DPZ vs. MSFT
DPZ (Domino's Pizza, Inc.) and MSFT (Microsoft Corporation) are both stocks. DPZ operates in Restaurants (Consumer Cyclical), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, DPZ returned 10.91%/yr vs 24.64%/yr for MSFT. At a 0.31 correlation, their price movements are largely independent.
Performance
DPZ vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, DPZ achieves a -24.29% return, which is significantly lower than MSFT's -13.46% return. Over the past 10 years, DPZ has underperformed MSFT with an annualized return of 10.91%, while MSFT has yielded a comparatively higher 24.64% annualized return.
DPZ
- 1D
- 2.11%
- 1M
- -2.93%
- YTD
- -24.29%
- 6M
- -23.93%
- 1Y
- -31.80%
- 3Y*
- 3.30%
- 5Y*
- -4.90%
- 10Y*
- 10.91%
MSFT
- 1D
- -2.66%
- 1M
- 0.59%
- YTD
- -13.46%
- 6M
- -13.38%
- 1Y
- -10.71%
- 3Y*
- 8.53%
- 5Y*
- 11.60%
- 10Y*
- 24.64%
DPZ vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DPZ Domino's Pizza, Inc. | -24.29% | 0.88% | 3.18% | 20.69% | -37.88% | 48.39% | 31.63% | 19.63% | 32.37% | 19.82% |
MSFT Microsoft Corporation | -13.46% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between DPZ 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 | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2004 | 0.31 |
Over the past year, the correlation between DPZ and MSFT has dropped to 0.07 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
DPZ:
$10.62B
MSFT:
$3.10T
DPZ:
$17.33
MSFT:
$16.79
DPZ:
18.12
MSFT:
24.82
DPZ:
2.59
MSFT:
1.74
DPZ:
2.15
MSFT:
9.76
DPZ:
$4.98B
MSFT:
$318.27B
DPZ:
$1.99B
MSFT:
$217.41B
DPZ:
$982.15M
MSFT:
$200.96B
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Return for Risk
DPZ vs. MSFT — Risk / Return Rank
DPZ
MSFT
DPZ vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domino's Pizza, Inc. (DPZ) 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.
| DPZ | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.95 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | -0.30 | -0.53 |
| Martin ratioReturn relative to average drawdown | -1.74 | -0.64 | -1.11 |
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
| DPZ | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.18 | -0.41 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.44 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.91 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.74 | -0.17 |
Drawdowns
DPZ vs. MSFT - Drawdown Comparison
The maximum DPZ drawdown since its inception was -86.66%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for DPZ and MSFT.
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Drawdown Indicators
| DPZ | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.66% | -69.38% | -17.28% |
Max Drawdown (1Y)Largest decline over 1 year | -36.93% | -33.91% | -3.02% |
Max Drawdown (3Y)Largest decline over 3 years | -41.75% | -33.91% | -7.84% |
Max Drawdown (5Y)Largest decline over 5 years | -47.81% | -37.15% | -10.66% |
Max Drawdown (10Y)Largest decline over 10 years | -47.81% | -37.15% | -10.66% |
Current DrawdownCurrent decline from peak | -40.92% | -22.65% | -18.27% |
Average DrawdownAverage peak-to-trough decline | -16.44% | -21.78% | +5.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.56% | 16.07% | +1.49% |
Volatility
DPZ vs. MSFT - Volatility Comparison
The current volatility for Domino's Pizza, Inc. (DPZ) is 7.06%, while Microsoft Corporation (MSFT) has a volatility of 10.32%. This indicates that DPZ 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
| DPZ | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 10.32% | -3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 20.65% | 22.34% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.99% | 25.25% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.67% | 26.63% | +3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.94% | 27.05% | +2.89% |
Dividends
DPZ vs. MSFT - Dividend Comparison
DPZ's dividend yield for the trailing twelve months is around 2.30%, more than MSFT's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DPZ Domino's Pizza, Inc. | 2.30% | 1.67% | 1.44% | 1.17% | 1.27% | 0.67% | 0.81% | 0.89% | 0.89% | 0.97% | 0.95% | 1.11% |
MSFT Microsoft Corporation | 0.85% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Financials
DPZ vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Domino's Pizza, 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
DPZ vs. MSFT - Profitability Comparison
DPZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Domino's Pizza, Inc. reported a gross profit of 464.51M and revenue of 1.15B. Therefore, the gross margin over that period was 40.4%.
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%.
DPZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Domino's Pizza, Inc. reported an operating income of 230.36M and revenue of 1.15B, resulting in an operating margin of 20.0%.
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%.
DPZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Domino's Pizza, Inc. reported a net income of 139.81M and revenue of 1.15B, resulting in a net margin of 12.2%.
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
DPZ 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.
MSFT has higher volatility (10.32%) compared to DPZ (7.06%). In terms of maximum drawdown, DPZ dropped -86.66% vs MSFT's -69.38%.
MSFT currently has the higher Sharpe Ratio (-0.41 vs -1.18), 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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