GWO.TO vs. MSFT
GWO.TO (Great-West Lifeco Inc.) and MSFT (Microsoft Corporation) are both stocks. GWO.TO operates in Insurance - Life (Financial Services), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, GWO.TO returned 14.28%/yr vs 25.78%/yr for MSFT. At a 0.23 correlation, their price movements are largely independent.
Performance
GWO.TO vs. MSFT - Performance Comparison
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Different Trading Currencies
GWO.TO is traded in CAD, while MSFT is traded in USD. To make them comparable, the MSFT values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, GWO.TO achieves a 20.66% return, which is significantly higher than MSFT's -12.92% return. Over the past 10 years, GWO.TO has underperformed MSFT with an annualized return of 14.28%, while MSFT has yielded a comparatively higher 25.78% annualized return.
GWO.TO
- 1D
- -2.10%
- 1M
- 5.99%
- YTD
- 20.66%
- 6M
- 28.10%
- 1Y
- 62.42%
- 3Y*
- 34.22%
- 5Y*
- 22.89%
- 10Y*
- 14.28%
MSFT
- 1D
- -0.91%
- 1M
- 1.46%
- YTD
- -12.92%
- 6M
- -15.10%
- 1Y
- -9.97%
- 3Y*
- 10.41%
- 5Y*
- 14.26%
- 10Y*
- 25.78%
GWO.TO vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GWO.TO Great-West Lifeco Inc. | 20.66% | 48.38% | 14.28% | 47.70% | -12.58% | 31.45% | -2.64% | 24.53% | -15.76% | 4.08% |
MSFT Microsoft Corporation | -12.92% | 10.31% | 22.49% | 54.43% | -23.46% | 52.40% | 39.15% | 51.06% | 30.95% | 31.20% |
Correlation
The correlation between GWO.TO and MSFT is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2006 | 0.23 |
The correlation between GWO.TO and MSFT shifts across timeframes, from 0.05 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GWO.TO:
CA$72.78B
MSFT:
$3.07T
GWO.TO:
CA$4.85
MSFT:
$16.79
GWO.TO:
16.53
MSFT:
24.52
GWO.TO:
1.84
MSFT:
1.72
GWO.TO:
2.13
MSFT:
9.65
GWO.TO:
2.69
MSFT:
7.40
GWO.TO:
CA$34.77B
MSFT:
$318.27B
GWO.TO:
CA$15.81B
MSFT:
$217.41B
GWO.TO:
CA$6.15B
MSFT:
$200.96B
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Return for Risk
GWO.TO vs. MSFT — Risk / Return Rank
GWO.TO
MSFT
GWO.TO vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifeco Inc. (GWO.TO) 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.
| GWO.TO | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.14 | ||
| Sortino ratioReturn per unit of downside risk | +5.01 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 0.95 | +0.73 |
| Calmar ratioReturn relative to maximum drawdown | 5.08 | -0.29 | +5.37 |
| Martin ratioReturn relative to average drawdown | 19.12 | -0.59 | +19.71 |
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
| GWO.TO | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.74 | -0.40 | +4.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.39 | 0.52 | +0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.92 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.56 | -0.12 |
Drawdowns
GWO.TO vs. MSFT - Drawdown Comparison
The maximum GWO.TO drawdown since its inception was -67.52%, which is greater than MSFT's maximum drawdown of -44.28%. Use the drawdown chart below to compare losses from any high point for GWO.TO and MSFT.
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Drawdown Indicators
| GWO.TO | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.52% | -44.28% | -23.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -34.57% | +22.23% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -34.57% | +21.75% |
Max Drawdown (5Y)Largest decline over 5 years | -27.64% | -34.57% | +6.93% |
Max Drawdown (10Y)Largest decline over 10 years | -44.96% | -34.57% | -10.39% |
Current DrawdownCurrent decline from peak | -2.10% | -23.82% | +21.72% |
Average DrawdownAverage peak-to-trough decline | -11.31% | -10.48% | -0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 17.04% | -13.77% |
Volatility
GWO.TO vs. MSFT - Volatility Comparison
The current volatility for Great-West Lifeco Inc. (GWO.TO) is 4.68%, while Microsoft Corporation (MSFT) has a volatility of 10.01%. This indicates that GWO.TO 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
| GWO.TO | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | 10.01% | -5.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.31% | 22.17% | -9.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.82% | 25.19% | -8.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.62% | 27.32% | -10.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.75% | 28.00% | -7.25% |
Dividends
GWO.TO vs. MSFT - Dividend Comparison
GWO.TO's dividend yield for the trailing twelve months is around 3.19%, more than MSFT's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GWO.TO Great-West Lifeco Inc. | 3.19% | 3.60% | 4.66% | 4.74% | 6.26% | 4.75% | 5.77% | 4.97% | 5.52% | 4.18% | 3.94% | 3.78% |
MSFT Microsoft Corporation | 0.86% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Financials
GWO.TO vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Great-West Lifeco 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
GWO.TO vs. MSFT - Profitability Comparison
GWO.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Great-West Lifeco Inc. reported a gross profit of 3.62B and revenue of 7.73B. Therefore, the gross margin over that period was 46.9%.
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%.
GWO.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Great-West Lifeco Inc. reported an operating income of 1.61B and revenue of 7.73B, resulting in an operating margin of 20.8%.
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%.
GWO.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Great-West Lifeco Inc. reported a net income of 1.24B and revenue of 7.73B, resulting in a net margin of 16.1%.
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
GWO.TO and MSFT have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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