DCI vs. MSFT
DCI (Donaldson Company, Inc.) and MSFT (Microsoft Corporation) are both stocks. DCI operates in Specialty Industrial Machinery (Industrials), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, DCI returned 11.09%/yr vs 24.39%/yr for MSFT. At a 0.29 correlation, their price movements are largely independent.
Performance
DCI vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, DCI achieves a -2.28% return, which is significantly higher than MSFT's -18.85% return. Over the past 10 years, DCI has underperformed MSFT with an annualized return of 11.09%, while MSFT has yielded a comparatively higher 24.39% annualized return.
DCI
- 1D
- 1.18%
- 1M
- 5.44%
- YTD
- -2.28%
- 6M
- -6.11%
- 1Y
- 27.67%
- 3Y*
- 13.77%
- 5Y*
- 8.47%
- 10Y*
- 11.09%
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%
DCI vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCI Donaldson Company, Inc. | -2.28% | 33.71% | 4.62% | 12.80% | 0.96% | 7.56% | -1.41% | 34.98% | -9.95% | 18.17% |
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 DCI and MSFT is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 1987 | 0.29 |
The correlation between DCI and MSFT shifts across timeframes, from -0.01 (1 year) to 0.35 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
DCI:
$10.20B
MSFT:
$2.91T
DCI:
$3.72
MSFT:
$16.79
DCI:
23.23
MSFT:
23.27
DCI:
2.69
MSFT:
1.63
DCI:
2.68
MSFT:
9.16
DCI:
6.02
MSFT:
7.02
DCI:
$3.81B
MSFT:
$318.27B
DCI:
$1.30B
MSFT:
$217.41B
DCI:
$664.30M
MSFT:
$200.96B
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Return for Risk
DCI vs. MSFT — Risk / Return Rank
DCI
MSFT
DCI vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Donaldson Company, Inc. (DCI) 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.
| DCI | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.35 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.89 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | -0.53 | +1.52 |
| Martin ratioReturn relative to average drawdown | 2.17 | -1.08 | +3.25 |
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Drawdowns
DCI vs. MSFT - Drawdown Comparison
The maximum DCI drawdown since its inception was -56.90%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for DCI and MSFT.
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Drawdown Indicators
| DCI | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.90% | -69.38% | +12.48% |
Max Drawdown (1Y)Largest decline over 1 year | -26.05% | -33.91% | +7.86% |
Max Drawdown (3Y)Largest decline over 3 years | -26.05% | -33.91% | +7.86% |
Max Drawdown (5Y)Largest decline over 5 years | -32.20% | -37.15% | +4.95% |
Max Drawdown (10Y)Largest decline over 10 years | -42.72% | -37.15% | -5.57% |
Current DrawdownCurrent decline from peak | -21.65% | -27.46% | +5.81% |
Average DrawdownAverage peak-to-trough decline | -11.09% | -21.78% | +10.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.98% | 16.48% | -4.50% |
Volatility
DCI vs. MSFT - Volatility Comparison
The current volatility for Donaldson Company, Inc. (DCI) is 8.17%, while Microsoft Corporation (MSFT) has a volatility of 10.52%. This indicates that DCI 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
| DCI | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.17% | 10.52% | -2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 20.95% | 22.31% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.36% | 25.42% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.53% | 26.66% | -3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.90% | 27.06% | -1.16% |
Dividends
DCI vs. MSFT - Dividend Comparison
DCI's dividend yield for the trailing twelve months is around 1.39%, more than MSFT's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCI Donaldson Company, Inc. | 1.39% | 1.32% | 1.57% | 1.50% | 1.55% | 1.47% | 1.50% | 1.42% | 1.73% | 1.45% | 1.65% | 2.36% |
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
DCI vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Donaldson Company, 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
DCI vs. MSFT - Profitability Comparison
DCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Donaldson Company, Inc. reported a gross profit of 333.40M and revenue of 995.10M. Therefore, the gross margin over that period was 33.5%.
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%.
DCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Donaldson Company, Inc. reported an operating income of 155.30M and revenue of 995.10M, resulting in an operating margin of 15.6%.
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%.
DCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Donaldson Company, Inc. reported a net income of 118.10M and revenue of 995.10M, resulting in a net margin of 11.9%.
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
DCI and MSFT have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.52%) compared to DCI (8.17%). In terms of maximum drawdown, DCI dropped -56.90% vs MSFT's -69.38%.
DCI currently has the higher Sharpe Ratio (0.99 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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