LAZR vs. MSFT
LAZR (Luminar Technologies, Inc.) and MSFT (Microsoft Corporation) are both stocks. Both are in the Technology sector — LAZR in Software - Application, MSFT in Software - Infrastructure. Over the past 5 years, LAZR returned -77.92%/yr vs 12.17%/yr for MSFT. At a 0.24 correlation, their price movements are largely independent.
Performance
LAZR vs. MSFT - Performance Comparison
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Returns By Period
LAZR
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- -78.56%
- 1Y
- -94.52%
- 3Y*
- -87.69%
- 5Y*
- -77.92%
- 10Y*
- —
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%
LAZR vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LAZR Luminar Technologies, Inc. | 0.00% | -96.50% | -89.36% | -31.92% | -70.73% | -50.26% | 233.33% | 4.08% |
MSFT Microsoft Corporation | -11.24% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 35.43% |
Correlation
The correlation between LAZR 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 | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2019 | 0.24 |
The correlation between LAZR and MSFT shifts across timeframes, from 0.12 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
LAZR:
-$3.95
MSFT:
$16.79
LAZR:
0.15
MSFT:
10.01
LAZR:
$75.75M
MSFT:
$318.27B
LAZR:
-$16.13M
MSFT:
$217.41B
LAZR:
-$161.26M
MSFT:
$200.96B
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Return for Risk
LAZR vs. MSFT — Risk / Return Rank
LAZR
MSFT
LAZR vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Luminar Technologies, Inc. (LAZR) 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.
| LAZR | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.97 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -1.02 | -0.21 | -0.81 |
| Martin ratioReturn relative to average drawdown | -1.39 | -0.44 | -0.95 |
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
| LAZR | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.41 | -0.28 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.60 | 0.46 | -1.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.53 | 0.75 | -1.27 |
Drawdowns
LAZR vs. MSFT - Drawdown Comparison
The maximum LAZR drawdown since its inception was -99.97%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for LAZR and MSFT.
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Drawdown Indicators
| LAZR | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.97% | -69.38% | -30.59% |
Max Drawdown (1Y)Largest decline over 1 year | -95.02% | -33.91% | -61.11% |
Max Drawdown (3Y)Largest decline over 3 years | -99.85% | -33.91% | -65.94% |
Max Drawdown (5Y)Largest decline over 5 years | -99.95% | -37.15% | -62.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -99.97% | -20.67% | -79.30% |
Average DrawdownAverage peak-to-trough decline | -62.79% | -21.78% | -41.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 69.58% | 15.95% | +53.63% |
Volatility
LAZR vs. MSFT - Volatility Comparison
The current volatility for Luminar Technologies, Inc. (LAZR) is 0.00%, while Microsoft Corporation (MSFT) has a volatility of 9.95%. This indicates that LAZR 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
| LAZR | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 9.95% | -9.95% |
Volatility (6M)Calculated over the trailing 6-month period | 192.17% | 22.34% | +169.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 234.16% | 25.12% | +209.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 131.58% | 26.63% | +104.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 115.83% | 27.04% | +88.79% |
Dividends
LAZR vs. MSFT - Dividend Comparison
LAZR 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LAZR Luminar Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
LAZR vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Luminar Technologies, 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
Frequently Asked Questions
LAZR 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.
MSFT has higher volatility (9.95%) compared to LAZR (0.00%). In terms of maximum drawdown, LAZR dropped -99.97% vs MSFT's -69.38%.
MSFT currently has the higher Sharpe Ratio (-0.28 vs -0.41), 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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