LUNA vs. MSFT
Compare and contrast key facts about Luna Innovations Incorporated (LUNA) and Microsoft Corporation (MSFT).
Performance
LUNA vs. MSFT - Performance Comparison
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LUNA vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LUNA Luna Innovations Incorporated | -4.35% | -46.76% | -67.52% | -24.35% | 4.15% | -14.57% | 35.53% | 117.61% | 37.86% | 65.31% |
MSFT Microsoft Corporation | -23.28% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Fundamentals
LUNA:
$116.61M
MSFT:
$305.45B
LUNA:
$68.80M
MSFT:
$209.50B
LUNA:
$7.02M
MSFT:
$191.39B
Returns By Period
In the year-to-date period, LUNA achieves a -4.35% return, which is significantly higher than MSFT's -23.28% return. Over the past 10 years, LUNA has underperformed MSFT with an annualized return of 0.28%, while MSFT has yielded a comparatively higher 22.44% annualized return.
LUNA
- 1D
- -5.17%
- 1M
- -26.42%
- YTD
- -4.35%
- 6M
- 3.77%
- 1Y
- 61.76%
- 3Y*
- -46.52%
- 5Y*
- -36.71%
- 10Y*
- 0.28%
MSFT
- 1D
- 3.12%
- 1M
- -5.75%
- YTD
- -23.28%
- 6M
- -28.23%
- 1Y
- -0.64%
- 3Y*
- 9.54%
- 5Y*
- 9.74%
- 10Y*
- 22.44%
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Return for Risk
LUNA vs. MSFT — Risk / Return Rank
LUNA
MSFT
LUNA vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Luna Innovations Incorporated (LUNA) 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.
| LUNA | MSFT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | -0.02 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.88 | 0.15 | +1.72 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.02 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | -0.05 | +1.07 |
Martin ratioReturn relative to average drawdown | 2.50 | -0.12 | +2.63 |
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
| LUNA | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | -0.02 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | 0.37 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.00 | 0.84 | -0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.74 | -0.82 |
Correlation
The correlation between LUNA and MSFT is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
LUNA vs. MSFT - Dividend Comparison
LUNA has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.94%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LUNA Luna Innovations Incorporated | 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 | 0.94% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Drawdowns
LUNA vs. MSFT - Drawdown Comparison
The maximum LUNA drawdown since its inception was -97.65%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for LUNA and MSFT.
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Drawdown Indicators
| LUNA | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.65% | -69.38% | -28.27% |
Max Drawdown (1Y)Largest decline over 1 year | -50.00% | -33.91% | -16.09% |
Max Drawdown (5Y)Largest decline over 5 years | -97.65% | -37.15% | -60.50% |
Max Drawdown (10Y)Largest decline over 10 years | -97.65% | -37.15% | -60.50% |
Current DrawdownCurrent decline from peak | -91.40% | -31.43% | -59.97% |
Average DrawdownAverage peak-to-trough decline | -64.98% | -21.77% | -43.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.83% | 12.46% | +10.37% |
Volatility
LUNA vs. MSFT - Volatility Comparison
Luna Innovations Incorporated (LUNA) has a higher volatility of 19.75% compared to Microsoft Corporation (MSFT) at 6.48%. This indicates that LUNA'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
| LUNA | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.75% | 6.48% | +13.27% |
Volatility (6M)Calculated over the trailing 6-month period | 77.76% | 19.15% | +58.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 181.24% | 26.46% | +154.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 107.27% | 26.19% | +81.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.22% | 26.89% | +58.33% |
Financials
LUNA vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Luna Innovations Incorporated 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