PDEX vs. MSFT

Last updated Apr 1, 2026

Compare and contrast key facts about Pro-Dex, Inc. (PDEX) and Microsoft Corporation (MSFT).

Performance

PDEX vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pro-Dex, Inc. (PDEX) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

PDEX vs. MSFT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PDEX Pro-Dex, Inc.	27.65%	-17.69%	166.84%	10.19%	-31.50%	-25.06%	76.47%	45.28%	77.65%	44.68%
MSFT Microsoft Corporation	-23.28%	15.58%	12.93%	58.19%	-28.02%	52.48%	42.53%	57.56%	20.80%	40.73%

Fundamentals

Market Cap PDEX : $162.29M MSFT : $2.76T
EPS PDEX : $3.40 MSFT : $15.98
PE Ratio PDEX : 14.43 MSFT : 23.16
PEG Ratio PDEX : 0.17 MSFT : 1.62
PS Ratio PDEX : 2.27 MSFT : 9.04
PB Ratio PDEX : 3.90 MSFT : 7.06
Total Revenue (TTM) PDEX : $72.10M MSFT : $305.45B
Gross Profit (TTM) PDEX : $20.40M MSFT : $209.50B
EBITDA (TTM) PDEX : $17.37M MSFT : $191.39B

Returns By Period

In the year-to-date period, PDEX achieves a 27.65% return, which is significantly higher than MSFT's -23.28% return. Over the past 10 years, PDEX has outperformed MSFT with an annualized return of 29.00%, while MSFT has yielded a comparatively lower 22.44% annualized return.

PDEX

• 1D: 3.54%
• 1M: 10.86%
• YTD: 27.65%
• 6M: 45.11%
• 1Y: -0.93%
• 3Y*: 44.12%
• 5Y*: 12.64%
• 10Y*: 29.00%

MSFT

• 1D: 3.12%
• 1M: -5.75%
• YTD: -23.28%
• 6M: -28.23%
• 1Y: -0.64%
• 3Y*: 9.54%
• 5Y*: 9.74%
• 10Y*: 22.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PDEX vs. MSFT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PDEX

PDEX Risk / Return Rank: 42
PDEX Sharpe Ratio Rank: 40
PDEX Sortino Ratio Rank: 43
PDEX Omega Ratio Rank: 44
PDEX Calmar Ratio Rank: 42
PDEX Martin Ratio Rank: 42

MSFT

MSFT Risk / Return Rank: 38
MSFT Sharpe Ratio Rank: 41
MSFT Sortino Ratio Rank: 34
MSFT Omega Ratio Rank: 35
MSFT Calmar Ratio Rank: 41
MSFT Martin Ratio Rank: 40

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PDEX vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pro-Dex, Inc. (PDEX) and Microsoft Corporation (MSFT). 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.

	PDEX	MSFT	Difference
Sharpe ratio Return per unit of total volatility	-0.01	-0.02	+0.01
Sortino ratio Return per unit of downside risk	0.51	0.15	+0.35
Omega ratio Gain probability vs. loss probability	1.07	1.02	+0.05
Calmar ratio Return relative to maximum drawdown	0.03	-0.05	+0.07
Martin ratio Return relative to average drawdown	0.05	-0.12	+0.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PDEX vs. MSFT - Sharpe Ratio Comparison

The current PDEX Sharpe Ratio is -0.01, which is higher than the MSFT Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of PDEX and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PDEX	MSFT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.01	-0.02	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	0.37	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	0.84	-0.34
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.74	-0.65

Correlation

The correlation between PDEX and MSFT is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

PDEX vs. MSFT - Dividend Comparison

PDEX has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.94%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PDEX Pro-Dex, 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%
MSFT Microsoft Corporation	0.94%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%

Drawdowns

PDEX vs. MSFT - Drawdown Comparison

The maximum PDEX drawdown since its inception was -95.50%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for PDEX and MSFT.

Drawdown Indicators

	PDEX	MSFT	Difference
Max Drawdown Largest peak-to-trough decline	-95.50%	-69.38%	-26.12%
Max Drawdown (1Y) Largest decline over 1 year	-65.36%	-33.91%	-31.45%
Max Drawdown (5Y) Largest decline over 5 years	-65.36%	-37.15%	-28.21%
Max Drawdown (10Y) Largest decline over 10 years	-69.11%	-37.15%	-31.96%
Current Drawdown Current decline from peak	-28.81%	-31.43%	+2.62%
Average Drawdown Average peak-to-trough decline	-64.00%	-21.77%	-42.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	40.16%	12.46%	+27.70%

Volatility

PDEX vs. MSFT - Volatility Comparison

Pro-Dex, Inc. (PDEX) has a higher volatility of 12.68% compared to Microsoft Corporation (MSFT) at 6.48%. This indicates that PDEX's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PDEX	MSFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.68%	6.48%	+6.20%
Volatility (6M) Calculated over the trailing 6-month period	47.33%	19.15%	+28.18%
Volatility (1Y) Calculated over the trailing 1-year period	75.29%	26.46%	+48.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	58.84%	26.19%	+32.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	58.47%	26.89%	+31.58%

Financials

PDEX vs. MSFT - Profitability Comparison

The chart below illustrates the profitability comparison between Pro-Dex, Inc. and Microsoft Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

PDEX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Pro-Dex, Inc. reported a gross profit of 5.74M and revenue of 18.66M. Therefore, the gross margin over that period was 30.8%.

MSFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported a gross profit of 55.30B and revenue of 81.27B. Therefore, the gross margin over that period was 68.0%.

PDEX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Pro-Dex, Inc. reported an operating income of 3.26M and revenue of 18.66M, resulting in an operating margin of 17.5%.

MSFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported an operating income of 38.28B and revenue of 81.27B, resulting in an operating margin of 47.1%.

PDEX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Pro-Dex, Inc. reported a net income of 2.19M and revenue of 18.66M, resulting in a net margin of 11.7%.

MSFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported a net income of 38.46B and revenue of 81.27B, resulting in a net margin of 47.3%.