PortfoliosLab logoPortfoliosLab logo
MSFT vs. APP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MSFT vs. APP - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, MSFT achieves a -3.48% return, which is significantly higher than APP's -41.25% return.


MSFT

1D
3.02%
1M
20.93%
6M
8.48%
YTD
-3.48%
1Y
-12.20%
3Y*
12.25%
5Y*
11.19%
10Y*
24.97%
ALL TIME*
25.16%

APP

1D
-1.97%
1M
-29.88%
6M
-16.32%
YTD
-41.25%
1Y
1.33%
3Y*
132.67%
5Y*
45.14%
10Y*
ALL TIME*
38.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.74B$2.73B$2.75B
$17.39B$14.79B$16.23B

MSFT vs. APP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MSFT
Microsoft Corporation
-3.48%15.58%12.93%58.19%-28.02%32.38%
APP
AppLovin Corporation
-41.25%108.08%712.62%278.44%-88.83%34.66%

Correlation

The correlation between MSFT and APP is 0.41, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.41

Correlation (3Y)
Balances recent behavior with more history.

0.41

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.46

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2021

0.45

Fundamentals

Market Cap

MSFT:

$3.45T

APP:

$133.00B

EPS

MSFT:

$17.94

APP:

$11.66

PE Ratio

MSFT:

25.91

APP:

33.95

PEG Ratio

MSFT:

1.50

APP:

0.10

PS Ratio

MSFT:

10.44

APP:

21.83

PB Ratio

MSFT:

7.83

APP:

56.74

Total Revenue (TTM)

MSFT:

$331.84B

APP:

$6.16B

Gross Profit (TTM)

MSFT:

$225.47B

APP:

$5.45B

EBITDA (TTM)

MSFT:

$207.52B

APP:

$4.87B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MSFT vs. APP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MSFT
MSFT Risk / Return Rank: 2828
Overall Rank
MSFT Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 2424
Sortino Ratio Rank
MSFT Omega Ratio Rank: 2525
Omega Ratio Rank
MSFT Calmar Ratio Rank: 3232
Calmar Ratio Rank
MSFT Martin Ratio Rank: 3333
Martin Ratio Rank

APP
APP Risk / Return Rank: 4646
Overall Rank
APP Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
APP Sortino Ratio Rank: 4747
Sortino Ratio Rank
APP Omega Ratio Rank: 4747
Omega Ratio Rank
APP Calmar Ratio Rank: 4545
Calmar Ratio Rank
APP Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MSFT vs. APP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and AppLovin Corporation (APP). 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.


MSFTAPPDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

0.95

1.07

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.35

0.03

-0.38

Martin ratioReturn relative to average drawdown

-0.63

0.05

-0.68

MSFT vs. APP - Sharpe Ratio Comparison

The current MSFT Sharpe Ratio is -0.39, which is lower than the APP Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of MSFT and APP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MSFT vs. APP - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.38%, smaller than the maximum APP drawdown of -91.90%. Use the drawdown chart below to compare losses from any high point for MSFT and APP.


Loading charts...

Drawdown Indicators


MSFTAPPDifference

Max Drawdown

Largest peak-to-trough decline

-69.38%

-91.90%

+22.52%

Max Drawdown (1Y)

Largest decline over 1 year

-34.50%

-49.99%

+15.49%

Max Drawdown (3Y)

Largest decline over 3 years

-34.50%

-57.00%

+22.50%

Max Drawdown (5Y)

Largest decline over 5 years

-37.15%

-91.90%

+54.75%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

Current Drawdown

Current decline from peak

-13.73%

-46.03%

+32.30%

Average Drawdown

Average peak-to-trough decline

-21.80%

-42.38%

+20.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.35%

28.35%

-9.00%

Volatility

MSFT vs. APP - Volatility Comparison

The current volatility for Microsoft Corporation (MSFT) is 15.97%, while AppLovin Corporation (APP) has a volatility of 17.94%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than APP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MSFTAPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.97%

17.94%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

26.41%

60.50%

-34.09%

Volatility (1Y)

Calculated over the trailing 1-year period

31.93%

73.25%

-41.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.00%

78.11%

-50.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.62%

77.32%

-49.70%

Dividends

MSFT vs. APP - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.77%, while APP has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
APP
AppLovin Corporation
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. APP - Financials Comparison

This section allows you to compare key financial metrics between Microsoft Corporation and AppLovin 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

MSFT vs. APP - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

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%.

APP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, AppLovin Corporation reported a gross profit of 1.64B and revenue of 1.84B. Therefore, the gross margin over that period was 89.0%.

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%.

APP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, AppLovin Corporation reported an operating income of 1.44B and revenue of 1.84B, resulting in an operating margin of 78.2%.

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%.

APP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, AppLovin Corporation reported a net income of 1.21B and revenue of 1.84B, resulting in a net margin of 65.4%.


Frequently Asked Questions


MSFT and APP have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

APP has higher volatility (17.94%) compared to MSFT (15.97%). In terms of maximum drawdown, MSFT dropped -69.38% vs APP's -91.90%.

APP currently has the higher Sharpe Ratio (0.02 vs -0.39), 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.

Portfolio Optimizer

Find the right allocation for MSFT and APP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer