MSFT.NEO vs. MSFT
MSFT.NEO (Microsoft Corp CDR) and MSFT (Microsoft Corporation) are both stocks. Both operate in the Software - Infrastructure industry within the Technology sector. Over the past 3 years, MSFT.NEO returned 6.46%/yr vs 9.95%/yr for MSFT. Their correlation of 0.91 suggests significant overlap in exposure.
Performance
MSFT.NEO vs. MSFT - Performance Comparison
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Different Trading Currencies
MSFT.NEO is traded in CAD, while MSFT is traded in USD. To make them comparable, the MSFT 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 -14.38% return, which is significantly lower than MSFT's -12.10% return.
MSFT.NEO
- 1D
- -2.65%
- 1M
- 0.63%
- YTD
- -14.38%
- 6M
- -14.51%
- 1Y
- -12.53%
- 3Y*
- 6.46%
- 5Y*
- —
- 10Y*
- —
MSFT
- 1D
- -2.45%
- 1M
- 3.12%
- YTD
- -12.10%
- 6M
- -12.61%
- 1Y
- -8.46%
- 3Y*
- 9.95%
- 5Y*
- 14.86%
- 10Y*
- 25.77%
MSFT.NEO vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MSFT.NEO Microsoft Corp CDR | -14.38% | 12.61% | 11.26% | 56.34% | -29.26% | 16.37% |
MSFT Microsoft Corporation | -12.10% | 10.28% | 22.63% | 54.71% | -22.90% | 17.24% |
Correlation
The correlation between MSFT.NEO and MSFT is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2021 | 0.91 |
The correlation between MSFT.NEO and MSFT has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
Fundamentals
MSFT.NEO:
CA$218.09B
MSFT:
$3.10T
MSFT.NEO:
CA$14.11
MSFT:
$16.79
MSFT.NEO:
2.08
MSFT:
24.82
MSFT.NEO:
0.74
MSFT:
9.76
MSFT.NEO:
0.60
MSFT:
7.49
MSFT.NEO:
CA$293.81B
MSFT:
$318.27B
MSFT.NEO:
CA$202.04B
MSFT:
$217.41B
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Return for Risk
MSFT.NEO vs. MSFT — Risk / Return Rank
MSFT.NEO
MSFT
MSFT.NEO vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corp CDR (MSFT.NEO) 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.
| MSFT.NEO | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.96 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | -0.25 | -0.12 |
| Martin ratioReturn relative to average drawdown | -0.75 | -0.50 | -0.25 |
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
| MSFT.NEO | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | -0.34 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.59 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.00 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.90 | -0.64 |
Drawdowns
MSFT.NEO vs. MSFT - Drawdown Comparison
The maximum MSFT.NEO drawdown since its inception was -37.95%, which is greater than MSFT's maximum drawdown of -34.17%. Use the drawdown chart below to compare losses from any high point for MSFT.NEO and MSFT.
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Drawdown Indicators
| MSFT.NEO | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.95% | -34.17% | -3.78% |
Max Drawdown (1Y)Largest decline over 1 year | -34.54% | -34.17% | -0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -34.54% | -34.17% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.17% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.17% | — |
Current DrawdownCurrent decline from peak | -23.95% | -22.69% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -12.40% | -7.54% | -4.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.66% | 16.80% | -0.14% |
Volatility
MSFT.NEO vs. MSFT - Volatility Comparison
Microsoft Corp CDR (MSFT.NEO) and Microsoft Corporation (MSFT) have volatilities of 10.28% and 10.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT.NEO | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.28% | 10.16% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 22.22% | 22.25% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.98% | 25.10% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.19% | 25.48% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.19% | 25.96% | +1.23% |
Dividends
MSFT.NEO vs. MSFT - Dividend Comparison
MSFT.NEO's dividend yield for the trailing twelve months is around 0.86%, more than MSFT's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.85% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
MSFT.NEO Microsoft Corp CDR | 0.86% | 0.70% | 0.73% | 0.75% | 1.07% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MSFT.NEO vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corp CDR 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
MSFT.NEO vs. MSFT - 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%.
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%.
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%.
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%.
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%.
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
With a correlation of 0.93, MSFT.NEO and MSFT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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