FRCOY vs. MSFT

Last updated Jun 4, 2026

FRCOY (Fast Retailing Co Ltd ADR) and MSFT (Microsoft Corporation) are both stocks. FRCOY operates in Apparel Retail (Consumer Cyclical), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, FRCOY returned 18.49%/yr vs 25.03%/yr for MSFT. At a 0.23 correlation, their price movements are largely independent.

Performance

FRCOY vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fast Retailing Co Ltd ADR (FRCOY) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FRCOY achieves a 35.47% return, which is significantly higher than MSFT's -11.24% return. Over the past 10 years, FRCOY has underperformed MSFT with an annualized return of 18.49%, while MSFT has yielded a comparatively higher 25.03% annualized return.

FRCOY

• 1D: -2.95%
• 1M: 5.19%
• YTD: 35.47%
• 6M: 34.73%
• 1Y: 46.11%
• 3Y*: 27.39%
• 5Y*: 13.66%
• 10Y*: 18.49%

MSFT

• 1D: -3.17%
• 1M: 3.54%
• YTD: -11.24%
• 6M: -10.15%
• 1Y: -6.96%
• 3Y*: 9.26%
• 5Y*: 12.17%
• 10Y*: 25.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FRCOY vs. MSFT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FRCOY Fast Retailing Co Ltd ADR	35.47%	7.87%	37.62%	21.99%	6.90%	-36.95%	50.62%	17.05%	27.87%	12.63%
MSFT Microsoft Corporation	-11.24%	15.58%	12.93%	58.19%	-28.02%	52.48%	42.53%	57.56%	20.80%	40.73%

Correlation

The correlation between FRCOY and MSFT is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (10Y) Calculated over the trailing 10-year period	0.24
Correlation (All Time) Calculated using the full available price history since Nov 3, 2008	0.23

The correlation between FRCOY and MSFT shifts across timeframes, from 0.12 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap FRCOY : $150.69B MSFT : $3.18T
EPS FRCOY : $157.47 MSFT : $16.79
PE Ratio FRCOY : 0.31 MSFT : 25.45
PEG Ratio FRCOY : 0.01 MSFT : 1.78
PS Ratio FRCOY : 0.04 MSFT : 10.01
PB Ratio FRCOY : 0.06 MSFT : 7.68
Total Revenue (TTM) FRCOY : $3.70T MSFT : $318.27B
Gross Profit (TTM) FRCOY : $1.89T MSFT : $217.41B
EBITDA (TTM) FRCOY : $923.74B MSFT : $200.96B

Return for Risk

FRCOY vs. MSFT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FRCOY

FRCOY Risk / Return Rank: 77
FRCOY Sharpe Ratio Rank: 79
FRCOY Sortino Ratio Rank: 75
FRCOY Omega Ratio Rank: 71
FRCOY Calmar Ratio Rank: 79
FRCOY Martin Ratio Rank: 81

MSFT

MSFT Risk / Return Rank: 29
MSFT Sharpe Ratio Rank: 29
MSFT Sortino Ratio Rank: 25
MSFT Omega Ratio Rank: 25
MSFT Calmar Ratio Rank: 33
MSFT Martin Ratio Rank: 33

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FRCOY vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fast Retailing Co Ltd ADR (FRCOY) 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.

	FRCOY	MSFT	Difference
Sharpe ratio Return per unit of total volatility	1.34	-0.28	+1.62
Sortino ratio Return per unit of downside risk	2.00	-0.21	+2.22
Omega ratio Gain probability vs. loss probability	1.23	0.97	+0.26
Calmar ratio Return relative to maximum drawdown	2.63	-0.21	+2.84
Martin ratio Return relative to average drawdown	6.91	-0.44	+7.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FRCOY vs. MSFT - Sharpe Ratio Comparison

The current FRCOY Sharpe Ratio is 1.34, which is higher than the MSFT Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of FRCOY and MSFT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FRCOY	MSFT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.34	-0.28	+1.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.46	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	0.93	-0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.75	-0.25

Drawdowns

FRCOY vs. MSFT - Drawdown Comparison

The maximum FRCOY drawdown since its inception was -57.39%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for FRCOY and MSFT.

Drawdown Indicators

	FRCOY	MSFT	Difference
Max Drawdown Largest peak-to-trough decline	-57.39%	-69.38%	+11.99%
Max Drawdown (1Y) Largest decline over 1 year	-17.59%	-33.91%	+16.32%
Max Drawdown (3Y) Largest decline over 3 years	-22.72%	-33.91%	+11.19%
Max Drawdown (5Y) Largest decline over 5 years	-44.19%	-37.15%	-7.04%
Max Drawdown (10Y) Largest decline over 10 years	-57.39%	-37.15%	-20.24%
Current Drawdown Current decline from peak	-5.53%	-20.67%	+15.14%
Average Drawdown Average peak-to-trough decline	-19.26%	-21.78%	+2.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.70%	15.95%	-9.25%

Volatility

FRCOY vs. MSFT - Volatility Comparison

Fast Retailing Co Ltd ADR (FRCOY) has a higher volatility of 10.73% compared to Microsoft Corporation (MSFT) at 9.95%. This indicates that FRCOY'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.

Volatility by Period

	FRCOY	MSFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.73%	9.95%	+0.78%
Volatility (6M) Calculated over the trailing 6-month period	24.84%	22.34%	+2.50%
Volatility (1Y) Calculated over the trailing 1-year period	34.51%	25.12%	+9.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.08%	26.63%	+3.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.94%	27.04%	+2.90%

Dividends

FRCOY vs. MSFT - Dividend Comparison

FRCOY has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.83%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FRCOY Fast Retailing Co Ltd ADR	0.00%	0.45%	0.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.81%	0.90%	0.83%
MSFT Microsoft Corporation	0.83%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%

Financials

FRCOY vs. MSFT - Profitability Comparison

The chart below illustrates the profitability comparison between Fast Retailing Co Ltd ADR and Microsoft Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

FRCOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported a gross profit of 487.02B and revenue of 1.03T. Therefore, the gross margin over that period was 47.2%.

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%.

FRCOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported an operating income of 182.06B and revenue of 1.03T, resulting in an operating margin of 17.7%.

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%.

FRCOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported a net income of 132.38B and revenue of 1.03T, resulting in a net margin of 12.8%.

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

Can I hold both FRCOY and MSFT in my portfolio?

FRCOY and MSFT have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FRCOY or MSFT?

FRCOY has higher volatility (10.73%) compared to MSFT (9.95%). In terms of maximum drawdown, FRCOY dropped -57.39% vs MSFT's -69.38%.

Which has better risk-adjusted returns?

FRCOY currently has the higher Sharpe Ratio (1.34 vs -0.28), 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.