MSFT vs. AVAV
MSFT (Microsoft Corporation) and AVAV (AeroVironment, Inc.) are both stocks. MSFT operates in Software - Infrastructure (Technology), while AVAV operates in Aerospace & Defense (Industrials). Over the past 10 years, MSFT returned 24.64%/yr vs 19.16%/yr for AVAV. At a 0.33 correlation, their price movements are largely independent.
Performance
MSFT vs. AVAV - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -14.48% return, which is significantly higher than AVAV's -23.65% return. Over the past 10 years, MSFT has outperformed AVAV with an annualized return of 24.64%, while AVAV has yielded a comparatively lower 19.16% annualized return.
MSFT
- 1D
- -1.18%
- 1M
- -0.60%
- YTD
- -14.48%
- 6M
- -15.77%
- 1Y
- -11.77%
- 3Y*
- 8.85%
- 5Y*
- 11.09%
- 10Y*
- 24.64%
AVAV
- 1D
- -0.67%
- 1M
- 9.74%
- YTD
- -23.65%
- 6M
- -34.62%
- 1Y
- -3.25%
- 3Y*
- 23.54%
- 5Y*
- 10.87%
- 10Y*
- 19.16%
MSFT vs. AVAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -14.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
AVAV AeroVironment, Inc. | -23.65% | 57.18% | 22.10% | 47.14% | 38.09% | -28.62% | 40.75% | -9.14% | 20.99% | 109.32% |
Correlation
The correlation between MSFT and AVAV is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2007 | 0.33 |
Fundamentals
MSFT:
$3.07T
AVAV:
$9.01B
MSFT:
$16.79
AVAV:
-$4.63
MSFT:
9.65
AVAV:
7.51
MSFT:
7.40
AVAV:
2.11
MSFT:
$318.27B
AVAV:
$1.19B
MSFT:
$217.41B
AVAV:
$104.63M
MSFT:
$200.96B
AVAV:
-$242.06M
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Return for Risk
MSFT vs. AVAV — Risk / Return Rank
MSFT
AVAV
MSFT vs. AVAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and AeroVironment, Inc. (AVAV). 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 | AVAV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.06 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | -0.05 | -0.30 |
| Martin ratioReturn relative to average drawdown | -0.73 | -0.10 | -0.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSFT | AVAV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | -0.04 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.20 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.37 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.23 | +0.51 |
Drawdowns
MSFT vs. AVAV - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than AVAV's maximum drawdown of -61.45%. Use the drawdown chart below to compare losses from any high point for MSFT and AVAV.
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Drawdown Indicators
| MSFT | AVAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -61.45% | -7.93% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -61.45% | +27.54% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -61.45% | +27.54% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -61.45% | +24.30% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -61.45% | +24.30% |
Current DrawdownCurrent decline from peak | -23.56% | -54.94% | +31.38% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -28.56% | +6.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.13% | 33.68% | -17.55% |
Volatility
MSFT vs. AVAV - Volatility Comparison
The current volatility for Microsoft Corporation (MSFT) is 10.25%, while AeroVironment, Inc. (AVAV) has a volatility of 24.99%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than AVAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | AVAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 24.99% | -14.74% |
Volatility (6M)Calculated over the trailing 6-month period | 22.36% | 58.60% | -36.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.31% | 73.83% | -48.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.64% | 55.85% | -29.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 51.96% | -24.90% |
Dividends
MSFT vs. AVAV - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.86%, while AVAV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVAV AeroVironment, 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 | 0.86% | 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. AVAV - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation and AeroVironment, 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
Frequently Asked Questions
MSFT and AVAV have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVAV has higher volatility (24.99%) compared to MSFT (10.25%). In terms of maximum drawdown, MSFT dropped -69.38% vs AVAV's -61.45%.
AVAV currently has the higher Sharpe Ratio (-0.04 vs -0.47), 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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