GLEN.L vs. MSFT
GLEN.L (Glencore plc) and MSFT (Microsoft Corporation) are both stocks. GLEN.L operates in Other Industrial Metals & Mining (Basic Materials), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, GLEN.L returned 20.95%/yr vs 25.03%/yr for MSFT. At a 0.12 correlation, their price movements are largely independent.
Performance
GLEN.L vs. MSFT - Performance Comparison
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Different Trading Currencies
GLEN.L is traded in GBp, while MSFT is traded in USD. To make them comparable, the MSFT values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, GLEN.L achieves a 46.47% return, which is significantly higher than MSFT's -18.43% return. Over the past 10 years, GLEN.L has underperformed MSFT with an annualized return of 20.95%, while MSFT has yielded a comparatively higher 25.03% annualized return.
GLEN.L
- 1D
- 2.56%
- 1M
- -1.17%
- YTD
- 46.47%
- 6M
- 58.58%
- 1Y
- 106.77%
- 3Y*
- 12.95%
- 5Y*
- 17.95%
- 10Y*
- 20.95%
MSFT
- 1D
- 0.19%
- 1M
- -2.51%
- YTD
- -18.43%
- 6M
- -18.19%
- 1Y
- -16.45%
- 3Y*
- 4.02%
- 5Y*
- 10.70%
- 10Y*
- 25.03%
GLEN.L vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLEN.L Glencore plc | 46.47% | 18.34% | -23.37% | -6.11% | 57.13% | 66.99% | -1.00% | -14.47% | -21.89% | 42.98% |
MSFT Microsoft Corporation | -18.43% | 7.35% | 14.90% | 50.28% | -19.47% | 53.92% | 38.35% | 51.56% | 27.96% | 28.56% |
Correlation
The correlation between GLEN.L and MSFT is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since May 19, 2011 | 0.12 |
The correlation between GLEN.L and MSFT shifts across timeframes, from -0.00 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GLEN.L:
£71.06B
MSFT:
$2.91T
GLEN.L:
-$0.10
MSFT:
$16.79
GLEN.L:
0.20
MSFT:
9.16
GLEN.L:
2.45
MSFT:
7.02
GLEN.L:
$479.07B
MSFT:
$318.27B
GLEN.L:
$11.90B
MSFT:
$217.41B
GLEN.L:
$19.53B
MSFT:
$200.96B
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Return for Risk
GLEN.L vs. MSFT — Risk / Return Rank
GLEN.L
MSFT
GLEN.L vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glencore plc (GLEN.L) 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.
| GLEN.L | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.11 | ||
| Sortino ratioReturn per unit of downside risk | +4.97 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 0.90 | +0.63 |
| Calmar ratioReturn relative to maximum drawdown | 7.74 | -0.48 | +8.22 |
| Martin ratioReturn relative to average drawdown | 24.83 | -0.94 | +25.77 |
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Drawdowns
GLEN.L vs. MSFT - Drawdown Comparison
The maximum GLEN.L drawdown since its inception was -87.37%, which is greater than MSFT's maximum drawdown of -40.05%. Use the drawdown chart below to compare losses from any high point for GLEN.L and MSFT.
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Drawdown Indicators
| GLEN.L | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.37% | -40.05% | -47.32% |
Max Drawdown (1Y)Largest decline over 1 year | -14.09% | -34.18% | +20.09% |
Max Drawdown (3Y)Largest decline over 3 years | -53.56% | -34.18% | -19.38% |
Max Drawdown (5Y)Largest decline over 5 years | -55.24% | -34.18% | -21.06% |
Max Drawdown (10Y)Largest decline over 10 years | -69.99% | -34.18% | -35.81% |
Current DrawdownCurrent decline from peak | -4.24% | -28.53% | +24.29% |
Average DrawdownAverage peak-to-trough decline | -36.33% | -8.84% | -27.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.40% | 17.53% | -13.13% |
Volatility
GLEN.L vs. MSFT - Volatility Comparison
Glencore plc (GLEN.L) and Microsoft Corporation (MSFT) have volatilities of 10.71% and 10.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLEN.L | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.71% | 10.61% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 22.78% | 21.91% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.50% | 25.64% | +5.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.32% | 25.92% | +6.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.56% | 27.30% | +8.26% |
Dividends
GLEN.L vs. MSFT - Dividend Comparison
GLEN.L's dividend yield for the trailing twelve months is around 1.70%, more than MSFT's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLEN.L Glencore plc | 1.70% | 1.84% | 2.87% | 8.72% | 5.58% | 3.08% | 0.00% | 6.70% | 5.16% | 1.37% | 0.00% | 0.00% |
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
GLEN.L vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Glencore plc 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
GLEN.L vs. MSFT - Profitability Comparison
GLEN.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Glencore plc reported a gross profit of 3.44B and revenue of 130.73B. Therefore, the gross margin over that period was 2.6%.
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%.
GLEN.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Glencore plc reported an operating income of 2.18B and revenue of 130.73B, resulting in an operating margin of 1.7%.
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%.
GLEN.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Glencore plc reported a net income of 1.02B and revenue of 130.73B, resulting in a net margin of 0.8%.
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
GLEN.L and MSFT have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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