MSFT.NEO vs. STLAP.PA
MSFT.NEO (Microsoft Corp CDR) and STLAP.PA (Stellantis NV) are both stocks. MSFT.NEO operates in Software - Infrastructure (Technology), while STLAP.PA operates in Auto Manufacturers (Consumer Cyclical). Over the past 3 years, MSFT.NEO returned 4.13%/yr vs -20.62%/yr for STLAP.PA. At a 0.18 correlation, their price movements are largely independent.
Performance
MSFT.NEO vs. STLAP.PA - Performance Comparison
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Different Trading Currencies
MSFT.NEO is traded in CAD, while STLAP.PA is traded in EUR. To make them comparable, the STLAP.PA 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 higher than STLAP.PA's -34.80% return.
MSFT.NEO
- 1D
- 2.25%
- 1M
- -5.02%
- YTD
- -17.91%
- 6M
- -16.55%
- 1Y
- -17.17%
- 3Y*
- 4.13%
- 5Y*
- —
- 10Y*
- —
STLAP.PA
- 1D
- 3.38%
- 1M
- -4.64%
- YTD
- -34.80%
- 6M
- -39.68%
- 1Y
- -25.98%
- 3Y*
- -20.62%
- 5Y*
- -11.35%
- 10Y*
- 7.86%
MSFT.NEO vs. STLAP.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MSFT.NEO Microsoft Corp CDR | -17.91% | 12.61% | 11.26% | 56.34% | -29.26% | 16.84% |
STLAP.PA Stellantis NV | -34.80% | -12.29% | -35.03% | 75.23% | -14.14% | 2.21% |
Correlation
The correlation between MSFT.NEO and STLAP.PA is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2021 | 0.18 |
The correlation between MSFT.NEO and STLAP.PA shifts across timeframes, from 0.07 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MSFT.NEO vs. STLAP.PA — Risk / Return Rank
MSFT.NEO
STLAP.PA
MSFT.NEO vs. STLAP.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corp CDR (MSFT.NEO) and Stellantis NV (STLAP.PA). 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 | STLAP.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.95 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | -0.54 | +0.04 |
| Martin ratioReturn relative to average drawdown | -1.00 | -1.04 | +0.04 |
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Drawdowns
MSFT.NEO vs. STLAP.PA - Drawdown Comparison
The maximum MSFT.NEO drawdown since its inception was -37.95%, smaller than the maximum STLAP.PA drawdown of -93.95%. Use the drawdown chart below to compare losses from any high point for MSFT.NEO and STLAP.PA.
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Drawdown Indicators
| MSFT.NEO | STLAP.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.95% | -93.95% | +56.00% |
Max Drawdown (1Y)Largest decline over 1 year | -34.54% | -48.06% | +13.52% |
Max Drawdown (3Y)Largest decline over 3 years | -34.54% | -74.47% | +39.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -74.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -74.47% | — |
Current DrawdownCurrent decline from peak | -27.08% | -71.36% | +44.28% |
Average DrawdownAverage peak-to-trough decline | -12.46% | -51.56% | +39.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.18% | 24.85% | -7.67% |
Volatility
MSFT.NEO vs. STLAP.PA - Volatility Comparison
The current volatility for Microsoft Corp CDR (MSFT.NEO) is 10.69%, while Stellantis NV (STLAP.PA) has a volatility of 11.59%. This indicates that MSFT.NEO experiences smaller price fluctuations and is considered to be less risky than STLAP.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT.NEO | STLAP.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.69% | 11.59% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 41.11% | -18.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.27% | 50.84% | -25.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.17% | 39.87% | -12.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.17% | 113.75% | -86.58% |
Dividends
MSFT.NEO vs. STLAP.PA - Dividend Comparison
MSFT.NEO's dividend yield for the trailing twelve months is around 0.89%, while STLAP.PA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
MSFT.NEO Microsoft Corp CDR | 0.89% | 0.70% | 0.73% | 0.75% | 1.07% | 0.19% | 0.00% | 0.00% |
STLAP.PA Stellantis NV | 0.00% | 7.23% | 12.26% | 6.34% | 7.84% | 13.53% | 0.00% | 29.82% |
Financials
MSFT.NEO vs. STLAP.PA - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corp CDR and Stellantis NV. 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
MSFT.NEO and STLAP.PA have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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