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MSFT vs. GOOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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.

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Returns By Period

In the year-to-date period, MSFT achieves a -22.68% return, which is significantly lower than GOOG's 0.89% return. Over the past 10 years, MSFT has underperformed GOOG with an annualized return of 22.81%, while GOOG has yielded a comparatively higher 24.10% annualized return.


MSFT

1D
-0.34%
1M
-8.06%
YTD
-22.68%
6M
-28.29%
1Y
-3.73%
3Y*
9.69%
5Y*
8.73%
10Y*
22.81%

GOOG

1D
0.52%
1M
3.08%
YTD
0.89%
6M
30.80%
1Y
97.11%
3Y*
43.94%
5Y*
22.78%
10Y*
24.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFT vs. GOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSFT
Microsoft Corporation
-22.68%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%40.73%
GOOG
Alphabet Inc
0.89%65.42%35.62%58.83%-38.67%65.17%31.03%29.10%-1.03%35.58%

Correlation

The correlation between MSFT and GOOG is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2014

0.65

Over the past year, the correlation between MSFT and GOOG has dropped to 0.27 — well below their long-term average of 0.65, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

MSFT:

$2.78T

GOOG:

$3.87T

EPS

MSFT:

$15.98

GOOG:

$10.83

PE Ratio

MSFT:

23.34

GOOG:

29.23

PEG Ratio

MSFT:

1.63

GOOG:

1.44

PS Ratio

MSFT:

9.11

GOOG:

9.59

PB Ratio

MSFT:

7.12

GOOG:

9.32

Total Revenue (TTM)

MSFT:

$305.45B

GOOG:

$402.84B

Gross Profit (TTM)

MSFT:

$209.50B

GOOG:

$240.30B

EBITDA (TTM)

MSFT:

$191.39B

GOOG:

$171.18B

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Return for Risk

MSFT vs. GOOG — Risk / Return Rank

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

MSFT
MSFT Risk / Return Rank: 2727
Overall Rank
MSFT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 2020
Sortino Ratio Rank
MSFT Omega Ratio Rank: 2020
Omega Ratio Rank
MSFT Calmar Ratio Rank: 3636
Calmar Ratio Rank
MSFT Martin Ratio Rank: 3737
Martin Ratio Rank

GOOG
GOOG Risk / Return Rank: 9393
Overall Rank
GOOG Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GOOG Sortino Ratio Rank: 9494
Sortino Ratio Rank
GOOG Omega Ratio Rank: 9292
Omega Ratio Rank
GOOG Calmar Ratio Rank: 9090
Calmar Ratio Rank
GOOG Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MSFT vs. GOOG - Risk-Adjusted Trends 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.


MSFTGOOGDifference

Sharpe ratio

Return per unit of total volatility

-0.16

3.47

-3.63

Sortino ratio

Return per unit of downside risk

-0.05

4.35

-4.40

Omega ratio

Gain probability vs. loss probability

0.99

1.55

-0.55

Calmar ratio

Return relative to maximum drawdown

0.15

5.43

-5.28

Martin ratio

Return relative to average drawdown

0.38

20.14

-19.76

MSFT vs. GOOG - Sharpe Ratio Comparison

The current MSFT Sharpe Ratio is -0.16, which is lower than the GOOG Sharpe Ratio of 3.47. The chart below compares the historical Sharpe Ratios of MSFT and GOOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MSFTGOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

3.47

-3.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.75

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.84

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.79

-0.05

Drawdowns

MSFT vs. GOOG - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.38%, 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.


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Drawdown Indicators


MSFTGOOGDifference

Max Drawdown

Largest peak-to-trough decline

-69.38%

-44.60%

-24.78%

Max Drawdown (1Y)

Largest decline over 1 year

-33.91%

-20.75%

-13.16%

Max Drawdown (5Y)

Largest decline over 5 years

-37.15%

-44.60%

+7.45%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

-44.60%

+7.45%

Current Drawdown

Current decline from peak

-30.89%

-8.21%

-22.68%

Average Drawdown

Average peak-to-trough decline

-21.78%

-8.97%

-12.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.32%

5.60%

+7.72%

Volatility

MSFT vs. GOOG - Volatility Comparison

The current volatility for Microsoft Corporation (MSFT) is 6.17%, while Alphabet Inc (GOOG) has a volatility of 9.71%. 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.


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Volatility by Period


MSFTGOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

9.71%

-3.54%

Volatility (6M)

Calculated over the trailing 6-month period

19.01%

19.69%

-0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

26.09%

29.88%

-3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.13%

30.70%

-4.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.88%

28.76%

-1.88%

Dividends

MSFT vs. GOOG - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.93%, more than GOOG's 0.27% yield.


TTM20252024202320222021202020192018201720162015
MSFT
Microsoft Corporation
0.93%0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%
GOOG
Alphabet Inc
0.27%0.26%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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


40.00B60.00B80.00B100.00B120.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
81.27B
113.83B
(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

55.0%60.0%65.0%70.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
68.0%
59.8%
Portfolio components
MSFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported a gross profit of 55.30B and revenue of 81.27B. Therefore, the gross margin over that period was 68.0%.

GOOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Alphabet Inc reported a gross profit of 68.06B and revenue of 113.83B. Therefore, the gross margin over that period was 59.8%.

MSFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported an operating income of 38.28B and revenue of 81.27B, resulting in an operating margin of 47.1%.

GOOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Alphabet Inc reported an operating income of 35.93B and revenue of 113.83B, resulting in an operating margin of 31.6%.

MSFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported a net income of 38.46B and revenue of 81.27B, resulting in a net margin of 47.3%.

GOOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Alphabet Inc reported a net income of 34.46B and revenue of 113.83B, resulting in a net margin of 30.3%.