MSFT vs. MPTI

Last updated Jun 9, 2026

MSFT (Microsoft Corporation) and MPTI (M-tron Industries Inc) are both stocks. Both are in the Technology sector — MSFT in Software - Infrastructure, MPTI in Electronic Components. Over the past 3 years, MSFT returned 8.85%/yr vs 110.83%/yr for MPTI. At a 0.16 correlation, their price movements are largely independent.

Performance

MSFT vs. MPTI - Performance Comparison

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

Returns By Period

In the year-to-date period, MSFT achieves a -14.48% return, which is significantly lower than MPTI's 72.42% return.

MSFT

• 1D: -1.18%
• 1M: -0.60%
• YTD: -14.48%
• 6M: -15.77%
• 1Y: -11.77%
• 3Y*: 8.85%
• 5Y*: 11.09%
• 10Y*: 24.64%

MPTI

• 1D: 3.82%
• 1M: 13.00%
• YTD: 72.42%
• 6M: 72.71%
• 1Y: 96.74%
• 3Y*: 110.83%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFT vs. MPTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
MSFT Microsoft Corporation	-14.48%	15.58%	12.93%	58.19%	-0.10%
MPTI M-tron Industries Inc	72.42%	31.87%	35.66%	308.00%	-33.21%

Correlation

The correlation between MSFT and MPTI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (All Time) Calculated using the full available price history since Oct 4, 2022	0.16

Fundamentals

Market Cap MSFT : $3.07T MPTI : $327.77M
EPS MSFT : $16.79 MPTI : $2.86
PE Ratio MSFT : 24.52 MPTI : 32.07
PEG Ratio MSFT : 1.72 MPTI : 0.56
PS Ratio MSFT : 9.65 MPTI : 5.24
PB Ratio MSFT : 7.40 MPTI : 4.49
Total Revenue (TTM) MSFT : $318.27B MPTI : $56.37M
Gross Profit (TTM) MSFT : $217.41B MPTI : $25.34M
EBITDA (TTM) MSFT : $200.96B MPTI : $12.24M

Return for Risk

MSFT vs. MPTI — Risk / Return Rank

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

MSFT

MSFT Risk / Return Rank: 24
MSFT Sharpe Ratio Rank: 21
MSFT Sortino Ratio Rank: 21
MSFT Omega Ratio Rank: 20
MSFT Calmar Ratio Rank: 31
MSFT Martin Ratio Rank: 28

MPTI

MPTI Risk / Return Rank: 86
MPTI Sharpe Ratio Rank: 86
MPTI Sortino Ratio Rank: 82
MPTI Omega Ratio Rank: 81
MPTI Calmar Ratio Rank: 89
MPTI Martin Ratio Rank: 89

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. MPTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and M-tron Industries Inc (MPTI). 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.

	MSFT	MPTI	Difference
Sharpe ratio: Return per unit of total volatility	-0.47	1.76	-2.23
Sortino ratio: Return per unit of downside risk	-0.49	2.42	-2.91
Omega ratio: Gain probability vs. loss probability	0.94	1.31	-0.37
Calmar ratio: Return relative to maximum drawdown	-0.35	4.20	-4.55
Martin ratio: Return relative to average drawdown	-0.73	10.96	-11.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MSFT vs. MPTI - Sharpe Ratio Comparison

The current MSFT Sharpe Ratio is -0.47, which is lower than the MPTI Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of MSFT and MPTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MSFT	MPTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.47	1.76	-2.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.91	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	1.12	-0.38

Drawdowns

MSFT vs. MPTI - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.38%, which is greater than MPTI's maximum drawdown of -49.99%. Use the drawdown chart below to compare losses from any high point for MSFT and MPTI.

Drawdown Indicators

	MSFT	MPTI	Difference
Max Drawdown Largest peak-to-trough decline	-69.38%	-49.99%	-19.39%
Max Drawdown (1Y) Largest decline over 1 year	-33.91%	-23.16%	-10.75%
Max Drawdown (3Y) Largest decline over 3 years	-33.91%	-49.99%	+16.08%
Max Drawdown (5Y) Largest decline over 5 years	-37.15%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.15%	—	—
Current Drawdown Current decline from peak	-23.56%	-0.75%	-22.81%
Average Drawdown Average peak-to-trough decline	-21.78%	-18.87%	-2.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.13%	8.86%	+7.27%

Volatility

MSFT vs. MPTI - Volatility Comparison

The current volatility for Microsoft Corporation (MSFT) is 10.25%, while M-tron Industries Inc (MPTI) has a volatility of 14.33%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than MPTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MSFT	MPTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.25%	14.33%	-4.08%
Volatility (6M) Calculated over the trailing 6-month period	22.36%	40.01%	-17.65%
Volatility (1Y) Calculated over the trailing 1-year period	25.31%	55.35%	-30.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.64%	70.56%	-43.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.06%	70.56%	-43.50%

Dividends

MSFT vs. MPTI - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.86%, while MPTI has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MPTI M-tron Industries Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.86%	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. MPTI - Profitability Comparison

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

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%.

MPTI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, M-tron Industries Inc reported a gross profit of 6.59M and revenue of 14.69M. Therefore, the gross margin over that period was 44.9%.

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%.

MPTI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, M-tron Industries Inc reported an operating income of 2.61M and revenue of 14.69M, resulting in an operating margin of 17.8%.

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%.

MPTI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, M-tron Industries Inc reported a net income of 2.39M and revenue of 14.69M, resulting in a net margin of 16.3%.

Frequently Asked Questions

Can I hold both MSFT and MPTI in my portfolio?

MSFT and MPTI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MSFT or MPTI?

MPTI has higher volatility (14.33%) compared to MSFT (10.25%). In terms of maximum drawdown, MSFT dropped -69.38% vs MPTI's -49.99%.

Which has better risk-adjusted returns?

MPTI currently has the higher Sharpe Ratio (1.76 vs -0.47), 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.