KYCCF vs. MSFT
KYCCF (Keyence Corp) and MSFT (Microsoft Corporation) are both stocks. Both are in the Technology sector — KYCCF in Scientific & Technical Instruments, MSFT in Software - Infrastructure. Over the past 10 years, KYCCF returned 5.07%/yr vs 25.03%/yr for MSFT. At a 0.22 correlation, their price movements are largely independent.
Performance
KYCCF vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, KYCCF achieves a 39.44% return, which is significantly higher than MSFT's -11.24% return. Over the past 10 years, KYCCF has underperformed MSFT with an annualized return of 5.07%, while MSFT has yielded a comparatively higher 25.03% annualized return.
KYCCF
- 1D
- 1.96%
- 1M
- 3.48%
- YTD
- 39.44%
- 6M
- 49.86%
- 1Y
- 17.81%
- 3Y*
- 0.29%
- 5Y*
- 0.73%
- 10Y*
- 5.07%
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%
KYCCF vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KYCCF Keyence Corp | 39.44% | -10.38% | -6.64% | 11.82% | -38.02% | 11.74% | 59.79% | 44.23% | -11.26% | -17.84% |
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 KYCCF and MSFT is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.22 |
The correlation between KYCCF and MSFT shifts across timeframes, from 0.14 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
KYCCF:
$121.75B
MSFT:
$3.18T
KYCCF:
$1.85K
MSFT:
$16.79
KYCCF:
0.27
MSFT:
25.45
KYCCF:
0.03
MSFT:
1.78
KYCCF:
0.10
MSFT:
10.01
KYCCF:
0.03
MSFT:
7.68
KYCCF:
$1.18T
MSFT:
$318.27B
KYCCF:
$976.07B
MSFT:
$217.41B
KYCCF:
$508.44B
MSFT:
$200.96B
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Return for Risk
KYCCF vs. MSFT — Risk / Return Rank
KYCCF
MSFT
KYCCF vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Keyence Corp (KYCCF) 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.
| KYCCF | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.97 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | -0.21 | +1.00 |
| Martin ratioReturn relative to average drawdown | 1.47 | -0.44 | +1.91 |
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
| KYCCF | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | -0.28 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.46 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.93 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.75 | -0.56 |
Drawdowns
KYCCF vs. MSFT - Drawdown Comparison
The maximum KYCCF drawdown since its inception was -53.72%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for KYCCF and MSFT.
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Drawdown Indicators
| KYCCF | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.72% | -69.38% | +15.66% |
Max Drawdown (1Y)Largest decline over 1 year | -22.47% | -33.91% | +11.44% |
Max Drawdown (3Y)Largest decline over 3 years | -34.49% | -33.91% | -0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -53.72% | -37.15% | -16.57% |
Max Drawdown (10Y)Largest decline over 10 years | -53.72% | -37.15% | -16.57% |
Current DrawdownCurrent decline from peak | -26.07% | -20.67% | -5.40% |
Average DrawdownAverage peak-to-trough decline | -25.73% | -21.78% | -3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.15% | 15.95% | -3.80% |
Volatility
KYCCF vs. MSFT - Volatility Comparison
Keyence Corp (KYCCF) has a higher volatility of 12.90% compared to Microsoft Corporation (MSFT) at 9.95%. This indicates that KYCCF'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.
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Volatility by Period
| KYCCF | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.90% | 9.95% | +2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 32.48% | 22.34% | +10.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.76% | 25.12% | +18.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.50% | 26.63% | +8.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.02% | 27.04% | +8.98% |
Dividends
KYCCF vs. MSFT - Dividend Comparison
KYCCF's dividend yield for the trailing twelve months is around 0.24%, less than MSFT's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KYCCF Keyence Corp | 0.24% | 0.98% | 0.51% | 0.49% | 0.39% | 0.29% | 0.33% | 0.25% | 0.18% | 0.12% | 0.00% | 0.00% |
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
KYCCF vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Keyence Corp 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
KYCCF vs. MSFT - Profitability Comparison
KYCCF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Keyence Corp reported a gross profit of 281.08B and revenue of 336.79B. Therefore, the gross margin over that period was 83.5%.
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%.
KYCCF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Keyence Corp reported an operating income of 180.51B and revenue of 336.79B, resulting in an operating margin of 53.6%.
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%.
KYCCF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Keyence Corp reported a net income of 134.86B and revenue of 336.79B, resulting in a net margin of 40.0%.
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
KYCCF and MSFT have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KYCCF has higher volatility (12.90%) compared to MSFT (9.95%). In terms of maximum drawdown, KYCCF dropped -53.72% vs MSFT's -69.38%.
KYCCF currently has the higher Sharpe Ratio (0.41 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.
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