MSFT vs. ADSK

Last updated Jun 4, 2026

MSFT (Microsoft Corporation) and ADSK (Autodesk, Inc.) are both stocks. Both are in the Technology sector — MSFT in Software - Infrastructure, ADSK in Software - Application. Over the past 10 years, MSFT returned 25.03%/yr vs 14.69%/yr for ADSK. At a 0.43 correlation, their price movements are largely independent.

Performance

MSFT vs. ADSK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Microsoft Corporation (MSFT) and Autodesk, Inc. (ADSK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MSFT achieves a -11.24% return, which is significantly higher than ADSK's -22.44% return. Over the past 10 years, MSFT has outperformed ADSK with an annualized return of 25.03%, while ADSK has yielded a comparatively lower 14.69% annualized return.

MSFT

• 1D: -3.17%
• 1M: 3.54%
• YTD: -11.24%
• 6M: -10.15%
• 1Y: -6.96%
• 3Y*: 9.26%
• 5Y*: 12.17%
• 10Y*: 25.03%

ADSK

• 1D: -2.98%
• 1M: -7.25%
• YTD: -22.44%
• 6M: -25.27%
• 1Y: -23.34%
• 3Y*: 3.98%
• 5Y*: -4.22%
• 10Y*: 14.69%

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

MSFT vs. ADSK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MSFT Microsoft Corporation	-11.24%	15.58%	12.93%	58.19%	-28.02%	52.48%	42.53%	57.56%	20.80%	40.73%
ADSK Autodesk, Inc.	-22.44%	0.15%	21.39%	30.29%	-33.54%	-7.91%	66.43%	42.65%	22.68%	41.64%

Correlation

The correlation between MSFT and ADSK is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (10Y) Calculated over the trailing 10-year period	0.60
Correlation (All Time) Calculated using the full available price history since Mar 14, 1986	0.43

The correlation between MSFT and ADSK shifts across timeframes, from 0.42 (1 year) to 0.60 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap MSFT : $3.18T ADSK : $48.68B
EPS MSFT : $16.79 ADSK : $6.84
PE Ratio MSFT : 25.45 ADSK : 33.58
PEG Ratio MSFT : 1.78 ADSK : 1.29
PS Ratio MSFT : 10.01 ADSK : 6.55
PB Ratio MSFT : 7.68 ADSK : 15.26
Total Revenue (TTM) MSFT : $318.27B ADSK : $7.51B
Gross Profit (TTM) MSFT : $217.41B ADSK : $6.84B
EBITDA (TTM) MSFT : $200.96B ADSK : $2.14B

Return for Risk

MSFT vs. ADSK — Risk / Return Rank

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

MSFT

MSFT Risk / Return Rank: 29
MSFT Sharpe Ratio Rank: 29
MSFT Sortino Ratio Rank: 25
MSFT Omega Ratio Rank: 25
MSFT Calmar Ratio Rank: 33
MSFT Martin Ratio Rank: 33

ADSK

ADSK Risk / Return Rank: 12
ADSK Sharpe Ratio Rank: 11
ADSK Sortino Ratio Rank: 13
ADSK Omega Ratio Rank: 13
ADSK Calmar Ratio Rank: 14
ADSK Martin Ratio Rank: 8

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 vs. ADSK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Autodesk, Inc. (ADSK). 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	ADSK	Difference
Sharpe ratio Return per unit of total volatility	-0.28	-0.72	+0.44
Sortino ratio Return per unit of downside risk	-0.21	-0.87	+0.66
Omega ratio Gain probability vs. loss probability	0.97	0.89	+0.08
Calmar ratio Return relative to maximum drawdown	-0.21	-0.71	+0.50
Martin ratio Return relative to average drawdown	-0.44	-1.37	+0.94
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 vs. ADSK - Sharpe Ratio Comparison

The current MSFT Sharpe Ratio is -0.28, which is higher than the ADSK Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of MSFT and ADSK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MSFT	ADSK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.28	-0.72	+0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	-0.12	+0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.93	0.40	+0.52
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.33	+0.41

Drawdowns

MSFT vs. ADSK - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.38%, smaller than the maximum ADSK drawdown of -76.92%. Use the drawdown chart below to compare losses from any high point for MSFT and ADSK.

Drawdown Indicators

	MSFT	ADSK	Difference
Max Drawdown Largest peak-to-trough decline	-69.38%	-76.92%	+7.54%
Max Drawdown (1Y) Largest decline over 1 year	-33.91%	-33.15%	-0.76%
Max Drawdown (3Y) Largest decline over 3 years	-33.91%	-33.15%	-0.76%
Max Drawdown (5Y) Largest decline over 5 years	-37.15%	-51.99%	+14.84%
Max Drawdown (10Y) Largest decline over 10 years	-37.15%	-51.99%	+14.84%
Current Drawdown Current decline from peak	-20.67%	-32.92%	+12.25%
Average Drawdown Average peak-to-trough decline	-21.78%	-22.62%	+0.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.95%	17.01%	-1.06%

Volatility

MSFT vs. ADSK - Volatility Comparison

The current volatility for Microsoft Corporation (MSFT) is 9.95%, while Autodesk, Inc. (ADSK) has a volatility of 12.66%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than ADSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MSFT	ADSK	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.95%	12.66%	-2.71%
Volatility (6M) Calculated over the trailing 6-month period	22.34%	26.80%	-4.46%
Volatility (1Y) Calculated over the trailing 1-year period	25.12%	32.66%	-7.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.63%	35.08%	-8.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.04%	36.42%	-9.38%

Dividends

MSFT vs. ADSK - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.83%, while ADSK has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ADSK Autodesk, 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

MSFT vs. ADSK - Profitability Comparison

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

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%.

ADSK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported a gross profit of 1.76B and revenue of 1.93B. Therefore, the gross margin over that period was 91.0%.

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%.

ADSK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported an operating income of 541.00M and revenue of 1.93B, resulting in an operating margin of 28.0%.

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%.

ADSK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported a net income of 491.00M and revenue of 1.93B, resulting in a net margin of 25.4%.

Frequently Asked Questions

Can I hold both MSFT and ADSK in my portfolio?

MSFT and ADSK have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MSFT or ADSK?

ADSK has higher volatility (12.66%) compared to MSFT (9.95%). In terms of maximum drawdown, MSFT dropped -69.38% vs ADSK's -76.92%.

Which has better risk-adjusted returns?

MSFT currently has the higher Sharpe Ratio (-0.28 vs -0.72), 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.