MSFT vs. SAABY
MSFT (Microsoft Corporation) and SAABY (Saab AB (publ)) are both stocks. MSFT operates in Software - Infrastructure (Technology), while SAABY operates in Aerospace & Defense (Industrials). Over the past 5 years, MSFT returned 11.09%/yr vs 51.19%/yr for SAABY. At a 0.06 correlation, their price movements are largely independent.
Performance
MSFT vs. SAABY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MSFT achieves a -14.48% return, which is significantly lower than SAABY's -3.10% 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%
SAABY
- 1D
- 1.56%
- 1M
- -4.17%
- YTD
- -3.10%
- 6M
- 4.44%
- 1Y
- 6.53%
- 3Y*
- 60.83%
- 5Y*
- 51.19%
- 10Y*
- —
MSFT vs. SAABY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -14.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 29.05% |
SAABY Saab AB (publ) | -3.10% | 177.56% | 39.85% | 47.07% | 67.28% | -48.79% | 82.51% |
Correlation
The correlation between MSFT and SAABY is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2020 | 0.06 |
The correlation between MSFT and SAABY shifts across timeframes, from 0.06 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
MSFT:
$3.07T
SAABY:
$30.33B
MSFT:
$16.79
SAABY:
$5.98
MSFT:
24.52
SAABY:
4.69
MSFT:
1.72
SAABY:
0.14
MSFT:
9.65
SAABY:
0.37
MSFT:
7.40
SAABY:
0.68
MSFT:
$318.27B
SAABY:
$82.29B
MSFT:
$217.41B
SAABY:
$17.87B
MSFT:
$200.96B
SAABY:
$9.44B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MSFT vs. SAABY — Risk / Return Rank
MSFT
SAABY
MSFT vs. SAABY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Saab AB (publ) (SAABY). 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 | SAABY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.06 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 0.18 | -0.53 |
| Martin ratioReturn relative to average drawdown | -0.73 | 0.45 | -1.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MSFT | SAABY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | 0.13 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 1.10 | -0.68 |
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 | 0.77 | -0.03 |
Drawdowns
MSFT vs. SAABY - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than SAABY's maximum drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for MSFT and SAABY.
Loading charts...
Drawdown Indicators
| MSFT | SAABY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -52.75% | -16.63% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -37.04% | +3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -37.04% | +3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -37.04% | -0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | — | — |
Current DrawdownCurrent decline from peak | -23.56% | -30.86% | +7.30% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -16.93% | -4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.13% | 14.58% | +1.55% |
Volatility
MSFT vs. SAABY - Volatility Comparison
The current volatility for Microsoft Corporation (MSFT) is 10.25%, while Saab AB (publ) (SAABY) has a volatility of 15.81%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than SAABY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MSFT | SAABY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 15.81% | -5.56% |
Volatility (6M)Calculated over the trailing 6-month period | 22.36% | 32.83% | -10.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.31% | 49.42% | -24.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.64% | 46.99% | -20.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 57.54% | -30.48% |
Dividends
MSFT vs. SAABY - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.86%, more than SAABY's 0.42% 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% |
SAABY Saab AB (publ) | 0.42% | 0.36% | 0.73% | 0.84% | 1.24% | 2.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MSFT vs. SAABY - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation and Saab AB (publ). 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. SAABY - 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%.
SAABY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported a gross profit of 4.48B and revenue of 19.16B. Therefore, the gross margin over that period was 23.4%.
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%.
SAABY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported an operating income of 1.91B and revenue of 19.16B, resulting in an operating margin of 10.0%.
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%.
SAABY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported a net income of 1.44B and revenue of 19.16B, resulting in a net margin of 7.5%.
Frequently Asked Questions
MSFT and SAABY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAABY has higher volatility (15.81%) compared to MSFT (10.25%). In terms of maximum drawdown, MSFT dropped -69.38% vs SAABY's -52.75%.
SAABY currently has the higher Sharpe Ratio (0.13 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.
Find the right allocation for MSFT and SAABY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer