MSFT vs. MRNA
MSFT (Microsoft Corporation) and MRNA (Moderna, Inc.) are both stocks. MSFT operates in Software - Infrastructure (Technology), while MRNA operates in Biotechnology (Healthcare). Over the past 5 years, MSFT returned 12.20%/yr vs -24.19%/yr for MRNA. At a 0.23 correlation, their price movements are largely independent.
Performance
MSFT vs. MRNA - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -11.10% return, which is significantly lower than MRNA's 74.94% return.
MSFT
- 1D
- 0.17%
- 1M
- 4.28%
- YTD
- -11.10%
- 6M
- -10.58%
- 1Y
- -6.98%
- 3Y*
- 9.26%
- 5Y*
- 12.20%
- 10Y*
- 24.97%
MRNA
- 1D
- 5.16%
- 1M
- 10.45%
- YTD
- 74.94%
- 6M
- 102.39%
- 1Y
- 89.18%
- 3Y*
- -26.31%
- 5Y*
- -24.19%
- 10Y*
- —
MSFT vs. MRNA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -11.10% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | -3.10% |
MRNA Moderna, Inc. | 74.94% | -29.08% | -58.19% | -44.63% | -29.28% | 143.11% | 434.10% | 28.09% | -17.90% |
Correlation
The correlation between MSFT and MRNA is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2018 | 0.23 |
The correlation between MSFT and MRNA shifts across timeframes, from 0.05 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MSFT:
$3.19T
MRNA:
$20.38B
MSFT:
$16.79
MRNA:
-$8.16
MSFT:
10.03
MRNA:
9.07
MSFT:
7.69
MRNA:
2.75
MSFT:
$318.27B
MRNA:
$2.23B
MSFT:
$217.41B
MRNA:
-$309.00M
MSFT:
$200.96B
MRNA:
-$3.02B
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Return for Risk
MSFT vs. MRNA — Risk / Return Rank
MSFT
MRNA
MSFT vs. MRNA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Moderna, Inc. (MRNA). 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 | MRNA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.47 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.25 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 2.53 | -2.73 |
| Martin ratioReturn relative to average drawdown | -0.44 | 5.00 | -5.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSFT | MRNA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.28 | 1.40 | -1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | -0.37 | +0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.20 | +0.54 |
Drawdowns
MSFT vs. MRNA - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, smaller than the maximum MRNA drawdown of -95.38%. Use the drawdown chart below to compare losses from any high point for MSFT and MRNA.
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Drawdown Indicators
| MSFT | MRNA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -95.38% | +26.00% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -35.51% | +1.60% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -86.58% | +52.67% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -95.38% | +58.23% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | — | — |
Current DrawdownCurrent decline from peak | -20.53% | -89.35% | +68.82% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -56.66% | +34.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.00% | 17.90% | -1.90% |
Volatility
MSFT vs. MRNA - Volatility Comparison
The current volatility for Microsoft Corporation (MSFT) is 9.93%, while Moderna, Inc. (MRNA) has a volatility of 18.65%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than MRNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | MRNA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.93% | 18.65% | -8.72% |
Volatility (6M)Calculated over the trailing 6-month period | 22.32% | 48.15% | -25.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.12% | 64.07% | -38.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.61% | 66.39% | -39.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.03% | 71.92% | -44.89% |
Dividends
MSFT vs. MRNA - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.83%, while MRNA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRNA Moderna, 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 | 0.83% | 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. MRNA - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation and Moderna, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MSFT and MRNA have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRNA has higher volatility (18.65%) compared to MSFT (9.93%). In terms of maximum drawdown, MSFT dropped -69.38% vs MRNA's -95.38%.
MRNA currently has the higher Sharpe Ratio (1.40 vs -0.28), 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.
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