MSFT.NEO vs. NVDA

Last updated Apr 1, 2026

Compare and contrast key facts about Microsoft Corp CDR (MSFT.NEO) and NVIDIA Corporation (NVDA).

Performance

MSFT.NEO vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Microsoft Corp CDR (MSFT.NEO) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

MSFT.NEO vs. NVDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
MSFT.NEO Microsoft Corp CDR	-23.81%	12.97%	11.57%	56.83%	-29.06%	16.15%
NVDA NVIDIA Corporation	-5.22%	32.54%	194.55%	231.55%	-46.72%	44.52%

Different Trading Currencies

MSFT.NEO is traded in CAD, while NVDA is traded in USD. To make them comparable, the NVDA values have been converted to CAD using the latest available exchange rates.

Fundamentals

Market Cap MSFT.NEO : CA$194.38B NVDA : $4.26T
EPS MSFT.NEO : CA$14.11 NVDA : $4.90
PE Ratio MSFT.NEO : 1.85 NVDA : 35.61
PS Ratio MSFT.NEO : 0.66 NVDA : 19.80
PB Ratio MSFT.NEO : 0.54 NVDA : 27.09
Total Revenue (TTM) MSFT.NEO : CA$293.81B NVDA : $215.94B
Gross Profit (TTM) MSFT.NEO : CA$202.04B NVDA : $153.46B

Returns By Period

In the year-to-date period, MSFT.NEO achieves a -23.81% return, which is significantly lower than NVDA's -10.15% return.

MSFT.NEO

• 1D: 2.79%
• 1M: -6.44%
• YTD: -23.81%
• 6M: -29.21%
• 1Y: -2.96%
• 3Y*: 7.75%
• 5Y*: —
• 10Y*: —

NVDA

• 1D: 0.00%
• 1M: -4.85%
• YTD: -10.15%
• 6M: -11.47%
• 1Y: 47.49%
• 3Y*: 83.01%
• 5Y*: 67.80%
• 10Y*: 69.84%

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

Return for Risk

MSFT.NEO vs. NVDA — Risk / Return Rank

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

MSFT.NEO

MSFT.NEO Risk / Return Rank: 35
MSFT.NEO Sharpe Ratio Rank: 37
MSFT.NEO Sortino Ratio Rank: 31
MSFT.NEO Omega Ratio Rank: 31
MSFT.NEO Calmar Ratio Rank: 38
MSFT.NEO Martin Ratio Rank: 37

NVDA

NVDA Risk / Return Rank: 83
NVDA Sharpe Ratio Rank: 85
NVDA Sortino Ratio Rank: 82
NVDA Omega Ratio Rank: 80
NVDA Calmar Ratio Rank: 86
NVDA Martin Ratio Rank: 85

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.

MSFT.NEO vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corp CDR (MSFT.NEO) and NVIDIA Corporation (NVDA). 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	NVDA	Difference
Sharpe ratio Return per unit of total volatility	-0.11	1.16	-1.28
Sortino ratio Return per unit of downside risk	0.03	1.79	-1.76
Omega ratio Gain probability vs. loss probability	1.00	1.23	-0.22
Calmar ratio Return relative to maximum drawdown	-0.12	2.22	-2.34
Martin ratio Return relative to average drawdown	-0.31	5.15	-5.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MSFT.NEO vs. NVDA - Sharpe Ratio Comparison

The current MSFT.NEO Sharpe Ratio is -0.11, which is lower than the NVDA Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of MSFT.NEO and NVDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MSFT.NEO	NVDA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.11	1.16	-1.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.35	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.43	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	1.08	-0.89

Correlation

The correlation between MSFT.NEO and NVDA is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

MSFT.NEO vs. NVDA - Dividend Comparison

MSFT.NEO's dividend yield for the trailing twelve months is around 1.31%, more than NVDA's 0.02% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MSFT.NEO Microsoft Corp CDR	1.31%	0.99%	1.01%	1.01%	1.39%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%

Drawdowns

MSFT.NEO vs. NVDA - Drawdown Comparison

The maximum MSFT.NEO drawdown since its inception was -37.84%, smaller than the maximum NVDA drawdown of -63.31%. Use the drawdown chart below to compare losses from any high point for MSFT.NEO and NVDA.

Drawdown Indicators

	MSFT.NEO	NVDA	Difference
Max Drawdown Largest peak-to-trough decline	-37.84%	-89.72%	+51.88%
Max Drawdown (1Y) Largest decline over 1 year	-34.33%	-20.21%	-14.12%
Max Drawdown (5Y) Largest decline over 5 years	—	-66.34%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-66.34%	—
Current Drawdown Current decline from peak	-32.26%	-15.76%	-16.50%
Average Drawdown Average peak-to-trough decline	-11.80%	-36.40%	+24.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.76%	7.99%	+4.77%

Volatility

MSFT.NEO vs. NVDA - Volatility Comparison

The current volatility for Microsoft Corp CDR (MSFT.NEO) is 6.48%, while NVIDIA Corporation (NVDA) has a volatility of 8.76%. This indicates that MSFT.NEO experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MSFT.NEO	NVDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.48%	8.76%	-2.28%
Volatility (6M) Calculated over the trailing 6-month period	19.18%	25.30%	-6.12%
Volatility (1Y) Calculated over the trailing 1-year period	26.62%	40.97%	-14.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.96%	50.46%	-23.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.96%	48.88%	-21.92%

Financials

MSFT.NEO vs. NVDA - Profitability Comparison

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

MSFT.NEO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 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%.

NVDA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, NVIDIA Corporation reported a gross profit of 51.09B and revenue of 68.13B. Therefore, the gross margin over that period was 75.0%.

MSFT.NEO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Microsoft Corp CDR reported an operating income of 37.96B and revenue of 77.67B, resulting in an operating margin of 48.9%.

NVDA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, NVIDIA Corporation reported an operating income of 44.30B and revenue of 68.13B, resulting in an operating margin of 65.0%.

MSFT.NEO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Microsoft Corp CDR reported a net income of 27.75B and revenue of 77.67B, resulting in a net margin of 35.7%.

NVDA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, NVIDIA Corporation reported a net income of 42.96B and revenue of 68.13B, resulting in a net margin of 63.1%.