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

Correlation

The correlation between MSFT and NVDA 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.


Performance

MSFT vs. NVDA - Performance Comparison

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

0.00%100,000.00%200,000.00%300,000.00%400,000.00%December2025FebruaryMarchAprilMay
1,728.46%
310,139.36%
MSFT
NVDA

Key characteristics

Sharpe Ratio

MSFT:

0.28

NVDA:

0.53

Sortino Ratio

MSFT:

0.63

NVDA:

1.05

Omega Ratio

MSFT:

1.08

NVDA:

1.13

Calmar Ratio

MSFT:

0.34

NVDA:

0.78

Martin Ratio

MSFT:

0.75

NVDA:

1.94

Ulcer Index

MSFT:

10.69%

NVDA:

14.87%

Daily Std Dev

MSFT:

25.63%

NVDA:

59.43%

Max Drawdown

MSFT:

-69.39%

NVDA:

-89.73%

Current Drawdown

MSFT:

-5.62%

NVDA:

-21.93%

Fundamentals

Market Cap

MSFT:

$3.24T

NVDA:

$2.79T

EPS

MSFT:

$12.95

NVDA:

$2.94

PE Ratio

MSFT:

33.68

NVDA:

38.95

PEG Ratio

MSFT:

1.91

NVDA:

1.61

PS Ratio

MSFT:

11.98

NVDA:

21.28

PB Ratio

MSFT:

10.05

NVDA:

35.22

Total Revenue (TTM)

MSFT:

$270.01B

NVDA:

$104.45B

Gross Profit (TTM)

MSFT:

$186.51B

NVDA:

$77.45B

EBITDA (TTM)

MSFT:

$150.06B

NVDA:

$68.38B

Returns By Period

In the year-to-date period, MSFT achieves a 4.30% return, which is significantly higher than NVDA's -13.13% return. Over the past 10 years, MSFT has underperformed NVDA with an annualized return of 26.86%, while NVDA has yielded a comparatively higher 72.66% annualized return.


MSFT

YTD

4.30%

1M

12.35%

6M

4.25%

1Y

7.22%

5Y*

19.99%

10Y*

26.86%

NVDA

YTD

-13.13%

1M

2.03%

6M

-20.97%

1Y

31.47%

5Y*

72.07%

10Y*

72.66%

*Annualized

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Risk-Adjusted Performance

MSFT vs. NVDA — 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 6161
Overall Rank
The Sharpe Ratio Rank of MSFT is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 5656
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 5555
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 6767
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 6161
Martin Ratio Rank

NVDA
The Risk-Adjusted Performance Rank of NVDA is 7171
Overall Rank
The Sharpe Ratio Rank of NVDA is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 6767
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 6565
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 8080
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 7373
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. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and NVIDIA Corporation (NVDA). 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 current MSFT Sharpe Ratio is 0.28, which is lower than the NVDA Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of MSFT and NVDA, 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-1.000.001.002.003.004.00December2025FebruaryMarchAprilMay
0.28
0.53
MSFT
NVDA

Dividends

MSFT vs. NVDA - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.72%, more than NVDA's 0.03% yield.


TTM20242023202220212020201920182017201620152014
MSFT
Microsoft Corporation
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

Drawdowns

MSFT vs. NVDA - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.39%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for MSFT and NVDA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-5.62%
-21.93%
MSFT
NVDA

Volatility

MSFT vs. NVDA - Volatility Comparison

The current volatility for Microsoft Corporation (MSFT) is 10.59%, while NVIDIA Corporation (NVDA) has a volatility of 14.66%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
10.59%
14.66%
MSFT
NVDA

Financials

MSFT vs. NVDA - Financials Comparison

This section allows you to compare key financial metrics between Microsoft Corporation and NVIDIA Corporation. 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


0.0020.00B40.00B60.00B80.00B20212022202320242025
70.07B
39.33B
(MSFT) Total Revenue
(NVDA) Total Revenue
Values in USD except per share items

MSFT vs. NVDA - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%20212022202320242025
68.7%
73.0%
(MSFT) Gross Margin
(NVDA) Gross Margin
MSFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported a gross profit of 48.15B and revenue of 70.07B. Therefore, the gross margin over that period was 68.7%.

NVDA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, NVIDIA Corporation reported a gross profit of 28.72B and revenue of 39.33B. Therefore, the gross margin over that period was 73.0%.

MSFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported an operating income of 32.00B and revenue of 70.07B, resulting in an operating margin of 45.7%.

NVDA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, NVIDIA Corporation reported an operating income of 24.03B and revenue of 39.33B, resulting in an operating margin of 61.1%.

MSFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported a net income of 25.82B and revenue of 70.07B, resulting in a net margin of 36.9%.

NVDA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, NVIDIA Corporation reported a net income of 22.09B and revenue of 39.33B, resulting in a net margin of 56.2%.