MSFT.NEO vs. DRS
MSFT.NEO (Microsoft Corp CDR) and DRS (Leonardo DRS Inc. Common Stock) are both stocks. MSFT.NEO operates in Software - Infrastructure (Technology), while DRS operates in Aerospace & Defense (Industrials). Over the past 3 years, MSFT.NEO returned 4.13%/yr vs 43.44%/yr for DRS. At a 0.19 correlation, their price movements are largely independent.
Performance
MSFT.NEO vs. DRS - Performance Comparison
Loading charts...
Different Trading Currencies
MSFT.NEO is traded in CAD, while DRS is traded in USD. To make them comparable, the DRS values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MSFT.NEO achieves a -17.91% return, which is significantly lower than DRS's 40.18% return.
MSFT.NEO
- 1D
- 2.25%
- 1M
- -5.02%
- YTD
- -17.91%
- 6M
- -16.55%
- 1Y
- -17.17%
- 3Y*
- 4.13%
- 5Y*
- —
- 10Y*
- —
DRS
- 1D
- -3.87%
- 1M
- 14.69%
- YTD
- 40.18%
- 6M
- 41.13%
- 1Y
- 4.98%
- 3Y*
- 43.44%
- 5Y*
- —
- 10Y*
- —
MSFT.NEO vs. DRS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MSFT.NEO Microsoft Corp CDR | -17.91% | 12.61% | 11.26% | 56.34% | -1.26% |
DRS Leonardo DRS Inc. Common Stock | 40.18% | 1.70% | 74.88% | 53.08% | 11.16% |
Correlation
The correlation between MSFT.NEO and DRS is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2022 | 0.19 |
Fundamentals
MSFT.NEO:
$14.11
DRS:
$1.44
MSFT.NEO:
1.43
DRS:
32.45
MSFT.NEO:
0.51
DRS:
2.55
MSFT.NEO:
$293.81B
DRS:
$3.70B
MSFT.NEO:
$202.04B
DRS:
$894.00M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MSFT.NEO vs. DRS — Risk / Return Rank
MSFT.NEO
DRS
MSFT.NEO vs. DRS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corp CDR (MSFT.NEO) and Leonardo DRS Inc. Common Stock (DRS). 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.
| MSFT.NEO | DRS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.06 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 0.16 | -0.66 |
| Martin ratioReturn relative to average drawdown | -1.00 | 0.32 | -1.33 |
Loading charts...
Drawdowns
MSFT.NEO vs. DRS - Drawdown Comparison
The maximum MSFT.NEO drawdown since its inception was -37.95%, which is greater than DRS's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for MSFT.NEO and DRS.
Loading charts...
Drawdown Indicators
| MSFT.NEO | DRS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.95% | -32.04% | -5.91% |
Max Drawdown (1Y)Largest decline over 1 year | -34.54% | -32.04% | -2.50% |
Max Drawdown (3Y)Largest decline over 3 years | -34.54% | -32.04% | -2.50% |
Current DrawdownCurrent decline from peak | -27.08% | -5.94% | -21.14% |
Average DrawdownAverage peak-to-trough decline | -12.46% | -7.11% | -5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.18% | 15.39% | +1.79% |
Volatility
MSFT.NEO vs. DRS - Volatility Comparison
The current volatility for Microsoft Corp CDR (MSFT.NEO) is 10.69%, while Leonardo DRS Inc. Common Stock (DRS) has a volatility of 14.45%. This indicates that MSFT.NEO experiences smaller price fluctuations and is considered to be less risky than DRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MSFT.NEO | DRS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.69% | 14.45% | -3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 32.74% | -10.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.27% | 41.38% | -16.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.17% | 39.01% | -11.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.17% | 39.01% | -11.84% |
Dividends
MSFT.NEO vs. DRS - Dividend Comparison
MSFT.NEO's dividend yield for the trailing twelve months is around 0.89%, more than DRS's 0.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
DRS Leonardo DRS Inc. Common Stock | 0.77% | 1.06% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT.NEO Microsoft Corp CDR | 0.89% | 0.70% | 0.73% | 0.75% | 1.07% | 0.19% |
Financials
MSFT.NEO vs. DRS - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corp CDR and Leonardo DRS Inc. Common Stock. 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
MSFT.NEO vs. DRS - Profitability Comparison
MSFT.NEO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corp CDR reported a gross profit of 53.63B and revenue of 77.67B. Therefore, the gross margin over that period was 69.1%.
DRS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Leonardo DRS Inc. Common Stock reported a gross profit of 212.00M and revenue of 846.00M. Therefore, the gross margin over that period was 25.1%.
MSFT.NEO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corp CDR reported an operating income of 37.96B and revenue of 77.67B, resulting in an operating margin of 48.9%.
DRS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Leonardo DRS Inc. Common Stock reported an operating income of 77.00M and revenue of 846.00M, resulting in an operating margin of 9.1%.
MSFT.NEO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corp CDR reported a net income of 27.75B and revenue of 77.67B, resulting in a net margin of 35.7%.
DRS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Leonardo DRS Inc. Common Stock reported a net income of 62.00M and revenue of 846.00M, resulting in a net margin of 7.3%.
Frequently Asked Questions
MSFT.NEO and DRS have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for MSFT.NEO and DRS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer