BKR vs. MSFT
BKR (Baker Hughes Company) and MSFT (Microsoft Corporation) are both stocks. BKR operates in Oil & Gas Equipment & Services (Energy), while MSFT operates in Software - Infrastructure (Technology). Over the past 5 years, BKR returned 26.27%/yr vs 11.19%/yr for MSFT. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
BKR vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, BKR achieves a 33.78% return, which is significantly higher than MSFT's -3.48% return.
BKR
- 1D
- 0.98%
- 1M
- 14.61%
- 6M
- 8.71%
- YTD
- 33.78%
- 1Y
- 41.43%
- 3Y*
- 21.75%
- 5Y*
- 26.27%
- 10Y*
- —
- ALL TIME*
- 7.27%
MSFT
- 1D
- 3.02%
- 1M
- 19.01%
- 6M
- 8.48%
- YTD
- -3.48%
- 1Y
- -10.62%
- 3Y*
- 12.25%
- 5Y*
- 11.19%
- 10Y*
- 24.97%
- ALL TIME*
- 25.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $637.42M | $584.59M | $532.27M | |
| $17.39B | $14.79B | $16.23B |
BKR vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BKR Baker Hughes Company | 33.78% | 13.39% | 23.11% | 18.58% | 25.96% | 19.03% | -15.15% | 23.01% | -30.43% | -21.62% |
MSFT Microsoft Corporation | -3.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 26.78% |
Correlation
The correlation between BKR and MSFT is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2017 | 0.15 |
The correlation between BKR and MSFT shifts across timeframes, from -0.06 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
Fundamentals
BKR:
$60.05B
MSFT:
$3.45T
BKR:
$3.11
MSFT:
$17.94
BKR:
19.42
MSFT:
25.91
BKR:
0.11
MSFT:
1.50
BKR:
2.17
MSFT:
10.44
BKR:
3.00
MSFT:
7.83
BKR:
$27.73B
MSFT:
$331.84B
BKR:
$6.54B
MSFT:
$225.47B
BKR:
$4.75B
MSFT:
$207.52B
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Return for Risk
BKR vs. MSFT — Risk / Return Rank
BKR
MSFT
BKR vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baker Hughes Company (BKR) 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.
| BKR | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | +2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.95 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | -0.35 | +1.89 |
| Martin ratioReturn relative to average drawdown | 4.42 | -0.63 | +5.05 |
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Drawdowns
BKR vs. MSFT - Drawdown Comparison
The maximum BKR drawdown since its inception was -75.38%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for BKR and MSFT.
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Drawdown Indicators
| BKR | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.38% | -69.38% | -6.00% |
Max Drawdown (1Y)Largest decline over 1 year | -23.99% | -34.50% | +10.51% |
Max Drawdown (3Y)Largest decline over 3 years | -28.00% | -34.50% | +6.50% |
Max Drawdown (5Y)Largest decline over 5 years | -46.53% | -37.15% | -9.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -12.89% | -13.73% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -24.55% | -21.80% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.34% | 19.35% | -11.01% |
Volatility
BKR vs. MSFT - Volatility Comparison
The current volatility for Baker Hughes Company (BKR) is 10.28%, while Microsoft Corporation (MSFT) has a volatility of 15.97%. This indicates that BKR experiences smaller price fluctuations and is considered to be less risky 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
| BKR | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.28% | 15.97% | -5.69% |
Volatility (6M)Calculated over the trailing 6-month period | 25.00% | 26.41% | -1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.43% | 31.93% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.88% | 28.00% | +6.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.13% | 27.62% | +12.51% |
Dividends
BKR vs. MSFT - Dividend Comparison
BKR's dividend yield for the trailing twelve months is around 1.52%, more than MSFT's 0.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKR Baker Hughes Company | 1.52% | 2.02% | 2.05% | 2.28% | 2.47% | 2.99% | 3.45% | 2.81% | 3.35% | 56.42% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.77% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Financials
BKR vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Baker Hughes Company 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
BKR vs. MSFT - Profitability Comparison
BKR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Baker Hughes Company reported a gross profit of 1.58B and revenue of 6.74B. Therefore, the gross margin over that period was 23.4%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Microsoft Corporation reported a gross profit of 60.48B and revenue of 90.01B. Therefore, the gross margin over that period was 67.2%.
BKR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Baker Hughes Company reported an operating income of 854.00M and revenue of 6.74B, resulting in an operating margin of 12.7%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Microsoft Corporation reported an operating income of 40.60B and revenue of 90.01B, resulting in an operating margin of 45.1%.
BKR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Baker Hughes Company reported a net income of 682.00M and revenue of 6.74B, resulting in a net margin of 10.1%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Microsoft Corporation reported a net income of 35.77B and revenue of 90.01B, resulting in a net margin of 39.7%.
Frequently Asked Questions
BKR and MSFT have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (15.97%) compared to BKR (10.28%). In terms of maximum drawdown, BKR dropped -75.38% vs MSFT's -69.38%.
BKR currently has the higher Sharpe Ratio (1.13 vs -0.39), 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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