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

Correlation

The correlation between MSFT and GOOGL is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

MSFT vs. GOOGL - Performance Comparison

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

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
2,231.61%
6,381.25%
MSFT
GOOGL

Key characteristics

Sharpe Ratio

MSFT:

-0.13

GOOGL:

0.09

Sortino Ratio

MSFT:

-0.01

GOOGL:

0.36

Omega Ratio

MSFT:

1.00

GOOGL:

1.04

Calmar Ratio

MSFT:

-0.13

GOOGL:

0.09

Martin Ratio

MSFT:

-0.30

GOOGL:

0.22

Ulcer Index

MSFT:

10.51%

GOOGL:

12.78%

Daily Std Dev

MSFT:

24.96%

GOOGL:

31.87%

Max Drawdown

MSFT:

-69.39%

GOOGL:

-65.29%

Current Drawdown

MSFT:

-15.70%

GOOGL:

-21.43%

Fundamentals

Market Cap

MSFT:

$2.91T

GOOGL:

$1.99T

EPS

MSFT:

$12.39

GOOGL:

$8.04

PE Ratio

MSFT:

31.63

GOOGL:

20.14

PEG Ratio

MSFT:

1.74

GOOGL:

1.03

PS Ratio

MSFT:

11.13

GOOGL:

5.52

PB Ratio

MSFT:

9.62

GOOGL:

5.72

Total Revenue (TTM)

MSFT:

$199.94B

GOOGL:

$359.71B

Gross Profit (TTM)

MSFT:

$138.36B

GOOGL:

$210.76B

EBITDA (TTM)

MSFT:

$109.35B

GOOGL:

$134.18B

Returns By Period

In the year-to-date period, MSFT achieves a -6.85% return, which is significantly higher than GOOGL's -14.34% return. Over the past 10 years, MSFT has outperformed GOOGL with an annualized return of 25.00%, while GOOGL has yielded a comparatively lower 19.27% annualized return.


MSFT

YTD

-6.85%

1M

0.33%

6M

-8.11%

1Y

-2.82%

5Y*

18.72%

10Y*

25.00%

GOOGL

YTD

-14.34%

1M

-0.17%

6M

-1.78%

1Y

-5.36%

5Y*

20.77%

10Y*

19.27%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

MSFT vs. GOOGL — 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 4242
Overall Rank
The Sharpe Ratio Rank of MSFT is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 3737
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 3737
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 4545
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 4646
Martin Ratio Rank

GOOGL
The Risk-Adjusted Performance Rank of GOOGL is 5353
Overall Rank
The Sharpe Ratio Rank of GOOGL is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOGL is 4848
Sortino Ratio Rank
The Omega Ratio Rank of GOOGL is 4747
Omega Ratio Rank
The Calmar Ratio Rank of GOOGL is 5757
Calmar Ratio Rank
The Martin Ratio Rank of GOOGL is 5555
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. GOOGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Alphabet Inc. (GOOGL). 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 chart of Sharpe ratio for MSFT, currently valued at -0.13, compared to the broader market-2.00-1.000.001.002.003.00
MSFT: -0.13
GOOGL: 0.09
The chart of Sortino ratio for MSFT, currently valued at -0.01, compared to the broader market-6.00-4.00-2.000.002.004.00
MSFT: -0.01
GOOGL: 0.36
The chart of Omega ratio for MSFT, currently valued at 1.00, compared to the broader market0.501.001.502.00
MSFT: 1.00
GOOGL: 1.04
The chart of Calmar ratio for MSFT, currently valued at -0.13, compared to the broader market0.001.002.003.004.005.00
MSFT: -0.13
GOOGL: 0.09
The chart of Martin ratio for MSFT, currently valued at -0.30, compared to the broader market-5.000.005.0010.0015.0020.00
MSFT: -0.30
GOOGL: 0.22

The current MSFT Sharpe Ratio is -0.13, which is lower than the GOOGL Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of MSFT and GOOGL, 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 Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.13
0.09
MSFT
GOOGL

Dividends

MSFT vs. GOOGL - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.81%, more than GOOGL's 0.49% yield.


TTM20242023202220212020201920182017201620152014
MSFT
Microsoft Corporation
0.81%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
GOOGL
Alphabet Inc.
0.49%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. GOOGL - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.39%, which is greater than GOOGL's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for MSFT and GOOGL. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.70%
-21.43%
MSFT
GOOGL

Volatility

MSFT vs. GOOGL - Volatility Comparison

The current volatility for Microsoft Corporation (MSFT) is 13.68%, while Alphabet Inc. (GOOGL) has a volatility of 14.73%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than GOOGL 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%14.00%NovemberDecember2025FebruaryMarchApril
13.68%
14.73%
MSFT
GOOGL

Financials

MSFT vs. GOOGL - 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