MRNA vs. MSFT
MRNA (Moderna, Inc.) and MSFT (Microsoft Corporation) are both stocks. MRNA operates in Biotechnology (Healthcare), while MSFT operates in Software - Infrastructure (Technology). Over the past 5 years, MRNA returned -24.19%/yr vs 12.20%/yr for MSFT. At a 0.23 correlation, their price movements are largely independent.
Performance
MRNA vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, MRNA achieves a 74.94% return, which is significantly higher than MSFT's -11.10% return.
MRNA
- 1D
- 5.16%
- 1M
- 10.45%
- YTD
- 74.94%
- 6M
- 102.39%
- 1Y
- 89.18%
- 3Y*
- -26.31%
- 5Y*
- -24.19%
- 10Y*
- —
MSFT
- 1D
- 0.17%
- 1M
- 4.28%
- YTD
- -11.10%
- 6M
- -10.58%
- 1Y
- -6.98%
- 3Y*
- 9.26%
- 5Y*
- 12.20%
- 10Y*
- 24.97%
MRNA vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MRNA Moderna, Inc. | 74.94% | -29.08% | -58.19% | -44.63% | -29.28% | 143.11% | 434.10% | 28.09% | -17.90% |
MSFT Microsoft Corporation | -11.10% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | -3.10% |
Correlation
The correlation between MRNA and MSFT is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2018 | 0.23 |
The correlation between MRNA and MSFT shifts across timeframes, from 0.05 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MRNA:
$20.38B
MSFT:
$3.19T
MRNA:
-$8.16
MSFT:
$16.79
MRNA:
9.07
MSFT:
10.03
MRNA:
2.75
MSFT:
7.69
MRNA:
$2.23B
MSFT:
$318.27B
MRNA:
-$309.00M
MSFT:
$217.41B
MRNA:
-$3.02B
MSFT:
$200.96B
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Return for Risk
MRNA vs. MSFT — Risk / Return Rank
MRNA
MSFT
MRNA vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moderna, Inc. (MRNA) 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.
| MRNA | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.68 | ||
| Sortino ratioReturn per unit of downside risk | +2.47 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.97 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | -0.21 | +2.73 |
| Martin ratioReturn relative to average drawdown | 5.00 | -0.44 | +5.44 |
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
| MRNA | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | -0.28 | +1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.37 | 0.46 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.75 | -0.54 |
Drawdowns
MRNA vs. MSFT - Drawdown Comparison
The maximum MRNA drawdown since its inception was -95.38%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for MRNA and MSFT.
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Drawdown Indicators
| MRNA | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.38% | -69.38% | -26.00% |
Max Drawdown (1Y)Largest decline over 1 year | -35.51% | -33.91% | -1.60% |
Max Drawdown (3Y)Largest decline over 3 years | -86.58% | -33.91% | -52.67% |
Max Drawdown (5Y)Largest decline over 5 years | -95.38% | -37.15% | -58.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -89.35% | -20.53% | -68.82% |
Average DrawdownAverage peak-to-trough decline | -56.66% | -21.78% | -34.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.90% | 16.00% | +1.90% |
Volatility
MRNA vs. MSFT - Volatility Comparison
Moderna, Inc. (MRNA) has a higher volatility of 18.65% compared to Microsoft Corporation (MSFT) at 9.93%. This indicates that MRNA'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
| MRNA | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.65% | 9.93% | +8.72% |
Volatility (6M)Calculated over the trailing 6-month period | 48.15% | 22.32% | +25.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.07% | 25.12% | +38.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.39% | 26.61% | +39.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.92% | 27.03% | +44.89% |
Dividends
MRNA vs. MSFT - Dividend Comparison
MRNA 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRNA Moderna, 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
MRNA vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Moderna, 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
MRNA and MSFT have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRNA has higher volatility (18.65%) compared to MSFT (9.93%). In terms of maximum drawdown, MRNA dropped -95.38% vs MSFT's -69.38%.
MRNA currently has the higher Sharpe Ratio (1.40 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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