MDB vs. MSFT

Last updated Jun 4, 2026

MDB (MongoDB, Inc.) and MSFT (Microsoft Corporation) are both stocks. Both operate in the Software - Infrastructure industry within the Technology sector. Over the past 5 years, MDB returned 3.16%/yr vs 12.17%/yr for MSFT. A 0.50 correlation means they provide meaningful diversification when combined.

Performance

MDB vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MongoDB, Inc. (MDB) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MDB achieves a -12.24% return, which is significantly lower than MSFT's -11.24% return.

MDB

• 1D: -7.56%
• 1M: 39.15%
• YTD: -12.24%
• 6M: -9.27%
• 1Y: 90.10%
• 3Y*: -0.71%
• 5Y*: 3.16%
• 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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MDB vs. MSFT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MDB MongoDB, Inc.	-12.24%	80.27%	-43.06%	107.71%	-62.81%	47.43%	172.81%	57.17%	182.14%	-7.45%
MSFT Microsoft Corporation	-11.24%	15.58%	12.93%	58.19%	-28.02%	52.48%	42.53%	57.56%	20.80%	10.34%

Correlation

The correlation between MDB and MSFT is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.55
Correlation (All Time) Calculated using the full available price history since Oct 20, 2017	0.50

The correlation between MDB and MSFT has been stable across timeframes, ranging from 0.45 to 0.55 - a consistent structural relationship.

Fundamentals

Market Cap MDB : $30.05B MSFT : $3.18T
EPS MDB : -$0.35 MSFT : $16.79
PS Ratio MDB : 11.69 MSFT : 10.01
PB Ratio MDB : 10.24 MSFT : 7.68
Total Revenue (TTM) MDB : $2.60B MSFT : $318.27B
Gross Profit (TTM) MDB : $1.87B MSFT : $217.41B
EBITDA (TTM) MDB : -$19.89M MSFT : $200.96B

Return for Risk

MDB vs. MSFT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MDB

MDB Risk / Return Rank: 75
MDB Sharpe Ratio Rank: 76
MDB Sortino Ratio Rank: 77
MDB Omega Ratio Rank: 78
MDB Calmar Ratio Rank: 72
MDB Martin Ratio Rank: 72

MSFT

MSFT Risk / Return Rank: 29
MSFT Sharpe Ratio Rank: 29
MSFT Sortino Ratio Rank: 25
MSFT Omega Ratio Rank: 25
MSFT Calmar Ratio Rank: 33
MSFT Martin Ratio Rank: 33

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MDB vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MongoDB, Inc. (MDB) 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.

	MDB	MSFT	Difference
Sharpe ratio Return per unit of total volatility	1.23	-0.28	+1.51
Sortino ratio Return per unit of downside risk	2.20	-0.21	+2.41
Omega ratio Gain probability vs. loss probability	1.29	0.97	+0.32
Calmar ratio Return relative to maximum drawdown	1.86	-0.21	+2.07
Martin ratio Return relative to average drawdown	4.27	-0.44	+4.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MDB vs. MSFT - Sharpe Ratio Comparison

The current MDB Sharpe Ratio is 1.23, which is higher than the MSFT Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of MDB and MSFT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MDB	MSFT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	-0.28	+1.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	0.46	-0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.93	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.75	-0.25

Drawdowns

MDB vs. MSFT - Drawdown Comparison

The maximum MDB drawdown since its inception was -76.52%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for MDB and MSFT.

Drawdown Indicators

	MDB	MSFT	Difference
Max Drawdown Largest peak-to-trough decline	-76.52%	-69.38%	-7.14%
Max Drawdown (1Y) Largest decline over 1 year	-48.72%	-33.91%	-14.81%
Max Drawdown (3Y) Largest decline over 3 years	-70.88%	-33.91%	-36.97%
Max Drawdown (5Y) Largest decline over 5 years	-76.52%	-37.15%	-39.37%
Max Drawdown (10Y) Largest decline over 10 years	—	-37.15%	—
Current Drawdown Current decline from peak	-37.04%	-20.67%	-16.37%
Average Drawdown Average peak-to-trough decline	-30.73%	-21.78%	-8.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.16%	15.95%	+5.21%

Volatility

MDB vs. MSFT - Volatility Comparison

MongoDB, Inc. (MDB) has a higher volatility of 27.47% compared to Microsoft Corporation (MSFT) at 9.95%. This indicates that MDB'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.

Volatility by Period

	MDB	MSFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	27.47%	9.95%	+17.52%
Volatility (6M) Calculated over the trailing 6-month period	55.30%	22.34%	+32.96%
Volatility (1Y) Calculated over the trailing 1-year period	73.46%	25.12%	+48.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.52%	26.63%	+43.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	65.99%	27.04%	+38.95%

Dividends

MDB vs. MSFT - Dividend Comparison

MDB 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
MDB MongoDB, 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

MDB vs. MSFT - Profitability Comparison

The chart below illustrates the profitability comparison between MongoDB, Inc. and Microsoft Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

MDB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MongoDB, Inc. reported a gross profit of 496.18M and revenue of 687.62M. Therefore, the gross margin over that period was 72.2%.

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%.

MDB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MongoDB, Inc. reported an operating income of -24.80M and revenue of 687.62M, resulting in an operating margin of -3.6%.

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%.

MDB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MongoDB, Inc. reported a net income of 4.43M and revenue of 687.62M, resulting in a net margin of 0.6%.

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

Can I hold both MDB and MSFT in my portfolio?

MDB and MSFT have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MDB or MSFT?

MDB has higher volatility (27.47%) compared to MSFT (9.95%). In terms of maximum drawdown, MDB dropped -76.52% vs MSFT's -69.38%.

Which has better risk-adjusted returns?

MDB currently has the higher Sharpe Ratio (1.23 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.