HESAY vs. MSFT
HESAY (Hermes International SA) and MSFT (Microsoft Corporation) are both stocks. HESAY operates in Luxury Goods (Consumer Cyclical), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, HESAY returned 19.56%/yr vs 24.39%/yr for MSFT. At a 0.30 correlation, their price movements are largely independent.
Performance
HESAY vs. MSFT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HESAY achieves a -20.12% return, which is significantly lower than MSFT's -18.85% return. Over the past 10 years, HESAY has underperformed MSFT with an annualized return of 19.56%, while MSFT has yielded a comparatively higher 24.39% annualized return.
HESAY
- 1D
- 1.27%
- 1M
- 4.96%
- YTD
- -20.12%
- 6M
- -20.92%
- 1Y
- -26.73%
- 3Y*
- -1.83%
- 5Y*
- 7.14%
- 10Y*
- 19.56%
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%
HESAY vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HESAY Hermes International SA | -20.12% | 4.83% | 13.70% | 38.27% | -11.23% | 63.06% | 44.39% | 37.55% | 4.07% | 32.55% |
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 HESAY and MSFT is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2009 | 0.30 |
Over the past year, the correlation between HESAY and MSFT has dropped to 0.08 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
Fundamentals
HESAY:
$205.94B
MSFT:
$2.91T
HESAY:
€8.67
MSFT:
$16.79
HESAY:
19.54
MSFT:
23.27
HESAY:
1.17
MSFT:
1.63
HESAY:
5.72
MSFT:
9.16
HESAY:
9.45
MSFT:
7.02
HESAY:
€31.11B
MSFT:
$318.27B
HESAY:
€22.00B
MSFT:
$217.41B
HESAY:
€15.00B
MSFT:
$200.96B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HESAY vs. MSFT — Risk / Return Rank
HESAY
MSFT
HESAY vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hermes International SA (HESAY) 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.
| HESAY | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.89 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | -0.53 | -0.21 |
| Martin ratioReturn relative to average drawdown | -1.32 | -1.08 | -0.24 |
Loading charts...
Drawdowns
HESAY vs. MSFT - Drawdown Comparison
The maximum HESAY drawdown since its inception was -45.60%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for HESAY and MSFT.
Loading charts...
Drawdown Indicators
| HESAY | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.60% | -69.38% | +23.78% |
Max Drawdown (1Y)Largest decline over 1 year | -36.48% | -33.91% | -2.57% |
Max Drawdown (3Y)Largest decline over 3 years | -38.23% | -33.91% | -4.32% |
Max Drawdown (5Y)Largest decline over 5 years | -45.60% | -37.15% | -8.45% |
Max Drawdown (10Y)Largest decline over 10 years | -45.60% | -37.15% | -8.45% |
Current DrawdownCurrent decline from peak | -33.22% | -27.46% | -5.76% |
Average DrawdownAverage peak-to-trough decline | -10.86% | -21.78% | +10.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.32% | 16.48% | +3.84% |
Volatility
HESAY vs. MSFT - Volatility Comparison
The current volatility for Hermes International SA (HESAY) is 7.31%, while Microsoft Corporation (MSFT) has a volatility of 10.52%. This indicates that HESAY 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.
Loading charts...
Volatility by Period
| HESAY | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.31% | 10.52% | -3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 23.41% | 22.31% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.47% | 25.42% | +5.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.54% | 26.66% | +4.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.98% | 27.06% | +0.92% |
Dividends
HESAY vs. MSFT - Dividend Comparison
HESAY's dividend yield for the trailing twelve months is around 1.07%, more than MSFT's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HESAY Hermes International SA | 1.07% | 1.18% | 1.13% | 0.67% | 0.57% | 0.31% | 0.46% | 0.68% | 0.91% | 1.55% | 1.81% | 2.54% |
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
HESAY vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Hermes International SA 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
HESAY vs. MSFT - Profitability Comparison
HESAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hermes International SA reported a gross profit of 5.66B and revenue of 7.91B. Therefore, the gross margin over that period was 71.6%.
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%.
HESAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hermes International SA reported an operating income of 3.91B and revenue of 7.91B, resulting in an operating margin of 49.5%.
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%.
HESAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hermes International SA reported a net income of 2.26B and revenue of 7.91B, resulting in a net margin of 28.6%.
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
HESAY and MSFT have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.52%) compared to HESAY (7.31%). In terms of maximum drawdown, HESAY dropped -45.60% vs MSFT's -69.38%.
MSFT currently has the higher Sharpe Ratio (-0.70 vs -0.88), 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.
Find the right allocation for HESAY and MSFT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer