MSFT vs. TOL
MSFT (Microsoft Corporation) and TOL (Toll Brothers, Inc.) are both stocks. MSFT operates in Software - Infrastructure (Technology), while TOL operates in Residential Construction (Consumer Cyclical). Over the past 10 years, MSFT returned 24.39%/yr vs 19.53%/yr for TOL. At a 0.25 correlation, their price movements are largely independent.
Performance
MSFT vs. TOL - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -18.85% return, which is significantly lower than TOL's 9.19% return. Over the past 10 years, MSFT has outperformed TOL with an annualized return of 24.39%, while TOL has yielded a comparatively lower 19.53% 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%
TOL
- 1D
- -0.07%
- 1M
- 10.70%
- YTD
- 9.19%
- 6M
- 6.11%
- 1Y
- 34.09%
- 3Y*
- 26.19%
- 5Y*
- 21.30%
- 10Y*
- 19.53%
MSFT vs. TOL - 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% |
TOL Toll Brothers, Inc. | 9.19% | 8.28% | 23.45% | 108.62% | -29.97% | 68.43% | 11.53% | 21.40% | -30.69% | 55.85% |
Correlation
The correlation between MSFT and TOL is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
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 Dec 30, 1987 | 0.25 |
The correlation between MSFT and TOL shifts across timeframes, from -0.00 (1 year) to 0.32 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MSFT:
$2.91T
TOL:
$14.14B
MSFT:
$16.79
TOL:
$13.19
MSFT:
23.27
TOL:
11.16
MSFT:
1.63
TOL:
0.50
MSFT:
9.16
TOL:
2.26
MSFT:
7.02
TOL:
1.67
MSFT:
$318.27B
TOL:
$6.37B
MSFT:
$217.41B
TOL:
$2.71B
MSFT:
$200.96B
TOL:
$1.76B
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Return for Risk
MSFT vs. TOL — Risk / Return Rank
MSFT
TOL
MSFT vs. TOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Toll Brothers, Inc. (TOL). 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 | TOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.61 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.20 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 1.36 | -1.89 |
| Martin ratioReturn relative to average drawdown | -1.08 | 3.40 | -4.47 |
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Drawdowns
MSFT vs. TOL - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, smaller than the maximum TOL drawdown of -76.39%. Use the drawdown chart below to compare losses from any high point for MSFT and TOL.
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Drawdown Indicators
| MSFT | TOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -76.39% | +7.01% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -25.13% | -8.78% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -45.97% | +12.06% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -45.97% | +8.82% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -73.11% | +35.96% |
Current DrawdownCurrent decline from peak | -27.46% | -11.29% | -16.17% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -32.26% | +10.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 10.07% | +6.41% |
Volatility
MSFT vs. TOL - Volatility Comparison
The current volatility for Microsoft Corporation (MSFT) is 10.52%, while Toll Brothers, Inc. (TOL) has a volatility of 14.54%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than TOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | TOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 14.54% | -4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 25.33% | -3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 34.74% | -9.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 36.05% | -9.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 41.14% | -14.08% |
Dividends
MSFT vs. TOL - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.91%, more than TOL's 0.69% 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% |
TOL Toll Brothers, Inc. | 0.69% | 0.72% | 0.71% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% | 0.00% | 0.00% |
Financials
MSFT vs. TOL - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation and Toll Brothers, Inc.. 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. TOL - 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%.
TOL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Toll Brothers, Inc. reported a gross profit of 568.77M and revenue of -2.15B. Therefore, the gross margin over that period was -26.5%.
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%.
TOL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Toll Brothers, Inc. reported an operating income of 346.64M and revenue of -2.15B, resulting in an operating margin of -16.2%.
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%.
TOL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Toll Brothers, Inc. reported a net income of 260.59M and revenue of -2.15B, resulting in a net margin of -12.2%.
Frequently Asked Questions
MSFT and TOL have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TOL has higher volatility (14.54%) compared to MSFT (10.52%). In terms of maximum drawdown, MSFT dropped -69.38% vs TOL's -76.39%.
TOL currently has the higher Sharpe Ratio (0.99 vs -0.70), 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.
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