
0.31
MSFT.NEO:
0.51
AMZN.NEO:
0.58
MSFT.NEO:
0.41
AMZN.NEO:
$691.33B
MSFT.NEO:
$293.81B
AMZN.NEO:
$345.98B
MSFT.NEO:
$202.04B
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Return for Risk
AMZN.NEO vs. MSFT.NEO — Risk / Return Rank
AMZN.NEO
MSFT.NEO
AMZN.NEO vs. MSFT.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com CDR (AMZN.NEO) and Microsoft Corp CDR (MSFT.NEO). 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.
| AMZN.NEO | MSFT.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.89 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | -0.50 | +1.10 |
| Martin ratioReturn relative to average drawdown | 1.38 | -1.00 | +2.38 |
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Drawdowns
AMZN.NEO vs. MSFT.NEO - Drawdown Comparison
The maximum AMZN.NEO drawdown since its inception was -56.92%, which is greater than MSFT.NEO's maximum drawdown of -37.95%. Use the drawdown chart below to compare losses from any high point for AMZN.NEO and MSFT.NEO.
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Drawdown Indicators
| AMZN.NEO | MSFT.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.92% | -37.95% | -18.97% |
Max Drawdown (1Y)Largest decline over 1 year | -22.03% | -34.54% | +12.51% |
Max Drawdown (3Y)Largest decline over 3 years | -31.29% | -34.54% | +3.25% |
Current DrawdownCurrent decline from peak | -11.08% | -27.08% | +16.00% |
Average DrawdownAverage peak-to-trough decline | -19.74% | -12.46% | -7.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.56% | 17.18% | -7.62% |
Volatility
AMZN.NEO vs. MSFT.NEO - Volatility Comparison
The current volatility for Amazon.com CDR (AMZN.NEO) is 8.58%, while Microsoft Corp CDR (MSFT.NEO) has a volatility of 10.69%. This indicates that AMZN.NEO experiences smaller price fluctuations and is considered to be less risky than MSFT.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN.NEO | MSFT.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.58% | 10.69% | -2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 20.60% | 22.31% | -1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.83% | 25.27% | +4.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.55% | 27.17% | +8.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.55% | 27.17% | +8.38% |
Dividends
AMZN.NEO vs. MSFT.NEO - Dividend Comparison
AMZN.NEO has not paid dividends to shareholders, while MSFT.NEO's dividend yield for the trailing twelve months is around 0.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
AMZN.NEO Amazon.com CDR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT.NEO Microsoft Corp CDR | 0.89% | 0.70% | 0.73% | 0.75% | 1.07% | 0.19% |
Financials
AMZN.NEO vs. MSFT.NEO - Financials Comparison
This section allows you to compare key financial metrics between Amazon.com CDR and Microsoft Corp CDR. 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
AMZN.NEO vs. MSFT.NEO - Profitability Comparison
AMZN.NEO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Amazon.com CDR reported a gross profit of 91.50B and revenue of 180.17B. Therefore, the gross margin over that period was 50.8%.
MSFT.NEO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corp CDR reported a gross profit of 53.63B and revenue of 77.67B. Therefore, the gross margin over that period was 69.1%.
AMZN.NEO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Amazon.com CDR reported an operating income of 17.42B and revenue of 180.17B, resulting in an operating margin of 9.7%.
MSFT.NEO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corp CDR reported an operating income of 37.96B and revenue of 77.67B, resulting in an operating margin of 48.9%.
AMZN.NEO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Amazon.com CDR reported a net income of 21.19B and revenue of 180.17B, resulting in a net margin of 11.8%.
MSFT.NEO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corp CDR reported a net income of 27.75B and revenue of 77.67B, resulting in a net margin of 35.7%.
Frequently Asked Questions
AMZN.NEO and MSFT.NEO have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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