MSFT vs. ADSK
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 24.97%/yr vs 15.00%/yr for ADSK. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
MSFT vs. ADSK - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -3.48% return, which is significantly higher than ADSK's -20.88% return. Over the past 10 years, MSFT has outperformed ADSK with an annualized return of 24.97%, while ADSK has yielded a comparatively lower 15.00% annualized return.
MSFT
- 1D
- 3.02%
- 1M
- 19.01%
- 6M
- 8.48%
- YTD
- -3.48%
- 1Y
- -10.62%
- 3Y*
- 12.25%
- 5Y*
- 11.19%
- 10Y*
- 24.97%
- ALL TIME*
- 25.16%
ADSK
- 1D
- -0.33%
- 1M
- 12.88%
- 6M
- -7.38%
- YTD
- -20.88%
- 1Y
- -21.15%
- 3Y*
- 3.30%
- 5Y*
- -6.12%
- 10Y*
- 15.00%
- ALL TIME*
- 16.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ADSK Autodesk, Inc. | $539.90M | $488.64M | $581.93M |
| $17.39B | $14.79B | $16.23B |
MSFT vs. ADSK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -3.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
ADSK Autodesk, Inc. | -20.88% | 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 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 1986 | 0.43 |
The correlation between MSFT and ADSK shifts across timeframes, from 0.43 (all time) to 0.60 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
MSFT:
$3.45T
ADSK:
$49.45B
MSFT:
$17.94
ADSK:
$6.85
MSFT:
25.91
ADSK:
34.20
MSFT:
1.50
ADSK:
1.31
MSFT:
10.44
ADSK:
6.67
MSFT:
7.83
ADSK:
15.57
MSFT:
$331.84B
ADSK:
$7.51B
MSFT:
$225.47B
ADSK:
$6.84B
MSFT:
$207.52B
ADSK:
$2.14B
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Return for Risk
MSFT vs. ADSK — Risk / Return Rank
MSFT
ADSK
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.
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 | ADSK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.91 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | -0.54 | +0.18 |
| Martin ratioReturn relative to average drawdown | -0.63 | -1.03 | +0.40 |
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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.
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Drawdown Indicators
| MSFT | ADSK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -76.92% | +7.54% |
Max Drawdown (1Y)Largest decline over 1 year | -34.50% | -42.56% | +8.06% |
Max Drawdown (3Y)Largest decline over 3 years | -34.50% | -42.56% | +8.06% |
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 DrawdownCurrent decline from peak | -13.73% | -31.57% | +17.84% |
Average DrawdownAverage peak-to-trough decline | -21.80% | -22.68% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.35% | 22.09% | -2.74% |
Volatility
MSFT vs. ADSK - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 15.97% compared to Autodesk, Inc. (ADSK) at 13.94%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than ADSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | ADSK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.97% | 13.94% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 26.41% | 29.95% | -3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.93% | 35.77% | -3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.00% | 35.78% | -7.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.62% | 36.59% | -8.97% |
Dividends
MSFT vs. ADSK - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.77%, 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 | 0.77% | 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 - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation and Autodesk, Inc.. 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 vs. ADSK - Profitability Comparison
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Microsoft Corporation reported a gross profit of 60.48B and revenue of 90.01B. Therefore, the gross margin over that period was 67.2%.
ADSK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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 Aug 2026, Microsoft Corporation reported an operating income of 40.60B and revenue of 90.01B, resulting in an operating margin of 45.1%.
ADSK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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 Aug 2026, Microsoft Corporation reported a net income of 35.77B and revenue of 90.01B, resulting in a net margin of 39.7%.
ADSK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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
MSFT and ADSK have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (15.97%) compared to ADSK (13.94%). In terms of maximum drawdown, MSFT dropped -69.38% vs ADSK's -76.92%.
MSFT currently has the higher Sharpe Ratio (-0.39 vs -0.64), 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.
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