MSFT vs. DKS
MSFT (Microsoft Corporation) and DKS (DICK'S Sporting Goods, Inc.) are both stocks. MSFT operates in Software - Infrastructure (Technology), while DKS operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, MSFT returned 24.39%/yr vs 21.90%/yr for DKS. At a 0.28 correlation, their price movements are largely independent.
Performance
MSFT vs. DKS - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -18.85% return, which is significantly lower than DKS's 12.99% return. Over the past 10 years, MSFT has outperformed DKS with an annualized return of 24.39%, while DKS has yielded a comparatively lower 21.90% annualized return.
MSFT
- 1D
- 0.10%
- 1M
- -3.36%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.75%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
DKS
- 1D
- -0.77%
- 1M
- 3.55%
- YTD
- 12.99%
- 6M
- 4.67%
- 1Y
- 23.45%
- 3Y*
- 21.00%
- 5Y*
- 20.82%
- 10Y*
- 21.90%
MSFT vs. DKS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
DKS DICK'S Sporting Goods, Inc. | 12.99% | -11.45% | 58.91% | 25.94% | 6.61% | 116.67% | 17.94% | 63.22% | 11.35% | -44.79% |
Correlation
The correlation between MSFT and DKS is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2002 | 0.28 |
Over the past year, the correlation between MSFT and DKS has dropped to 0.07 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
Fundamentals
MSFT:
$2.91T
DKS:
$19.98B
MSFT:
$16.79
DKS:
$3.67K
MSFT:
23.27
DKS:
0.06
MSFT:
9.16
DKS:
0.00
MSFT:
7.02
DKS:
0.00
MSFT:
$318.27B
DKS:
$5.18T
MSFT:
$217.41B
DKS:
$1.69T
MSFT:
$200.96B
DKS:
$451.62B
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Return for Risk
MSFT vs. DKS — Risk / Return Rank
MSFT
DKS
MSFT vs. DKS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and DICK'S Sporting Goods, Inc. (DKS). 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 | DKS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -2.05 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.13 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 1.22 | -1.74 |
| Martin ratioReturn relative to average drawdown | -1.08 | 2.81 | -3.89 |
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Drawdowns
MSFT vs. DKS - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, smaller than the maximum DKS drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for MSFT and DKS.
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Drawdown Indicators
| MSFT | DKS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -73.33% | +3.95% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -19.37% | -14.54% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -32.73% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -48.79% | +11.64% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -70.82% | +33.67% |
Current DrawdownCurrent decline from peak | -27.46% | -8.44% | -19.02% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -17.96% | -3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 8.38% | +8.10% |
Volatility
MSFT vs. DKS - Volatility Comparison
The current volatility for Microsoft Corporation (MSFT) is 10.52%, while DICK'S Sporting Goods, Inc. (DKS) has a volatility of 13.99%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than DKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | DKS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 13.99% | -3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 24.66% | -2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 35.97% | -10.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 43.53% | -16.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 45.34% | -18.28% |
Dividends
MSFT vs. DKS - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.91%, less than DKS's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DKS DICK'S Sporting Goods, Inc. | 2.78% | 2.45% | 1.92% | 2.72% | 1.62% | 6.17% | 2.22% | 2.22% | 2.88% | 2.37% | 1.14% | 1.56% |
MSFT Microsoft Corporation | 0.91% | 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. DKS - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation and DICK'S Sporting Goods, 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. DKS - Profitability Comparison
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%.
DKS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DICK'S Sporting Goods, Inc. reported a gross profit of 1.68T and revenue of 5.16T. Therefore, the gross margin over that period was 32.6%.
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%.
DKS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DICK'S Sporting Goods, Inc. reported an operating income of 450.65B and revenue of 5.16T, resulting in an operating margin of 8.7%.
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%.
DKS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DICK'S Sporting Goods, Inc. reported a net income of 319.82B and revenue of 5.16T, resulting in a net margin of 6.2%.
Frequently Asked Questions
MSFT and DKS have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DKS has higher volatility (13.99%) compared to MSFT (10.52%). In terms of maximum drawdown, MSFT dropped -69.38% vs DKS's -73.33%.
DKS currently has the higher Sharpe Ratio (0.65 vs -0.70), 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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