COHR vs. MSFT
COHR (Coherent, Inc.) and MSFT (Microsoft Corporation) are both stocks. Both are in the Technology sector — COHR in Scientific & Technical Instruments, MSFT in Software - Infrastructure. Over the past 10 years, COHR returned 35.09%/yr vs 24.64%/yr for MSFT. At a 0.25 correlation, their price movements are largely independent.
Performance
COHR vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, COHR achieves a 117.77% return, which is significantly higher than MSFT's -14.48% return. Over the past 10 years, COHR has outperformed MSFT with an annualized return of 35.09%, while MSFT has yielded a comparatively lower 24.64% annualized return.
COHR
- 1D
- 6.62%
- 1M
- 19.89%
- YTD
- 117.77%
- 6M
- 116.25%
- 1Y
- 404.05%
- 3Y*
- 117.79%
- 5Y*
- 41.61%
- 10Y*
- 35.09%
MSFT
- 1D
- -1.18%
- 1M
- -0.60%
- YTD
- -14.48%
- 6M
- -15.77%
- 1Y
- -11.77%
- 3Y*
- 8.85%
- 5Y*
- 11.09%
- 10Y*
- 24.64%
COHR vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COHR Coherent, Inc. | 117.77% | 94.84% | 117.62% | 24.02% | -48.63% | -10.04% | 125.60% | 3.73% | -30.86% | 58.35% |
MSFT Microsoft Corporation | -14.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between COHR and MSFT is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990 | 0.25 |
The correlation between COHR and MSFT shifts across timeframes, from 0.13 (1 year) to 0.41 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
COHR:
$1.64K
MSFT:
$16.79
COHR:
0.24
MSFT:
24.52
COHR:
0.04
MSFT:
1.72
COHR:
0.03
MSFT:
9.65
COHR:
$1.81T
MSFT:
$318.27B
COHR:
$1.76B
MSFT:
$217.41B
COHR:
$960.76M
MSFT:
$200.96B
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Return for Risk
COHR vs. MSFT — Risk / Return Rank
COHR
MSFT
COHR vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coherent, Inc. (COHR) 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.
| COHR | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +6.09 | ||
| Sortino ratioReturn per unit of downside risk | +4.61 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 0.94 | +0.64 |
| Calmar ratioReturn relative to maximum drawdown | 15.36 | -0.35 | +15.71 |
| Martin ratioReturn relative to average drawdown | 42.88 | -0.73 | +43.61 |
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
| COHR | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.62 | -0.47 | +6.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.42 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.91 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.74 | -0.41 |
Drawdowns
COHR vs. MSFT - Drawdown Comparison
The maximum COHR drawdown since its inception was -80.89%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for COHR and MSFT.
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Drawdown Indicators
| COHR | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.89% | -69.38% | -11.51% |
Max Drawdown (1Y)Largest decline over 1 year | -26.52% | -33.91% | +7.39% |
Max Drawdown (3Y)Largest decline over 3 years | -54.85% | -33.91% | -20.94% |
Max Drawdown (5Y)Largest decline over 5 years | -62.87% | -37.15% | -25.72% |
Max Drawdown (10Y)Largest decline over 10 years | -72.22% | -37.15% | -35.07% |
Current DrawdownCurrent decline from peak | -5.85% | -23.56% | +17.71% |
Average DrawdownAverage peak-to-trough decline | -35.03% | -21.78% | -13.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.48% | 16.13% | -6.65% |
Volatility
COHR vs. MSFT - Volatility Comparison
Coherent, Inc. (COHR) has a higher volatility of 28.41% compared to Microsoft Corporation (MSFT) at 10.25%. This indicates that COHR'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
| COHR | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.41% | 10.25% | +18.16% |
Volatility (6M)Calculated over the trailing 6-month period | 55.90% | 22.36% | +33.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.65% | 25.31% | +47.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.36% | 26.64% | +34.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.43% | 27.06% | +29.37% |
Dividends
COHR vs. MSFT - Dividend Comparison
COHR has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.86%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COHR Coherent, 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 | 0.86% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Financials
COHR vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Coherent, 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
COHR vs. MSFT - Profitability Comparison
COHR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Coherent, Inc. reported a gross profit of 0.00 and revenue of 1.81T. Therefore, the gross margin over that period was 0.0%.
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%.
COHR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Coherent, Inc. reported an operating income of 0.00 and revenue of 1.81T, resulting in an operating margin of 0.0%.
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%.
COHR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Coherent, Inc. reported a net income of 191.40B and revenue of 1.81T, resulting in a net margin of 10.6%.
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
COHR and MSFT have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COHR has higher volatility (28.41%) compared to MSFT (10.25%). In terms of maximum drawdown, COHR dropped -80.89% vs MSFT's -69.38%.
COHR currently has the higher Sharpe Ratio (5.62 vs -0.47), 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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