MSFT vs. XPEL
MSFT (Microsoft Corporation) and XPEL (XPEL, Inc.) are both stocks. MSFT operates in Software - Infrastructure (Technology), while XPEL operates in Auto Parts (Consumer Cyclical). Over the past 10 years, MSFT returned 24.39%/yr vs 47.20%/yr for XPEL. At a 0.11 correlation, their price movements are largely independent.
Performance
MSFT vs. XPEL - 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 XPEL's -9.58% return. Over the past 10 years, MSFT has underperformed XPEL with an annualized return of 24.39%, while XPEL has yielded a comparatively higher 47.20% annualized return.
MSFT
- 1D
- 0.10%
- 1M
- -4.36%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.07%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
XPEL
- 1D
- -1.85%
- 1M
- 6.19%
- YTD
- -9.58%
- 6M
- -10.65%
- 1Y
- 24.60%
- 3Y*
- -16.42%
- 5Y*
- -12.94%
- 10Y*
- 47.20%
MSFT vs. XPEL - 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% |
XPEL XPEL, Inc. | -9.58% | 24.96% | -25.83% | -10.34% | -12.04% | 32.43% | 251.95% | 140.10% | 335.82% | 0.00% |
Correlation
The correlation between MSFT and XPEL is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2007 | 0.11 |
The correlation between MSFT and XPEL shifts across timeframes, from -0.03 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MSFT:
$2.91T
XPEL:
$1.25B
MSFT:
$16.79
XPEL:
$1.91
MSFT:
23.27
XPEL:
23.57
MSFT:
1.63
XPEL:
1.64
MSFT:
9.16
XPEL:
2.55
MSFT:
7.02
XPEL:
4.27
MSFT:
$318.27B
XPEL:
$489.75M
MSFT:
$217.41B
XPEL:
$208.35M
MSFT:
$200.96B
XPEL:
$78.35M
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Return for Risk
MSFT vs. XPEL — Risk / Return Rank
MSFT
XPEL
MSFT vs. XPEL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and XPEL, Inc. (XPEL). 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 | XPEL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.13 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 0.69 | -1.22 |
| Martin ratioReturn relative to average drawdown | -1.08 | 1.62 | -2.70 |
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Drawdowns
MSFT vs. XPEL - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, smaller than the maximum XPEL drawdown of -99.44%. Use the drawdown chart below to compare losses from any high point for MSFT and XPEL.
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Drawdown Indicators
| MSFT | XPEL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -99.44% | +30.06% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -31.79% | -2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -71.47% | +37.56% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -75.62% | +38.47% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -75.62% | +38.47% |
Current DrawdownCurrent decline from peak | -27.46% | -55.49% | +28.03% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -52.41% | +30.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 13.55% | +2.93% |
Volatility
MSFT vs. XPEL - Volatility Comparison
The current volatility for Microsoft Corporation (MSFT) is 10.52%, while XPEL, Inc. (XPEL) has a volatility of 11.25%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than XPEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | XPEL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 11.25% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 29.52% | -7.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 40.53% | -15.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 54.79% | -28.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 63.67% | -36.61% |
Dividends
MSFT vs. XPEL - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.91%, while XPEL has not paid dividends to shareholders.
| 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% |
XPEL XPEL, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MSFT vs. XPEL - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation and XPEL, 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. XPEL - 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%.
XPEL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, XPEL, Inc. reported a gross profit of 51.23M and revenue of 117.35M. Therefore, the gross margin over that period was 43.7%.
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%.
XPEL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, XPEL, Inc. reported an operating income of 13.01M and revenue of 117.35M, resulting in an operating margin of 11.1%.
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%.
XPEL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, XPEL, Inc. reported a net income of 10.35M and revenue of 117.35M, resulting in a net margin of 8.8%.
Frequently Asked Questions
MSFT and XPEL have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPEL has higher volatility (11.25%) compared to MSFT (10.52%). In terms of maximum drawdown, MSFT dropped -69.38% vs XPEL's -99.44%.
XPEL currently has the higher Sharpe Ratio (0.54 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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