MSFT vs. QQ.L
MSFT (Microsoft Corporation) and QQ.L (QinetiQ Group plc) are both stocks. MSFT operates in Software - Infrastructure (Technology), while QQ.L operates in Aerospace & Defense (Industrials). Over the past 10 years, MSFT returned 24.64%/yr vs 8.69%/yr for QQ.L. At a 0.18 correlation, their price movements are largely independent.
Performance
MSFT vs. QQ.L - Performance Comparison
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Different Trading Currencies
MSFT is traded in USD, while QQ.L is traded in GBp. To make them comparable, the QQ.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MSFT achieves a -14.48% return, which is significantly lower than QQ.L's 7.41% return. Over the past 10 years, MSFT has outperformed QQ.L with an annualized return of 24.64%, while QQ.L has yielded a comparatively lower 8.69% annualized 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%
QQ.L
- 1D
- 1.12%
- 1M
- 10.48%
- YTD
- 7.41%
- 6M
- 13.69%
- 1Y
- -13.24%
- 3Y*
- 13.35%
- 5Y*
- 7.28%
- 10Y*
- 8.69%
MSFT vs. QQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -14.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
QQ.L QinetiQ Group plc | 7.41% | 16.51% | 34.93% | -6.83% | 22.49% | -15.85% | -5.88% | 32.93% | 19.94% | -1.29% |
Correlation
The correlation between MSFT and QQ.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2007 | 0.18 |
Fundamentals
MSFT:
$3.07T
QQ.L:
£2.48B
MSFT:
$16.79
QQ.L:
-£0.14
MSFT:
9.65
QQ.L:
0.67
MSFT:
7.40
QQ.L:
4.49
MSFT:
$318.27B
QQ.L:
£3.85B
MSFT:
$217.41B
QQ.L:
£372.10M
MSFT:
$200.96B
QQ.L:
£533.20M
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Return for Risk
MSFT vs. QQ.L — Risk / Return Rank
MSFT
QQ.L
MSFT vs. QQ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and QinetiQ Group plc (QQ.L). 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 | QQ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.96 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | -0.49 | +0.14 |
| Martin ratioReturn relative to average drawdown | -0.73 | -0.95 | +0.22 |
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 | QQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | -0.40 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.22 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.28 | +0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.16 | +0.58 |
Drawdowns
MSFT vs. QQ.L - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than QQ.L's maximum drawdown of -61.16%. Use the drawdown chart below to compare losses from any high point for MSFT and QQ.L.
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Drawdown Indicators
| MSFT | QQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -61.16% | -8.22% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -27.17% | -6.74% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -32.62% | -1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -33.81% | -3.34% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -43.00% | +5.85% |
Current DrawdownCurrent decline from peak | -23.56% | -16.77% | -6.79% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -20.64% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.13% | 13.11% | +3.02% |
Volatility
MSFT vs. QQ.L - Volatility Comparison
The current volatility for Microsoft Corporation (MSFT) is 10.25%, while QinetiQ Group plc (QQ.L) has a volatility of 12.12%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than QQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | QQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 12.12% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 22.36% | 23.27% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.31% | 32.69% | -7.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.64% | 32.44% | -5.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 31.02% | -3.96% |
Dividends
MSFT vs. QQ.L - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.86%, less than QQ.L's 1.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQ.L QinetiQ Group plc | 1.90% | 2.00% | 1.99% | 2.49% | 2.04% | 2.59% | 2.06% | 1.84% | 2.20% | 2.60% | 2.17% | 1.99% |
Financials
MSFT vs. QQ.L - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation and QinetiQ Group plc. 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
MSFT vs. QQ.L - Profitability Comparison
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%.
QQ.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, QinetiQ Group plc reported a gross profit of 110.20M and revenue of 1.02B. Therefore, the gross margin over that period was 10.8%.
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%.
QQ.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, QinetiQ Group plc reported an operating income of 110.20M and revenue of 1.02B, resulting in an operating margin of 10.8%.
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%.
QQ.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, QinetiQ Group plc reported a net income of 69.20M and revenue of 1.02B, resulting in a net margin of 6.8%.
Frequently Asked Questions
MSFT and QQ.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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