DKS vs. MSFT
DKS (DICK'S Sporting Goods, Inc.) and MSFT (Microsoft Corporation) are both stocks. DKS operates in Specialty Retail (Consumer Cyclical), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, DKS returned 21.90%/yr vs 24.39%/yr for MSFT. At a 0.28 correlation, their price movements are largely independent.
Performance
DKS vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, DKS achieves a 12.99% return, which is significantly higher than MSFT's -18.85% return. Over the past 10 years, DKS has underperformed MSFT with an annualized return of 21.90%, while MSFT has yielded a comparatively higher 24.39% annualized return.
DKS
- 1D
- -0.77%
- 1M
- 3.55%
- YTD
- 12.99%
- 6M
- 4.67%
- 1Y
- 23.45%
- 3Y*
- 21.00%
- 5Y*
- 20.82%
- 10Y*
- 21.90%
MSFT
- 1D
- 0.10%
- 1M
- -3.36%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.75%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
DKS vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DKS DICK'S Sporting Goods, Inc. | 12.99% | -11.45% | 58.91% | 25.94% | 6.61% | 116.67% | 17.94% | 63.22% | 11.35% | -44.79% |
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 DKS and MSFT is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2002 | 0.28 |
Over the past year, the correlation between DKS and MSFT has dropped to 0.07 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
Fundamentals
DKS:
$19.98B
MSFT:
$2.91T
DKS:
$3.67K
MSFT:
$16.79
DKS:
0.06
MSFT:
23.27
DKS:
0.00
MSFT:
9.16
DKS:
0.00
MSFT:
7.02
DKS:
$5.18T
MSFT:
$318.27B
DKS:
$1.69T
MSFT:
$217.41B
DKS:
$451.62B
MSFT:
$200.96B
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Return for Risk
DKS vs. MSFT — Risk / Return Rank
DKS
MSFT
DKS vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DICK'S Sporting Goods, Inc. (DKS) 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.
| DKS | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.36 | ||
| Sortino ratioReturn per unit of downside risk | +2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.89 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | -0.53 | +1.74 |
| Martin ratioReturn relative to average drawdown | 2.81 | -1.08 | +3.89 |
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Drawdowns
DKS vs. MSFT - Drawdown Comparison
The maximum DKS drawdown since its inception was -73.33%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for DKS and MSFT.
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Drawdown Indicators
| DKS | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.33% | -69.38% | -3.95% |
Max Drawdown (1Y)Largest decline over 1 year | -19.37% | -33.91% | +14.54% |
Max Drawdown (3Y)Largest decline over 3 years | -32.73% | -33.91% | +1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -48.79% | -37.15% | -11.64% |
Max Drawdown (10Y)Largest decline over 10 years | -70.82% | -37.15% | -33.67% |
Current DrawdownCurrent decline from peak | -8.44% | -27.46% | +19.02% |
Average DrawdownAverage peak-to-trough decline | -17.96% | -21.78% | +3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.38% | 16.48% | -8.10% |
Volatility
DKS vs. MSFT - Volatility Comparison
DICK'S Sporting Goods, Inc. (DKS) has a higher volatility of 13.99% compared to Microsoft Corporation (MSFT) at 10.52%. This indicates that DKS'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
| DKS | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.99% | 10.52% | +3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 24.66% | 22.31% | +2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.97% | 25.42% | +10.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.53% | 26.66% | +16.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.34% | 27.06% | +18.28% |
Dividends
DKS vs. MSFT - Dividend Comparison
DKS's dividend yield for the trailing twelve months is around 2.78%, more than MSFT's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DKS DICK'S Sporting Goods, Inc. | 2.78% | 2.45% | 1.92% | 2.72% | 1.62% | 6.17% | 2.22% | 2.22% | 2.88% | 2.37% | 1.14% | 1.56% |
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
DKS vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between DICK'S Sporting Goods, 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
DKS vs. MSFT - Profitability Comparison
DKS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DICK'S Sporting Goods, Inc. reported a gross profit of 1.68T and revenue of 5.16T. Therefore, the gross margin over that period was 32.6%.
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%.
DKS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DICK'S Sporting Goods, Inc. reported an operating income of 450.65B and revenue of 5.16T, resulting in an operating margin of 8.7%.
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%.
DKS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DICK'S Sporting Goods, Inc. reported a net income of 319.82B and revenue of 5.16T, resulting in a net margin of 6.2%.
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
DKS and MSFT have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DKS has higher volatility (13.99%) compared to MSFT (10.52%). In terms of maximum drawdown, DKS dropped -73.33% vs MSFT's -69.38%.
DKS currently has the higher Sharpe Ratio (0.65 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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