MSFT vs. CEG
MSFT (Microsoft Corporation) and CEG (Constellation Energy Corp) are both stocks. MSFT operates in Software - Infrastructure (Technology), while CEG operates in Utilities - Renewable (Utilities). Over the past 3 years, MSFT returned 12.25%/yr vs 40.69%/yr for CEG. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
MSFT vs. CEG - 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 CEG's -25.41% 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%
CEG
- 1D
- -0.31%
- 1M
- 11.10%
- 6M
- -6.12%
- YTD
- -25.41%
- 1Y
- -24.07%
- 3Y*
- 40.69%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 45.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $725.89M | $725.77M | $982.35M | |
| $17.39B | $14.79B | $16.23B |
MSFT vs. CEG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | -3.48% | 15.58% | 12.93% | 58.19% | -21.60% |
CEG Constellation Energy Corp | -25.41% | 58.80% | 92.71% | 37.24% | 73.87% |
Correlation
The correlation between MSFT and CEG is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2022 | 0.30 |
The correlation between MSFT and CEG shifts across timeframes, from 0.14 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MSFT:
$3.45T
CEG:
$94.35B
MSFT:
$17.94
CEG:
$8.04
MSFT:
25.91
CEG:
32.66
MSFT:
1.50
CEG:
0.57
MSFT:
10.44
CEG:
3.47
MSFT:
7.83
CEG:
2.78
MSFT:
$331.84B
CEG:
$24.82B
MSFT:
$225.47B
CEG:
$20.98B
MSFT:
$207.52B
CEG:
$5.87B
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Return for Risk
MSFT vs. CEG — Risk / Return Rank
MSFT
CEG
MSFT vs. CEG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Constellation Energy Corp (CEG). 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 | CEG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.94 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | -0.59 | +0.23 |
| Martin ratioReturn relative to average drawdown | -0.63 | -1.04 | +0.41 |
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Drawdowns
MSFT vs. CEG - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than CEG's maximum drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for MSFT and CEG.
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Drawdown Indicators
| MSFT | CEG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -50.70% | -18.68% |
Max Drawdown (1Y)Largest decline over 1 year | -34.50% | -41.22% | +6.72% |
Max Drawdown (3Y)Largest decline over 3 years | -34.50% | -50.70% | +16.20% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | — | — |
Current DrawdownCurrent decline from peak | -13.73% | -34.69% | +20.96% |
Average DrawdownAverage peak-to-trough decline | -21.80% | -12.37% | -9.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.35% | 23.25% | -3.90% |
Volatility
MSFT vs. CEG - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 15.97% compared to Constellation Energy Corp (CEG) at 9.71%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than CEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | CEG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.97% | 9.71% | +6.26% |
Volatility (6M)Calculated over the trailing 6-month period | 26.41% | 34.35% | -7.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.93% | 46.84% | -14.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.00% | 49.04% | -21.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.62% | 49.04% | -21.42% |
Dividends
MSFT vs. CEG - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.77%, more than CEG's 0.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEG Constellation Energy Corp | 0.62% | 0.44% | 0.63% | 0.97% | 0.65% | 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. CEG - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation and Constellation Energy Corp. 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. CEG - 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%.
CEG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Constellation Energy Corp reported a gross profit of 2.48B and revenue of 6.07B. Therefore, the gross margin over that period was 40.8%.
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%.
CEG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Constellation Energy Corp reported an operating income of 598.00M and revenue of 6.07B, resulting in an operating margin of 9.9%.
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%.
CEG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Constellation Energy Corp reported a net income of 432.00M and revenue of 6.07B, resulting in a net margin of 7.1%.
Frequently Asked Questions
MSFT and CEG have a correlation of 0.14, 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 CEG (9.71%). In terms of maximum drawdown, MSFT dropped -69.38% vs CEG's -50.70%.
MSFT currently has the higher Sharpe Ratio (-0.39 vs -0.52), 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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