META vs. MSFT
META (Meta Platforms, Inc.) and MSFT (Microsoft Corporation) are both stocks. META operates in Internet Content & Information (Communication Services), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, META returned 16.90%/yr vs 22.79%/yr for MSFT. Their 0.50 correlation means their historical movements had little consistent relationship.
Performance
META vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, META achieves a -11.13% return, which is significantly higher than MSFT's -18.89% return. Over the past 10 years, META has underperformed MSFT with an annualized return of 16.90%, while MSFT has yielded a comparatively higher 22.79% annualized return.
META
- 1D
- -1.31%
- 1M
- 4.09%
- 6M
- -12.27%
- YTD
- -11.13%
- 1Y
- -16.07%
- 3Y*
- 21.98%
- 5Y*
- 10.64%
- 10Y*
- 16.90%
- ALL TIME*
- 20.46%
MSFT
- 1D
- -0.71%
- 1M
- 5.96%
- 6M
- -18.55%
- YTD
- -18.89%
- 1Y
- -23.20%
- 3Y*
- 5.72%
- 5Y*
- 7.39%
- 10Y*
- 22.79%
- ALL TIME*
- 24.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.55B | $11.79B | $10.70B | |
| $12.17B | $12.65B | $15.40B |
META vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -11.13% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
MSFT Microsoft Corporation | -18.89% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between META and MSFT is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | 0.50 |
The correlation between META and MSFT shifts across timeframes, from 0.44 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
META:
$1.49T
MSFT:
$2.90T
META:
$26.51
MSFT:
$17.94
META:
22.09
MSFT:
21.77
META:
0.91
MSFT:
1.26
META:
6.59
MSFT:
8.77
META:
5.75
MSFT:
6.58
META:
$228.25B
MSFT:
$331.84B
META:
$186.59B
MSFT:
$225.47B
META:
$107.07B
MSFT:
$207.52B
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Return for Risk
META vs. MSFT — Risk / Return Rank
META
MSFT
META vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) 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.
| META | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.87 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | -0.67 | +0.19 |
| Martin ratioReturn relative to average drawdown | -0.89 | -1.20 | +0.31 |
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Drawdowns
META vs. MSFT - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for META and MSFT.
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Drawdown Indicators
| META | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -69.38% | -7.36% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -34.50% | +1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -34.50% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -37.15% | -39.59% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | -37.15% | -39.59% |
Current DrawdownCurrent decline from peak | -25.63% | -27.50% | +1.87% |
Average DrawdownAverage peak-to-trough decline | -15.89% | -21.80% | +5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.04% | 19.31% | -1.27% |
Volatility
META vs. MSFT - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 15.22% compared to Microsoft Corporation (MSFT) at 7.39%. This indicates that META'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
| META | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.22% | 7.39% | +7.83% |
Volatility (6M)Calculated over the trailing 6-month period | 30.69% | 24.25% | +6.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.92% | 27.69% | +11.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.53% | 27.11% | +17.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.01% | 27.17% | +11.84% |
Dividends
META vs. MSFT - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.36%, less than MSFT's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | 0.36% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
META vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Meta Platforms, 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
META vs. MSFT - Profitability Comparison
META - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Meta Platforms, Inc. reported a gross profit of 49.47B and revenue of 60.80B. Therefore, the gross margin over that period was 81.4%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Microsoft Corporation reported a gross profit of 60.48B and revenue of 90.01B. Therefore, the gross margin over that period was 67.2%.
META - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Meta Platforms, Inc. reported an operating income of 18.78B and revenue of 60.80B, resulting in an operating margin of 30.9%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Microsoft Corporation reported an operating income of 40.60B and revenue of 90.01B, resulting in an operating margin of 45.1%.
META - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Meta Platforms, Inc. reported a net income of 15.85B and revenue of 60.80B, resulting in a net margin of 26.1%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Microsoft Corporation reported a net income of 35.77B and revenue of 90.01B, resulting in a net margin of 39.7%.
Frequently Asked Questions
META and MSFT have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
META has higher volatility (15.22%) compared to MSFT (7.39%). In terms of maximum drawdown, META dropped -76.74% vs MSFT's -69.38%.
META currently has the higher Sharpe Ratio (-0.42 vs -0.84), 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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