MSFT vs. SAF.PA
MSFT (Microsoft Corporation) and SAF.PA (Safran SA) are both stocks. MSFT operates in Software - Infrastructure (Technology), while SAF.PA operates in Aerospace & Defense (Industrials). Over the past 10 years, MSFT returned 24.39%/yr vs 19.90%/yr for SAF.PA. At a 0.26 correlation, their price movements are largely independent.
Performance
MSFT vs. SAF.PA - Performance Comparison
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Different Trading Currencies
MSFT is traded in USD, while SAF.PA is traded in EUR. To make them comparable, the SAF.PA 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 SAF.PA's 2.50% return. Over the past 10 years, MSFT has outperformed SAF.PA with an annualized return of 24.39%, while SAF.PA has yielded a comparatively lower 19.90% 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%
SAF.PA
- 1D
- 3.55%
- 1M
- 8.58%
- YTD
- 2.50%
- 6M
- 4.69%
- 1Y
- 19.79%
- 3Y*
- 34.50%
- 5Y*
- 19.92%
- 10Y*
- 19.90%
MSFT vs. SAF.PA - 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% |
SAF.PA Safran SA | 2.50% | 60.85% | 26.05% | 42.07% | 2.59% | -13.17% | -8.31% | 30.00% | 18.84% | 44.82% |
Correlation
The correlation between MSFT and SAF.PA 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 | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007 | 0.26 |
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Return for Risk
MSFT vs. SAF.PA — Risk / Return Rank
MSFT
SAF.PA
MSFT vs. SAF.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Safran SA (SAF.PA). 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 | SAF.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.13 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 0.81 | -1.33 |
| Martin ratioReturn relative to average drawdown | -1.08 | 2.11 | -3.19 |
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Drawdowns
MSFT vs. SAF.PA - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than SAF.PA's maximum drawdown of -65.85%. Use the drawdown chart below to compare losses from any high point for MSFT and SAF.PA.
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Drawdown Indicators
| MSFT | SAF.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -65.85% | -3.53% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -24.21% | -9.70% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -24.21% | -9.70% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -41.46% | +4.31% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -65.00% | +27.85% |
Current DrawdownCurrent decline from peak | -27.46% | -12.49% | -14.97% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -13.89% | -7.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 9.31% | +7.17% |
Volatility
MSFT vs. SAF.PA - Volatility Comparison
Microsoft Corporation (MSFT) and Safran SA (SAF.PA) have volatilities of 10.52% and 10.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | SAF.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 10.99% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 28.98% | -6.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 32.67% | -7.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 30.41% | -3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 34.60% | -7.54% |
Dividends
MSFT vs. SAF.PA - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.91%, less than SAF.PA's 1.09% 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% |
SAF.PA Safran SA | 1.09% | 0.98% | 1.04% | 0.85% | 0.43% | 0.40% | 0.00% | 1.32% | 1.52% | 0.97% | 2.15% | 1.96% |
Financials
MSFT vs. SAF.PA - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation and Safran SA. 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 SAF.PA 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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