PortfoliosLab logo
MSFT vs. GOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

MSFT vs. GOOG - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

MSFT:

0.29

GOOG:

-0.24

Sortino Ratio

MSFT:

0.68

GOOG:

-0.06

Omega Ratio

MSFT:

1.09

GOOG:

0.99

Calmar Ratio

MSFT:

0.36

GOOG:

-0.21

Martin Ratio

MSFT:

0.81

GOOG:

-0.41

Ulcer Index

MSFT:

10.69%

GOOG:

14.92%

Daily Std Dev

MSFT:

25.41%

GOOG:

31.65%

Max Drawdown

MSFT:

-69.39%

GOOG:

-44.60%

Current Drawdown

MSFT:

-0.45%

GOOG:

-15.47%

Fundamentals

Market Cap

MSFT:

$3.70T

GOOG:

$2.15T

EPS

MSFT:

$12.91

GOOG:

$8.85

PE Ratio

MSFT:

38.47

GOOG:

19.79

PEG Ratio

MSFT:

2.33

GOOG:

1.36

PS Ratio

MSFT:

13.70

GOOG:

5.98

PB Ratio

MSFT:

11.49

GOOG:

6.24

Total Revenue (TTM)

MSFT:

$205.28B

GOOG:

$274.97B

Gross Profit (TTM)

MSFT:

$141.47B

GOOG:

$161.52B

EBITDA (TTM)

MSFT:

$115.73B

GOOG:

$118.56B

Returns By Period

In the year-to-date period, MSFT achieves a 18.28% return, which is significantly higher than GOOG's -7.81% return. Over the past 10 years, MSFT has outperformed GOOG with an annualized return of 29.08%, while GOOG has yielded a comparatively lower 20.86% annualized return.


MSFT

YTD
18.28%
1M
5.58%
6M
18.03%
1Y
7.33%
3Y*
23.91%
5Y*
19.32%
10Y*
29.08%

GOOG

YTD
-7.81%
1M
0.26%
6M
-10.75%
1Y
-7.60%
3Y*
13.61%
5Y*
18.46%
10Y*
20.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Microsoft Corporation

Alphabet Inc

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MSFT vs. GOOG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSFT
The Risk-Adjusted Performance Rank of MSFT is 5555
Overall Rank
The Sharpe Ratio Rank of MSFT is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 5050
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 4949
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 6363
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 5656
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 3131
Overall Rank
The Sharpe Ratio Rank of GOOG is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 2929
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 2929
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 3131
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MSFT vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Alphabet Inc (GOOG). 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.


The current MSFT Sharpe Ratio is 0.29, which is higher than the GOOG Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of MSFT and GOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Correlation

The correlation between MSFT and GOOG is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MSFT vs. GOOG - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.65%, more than GOOG's 0.46% yield.


TTM20242023202220212020201920182017201620152014
MSFT
Microsoft Corporation
0.65%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
GOOG
Alphabet Inc
0.46%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MSFT vs. GOOG - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.39%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for MSFT and GOOG.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MSFT vs. GOOG - Volatility Comparison

The current volatility for Microsoft Corporation (MSFT) is 3.56%, while Alphabet Inc (GOOG) has a volatility of 7.63%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

MSFT vs. GOOG - Financials Comparison

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


Quarterly
Annual

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


40.00B50.00B60.00B70.00B80.00B90.00B100.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
70.07B
90.23B
(MSFT) Total Revenue
(GOOG) Total Revenue
Values in USD except per share items

MSFT vs. GOOG - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%65.0%70.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
68.7%
59.7%
(MSFT) Gross Margin
(GOOG) Gross Margin
MSFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2025, Microsoft Corporation reported a gross profit of 48.15B and revenue of 70.07B. Therefore, the gross margin over that period was 68.7%.

GOOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2025, Alphabet Inc reported a gross profit of 53.87B and revenue of 90.23B. Therefore, the gross margin over that period was 59.7%.

MSFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2025, Microsoft Corporation reported an operating income of 32.00B and revenue of 70.07B, resulting in an operating margin of 45.7%.

GOOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2025, Alphabet Inc reported an operating income of 30.61B and revenue of 90.23B, resulting in an operating margin of 33.9%.

MSFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2025, Microsoft Corporation reported a net income of 25.82B and revenue of 70.07B, resulting in a net margin of 36.9%.

GOOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2025, Alphabet Inc reported a net income of 34.54B and revenue of 90.23B, resulting in a net margin of 38.3%.