MSFT vs. RR.L
MSFT (Microsoft Corporation) and RR.L (Rolls-Royce Holdings PLC) are both stocks. MSFT operates in Software - Infrastructure (Technology), while RR.L operates in Aerospace & Defense (Industrials). Over the past 10 years, MSFT returned 24.39%/yr vs 20.35%/yr for RR.L. At a 0.23 correlation, their price movements are largely independent.
Performance
MSFT vs. RR.L - Performance Comparison
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Different Trading Currencies
MSFT is traded in USD, while RR.L is traded in GBp. To make them comparable, the RR.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 -18.85% return, which is significantly lower than RR.L's 13.72% return. Over the past 10 years, MSFT has outperformed RR.L with an annualized return of 24.39%, while RR.L has yielded a comparatively lower 20.35% annualized return.
MSFT
- 1D
- 0.10%
- 1M
- -3.36%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.75%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
RR.L
- 1D
- 4.24%
- 1M
- 7.52%
- YTD
- 13.72%
- 6M
- 20.08%
- 1Y
- 46.28%
- 3Y*
- 110.91%
- 5Y*
- 62.35%
- 10Y*
- 20.35%
MSFT vs. RR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
RR.L Rolls-Royce Holdings PLC | 13.72% | 120.24% | 86.56% | 238.53% | -32.26% | 9.45% | -51.10% | -13.17% | -6.26% | 39.55% |
Correlation
The correlation between MSFT and RR.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2007 | 0.23 |
Fundamentals
MSFT:
$2.91T
RR.L:
£109.90B
MSFT:
$16.79
RR.L:
£0.99
MSFT:
23.27
RR.L:
13.19
MSFT:
1.63
RR.L:
0.03
MSFT:
9.16
RR.L:
2.75
MSFT:
7.02
RR.L:
40.32
MSFT:
$318.27B
RR.L:
£40.12B
MSFT:
$217.41B
RR.L:
£10.12B
MSFT:
$200.96B
RR.L:
£9.20B
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Return for Risk
MSFT vs. RR.L — Risk / Return Rank
MSFT
RR.L
MSFT vs. RR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Rolls-Royce Holdings PLC (RR.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MSFT | RR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.75 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.23 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 2.31 | -2.83 |
| Martin ratioReturn relative to average drawdown | -1.08 | 6.56 | -7.64 |
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Drawdowns
MSFT vs. RR.L - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, smaller than the maximum RR.L drawdown of -92.32%. Use the drawdown chart below to compare losses from any high point for MSFT and RR.L.
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Drawdown Indicators
| MSFT | RR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -92.32% | +22.94% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -19.98% | -13.93% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -23.51% | -10.40% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -64.03% | +26.88% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -89.47% | +52.32% |
Current DrawdownCurrent decline from peak | -27.46% | -3.49% | -23.97% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -36.66% | +14.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 7.04% | +9.44% |
Volatility
MSFT vs. RR.L - Volatility Comparison
The current volatility for Microsoft Corporation (MSFT) is 10.52%, while Rolls-Royce Holdings PLC (RR.L) has a volatility of 12.44%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than RR.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 | RR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 12.44% | -1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 32.55% | -10.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 37.87% | -12.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 43.93% | -17.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 50.21% | -23.15% |
Dividends
MSFT vs. RR.L - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.91%, more than RR.L's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.91% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
RR.L Rolls-Royce Holdings PLC | 0.73% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.71% | 1.41% | 0.54% | 1.75% | 4.06% |
Financials
MSFT vs. RR.L - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation and Rolls-Royce Holdings 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. RR.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%.
RR.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported a gross profit of 3.21B and revenue of 11.72B. Therefore, the gross margin over that period was 27.4%.
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%.
RR.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported an operating income of 3.25B and revenue of 11.72B, resulting in an operating margin of 27.7%.
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%.
RR.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported a net income of 1.43B and revenue of 11.72B, resulting in a net margin of 12.2%.
Frequently Asked Questions
MSFT and RR.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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