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

Correlation

The correlation between MSFT and GOOG is 0.68, 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.


-0.50.00.51.00.7

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.

-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
0.24%
11.75%
MSFT
GOOG

Key characteristics

Sharpe Ratio

MSFT:

0.18

GOOG:

1.14

Sortino Ratio

MSFT:

0.37

GOOG:

1.65

Omega Ratio

MSFT:

1.05

GOOG:

1.22

Calmar Ratio

MSFT:

0.24

GOOG:

1.44

Martin Ratio

MSFT:

0.49

GOOG:

3.64

Ulcer Index

MSFT:

7.66%

GOOG:

8.83%

Daily Std Dev

MSFT:

21.09%

GOOG:

28.28%

Max Drawdown

MSFT:

-69.39%

GOOG:

-44.60%

Current Drawdown

MSFT:

-10.48%

GOOG:

-10.14%

Fundamentals

Market Cap

MSFT:

$3.08T

GOOG:

$2.27T

EPS

MSFT:

$12.40

GOOG:

$8.05

PE Ratio

MSFT:

33.45

GOOG:

23.25

PEG Ratio

MSFT:

2.16

GOOG:

1.34

Total Revenue (TTM)

MSFT:

$261.80B

GOOG:

$349.92B

Gross Profit (TTM)

MSFT:

$181.72B

GOOG:

$203.85B

EBITDA (TTM)

MSFT:

$142.93B

GOOG:

$126.93B

Returns By Period

In the year-to-date period, MSFT achieves a -1.08% return, which is significantly higher than GOOG's -2.00% return. Over the past 10 years, MSFT has outperformed GOOG with an annualized return of 27.08%, while GOOG has yielded a comparatively lower 21.66% annualized return.


MSFT

YTD

-1.08%

1M

-2.69%

6M

0.54%

1Y

4.26%

5Y*

19.54%

10Y*

27.08%

GOOG

YTD

-2.00%

1M

-6.51%

6M

13.06%

1Y

30.22%

5Y*

20.42%

10Y*

21.66%

*Annualized

Compare stocks, funds, or ETFs

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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 5050
Overall Rank
The Sharpe Ratio Rank of MSFT is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 4242
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 4343
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 5858
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 5252
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 7777
Overall Rank
The Sharpe Ratio Rank of GOOG is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 7474
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 7373
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 8585
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 7676
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.


Sharpe ratio
The chart of Sharpe ratio for MSFT, currently valued at 0.18, compared to the broader market-2.000.002.000.181.14
The chart of Sortino ratio for MSFT, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.006.000.371.65
The chart of Omega ratio for MSFT, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.22
The chart of Calmar ratio for MSFT, currently valued at 0.24, compared to the broader market0.002.004.006.000.241.44
The chart of Martin ratio for MSFT, currently valued at 0.49, compared to the broader market-10.000.0010.0020.0030.000.493.64
MSFT
GOOG

The current MSFT Sharpe Ratio is 0.18, which is lower than the GOOG Sharpe Ratio of 1.14. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.18
1.14
MSFT
GOOG

Dividends

MSFT vs. GOOG - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.76%, more than GOOG's 0.32% yield.


TTM20242023202220212020201920182017201620152014
MSFT
Microsoft Corporation
0.76%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.
0.32%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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.48%
-10.14%
MSFT
GOOG

Volatility

MSFT vs. GOOG - Volatility Comparison

The current volatility for Microsoft Corporation (MSFT) is 9.05%, while Alphabet Inc. (GOOG) has a volatility of 10.42%. 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.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
9.05%
10.42%
MSFT
GOOG

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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