MSFT vs. SU.PA
MSFT (Microsoft Corporation) and SU.PA (Schneider Electric S.E.) are both stocks. MSFT operates in Software - Infrastructure (Technology), while SU.PA operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, MSFT returned 24.39%/yr vs 20.68%/yr for SU.PA. At a 0.32 correlation, their price movements are largely independent.
Performance
MSFT vs. SU.PA - Performance Comparison
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Different Trading Currencies
MSFT is traded in USD, while SU.PA is traded in EUR. To make them comparable, the SU.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 SU.PA's 12.96% return. Over the past 10 years, MSFT has outperformed SU.PA with an annualized return of 24.39%, while SU.PA has yielded a comparatively lower 20.68% 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%
SU.PA
- 1D
- 0.27%
- 1M
- -2.39%
- YTD
- 12.96%
- 6M
- 12.77%
- 1Y
- 21.78%
- 3Y*
- 21.53%
- 5Y*
- 16.36%
- 10Y*
- 20.68%
MSFT vs. SU.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% |
SU.PA Schneider Electric S.E. | 12.96% | 12.59% | 26.19% | 46.36% | -27.10% | 38.52% | 45.34% | 54.98% | -17.23% | 25.79% |
Correlation
The correlation between MSFT and SU.PA is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007 | 0.32 |
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Return for Risk
MSFT vs. SU.PA — Risk / Return Rank
MSFT
SU.PA
MSFT vs. SU.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Schneider Electric S.E. (SU.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 | SU.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.14 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 1.06 | -1.59 |
| Martin ratioReturn relative to average drawdown | -1.08 | 2.81 | -3.89 |
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Drawdowns
MSFT vs. SU.PA - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than SU.PA's maximum drawdown of -62.83%. Use the drawdown chart below to compare losses from any high point for MSFT and SU.PA.
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Drawdown Indicators
| MSFT | SU.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -62.83% | -6.55% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -20.24% | -13.67% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -28.35% | -5.56% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -44.80% | +7.65% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -44.80% | +7.65% |
Current DrawdownCurrent decline from peak | -27.46% | -8.12% | -19.34% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -13.77% | -8.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 7.68% | +8.80% |
Volatility
MSFT vs. SU.PA - Volatility Comparison
The current volatility for Microsoft Corporation (MSFT) is 10.52%, while Schneider Electric S.E. (SU.PA) has a volatility of 11.23%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than SU.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | SU.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 11.23% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 26.10% | -3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 33.01% | -7.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 31.51% | -4.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 29.24% | -2.18% |
Dividends
MSFT vs. SU.PA - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.91%, less than SU.PA's 1.58% 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% |
SU.PA Schneider Electric S.E. | 1.58% | 1.66% | 1.45% | 1.73% | 2.22% | 1.51% | 2.16% | 2.57% | 3.68% | 2.88% | 3.03% | 2.59% |
Financials
MSFT vs. SU.PA - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation and Schneider Electric S.E.. 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 SU.PA have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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