PTON vs. MSFT
PTON (Peloton Interactive, Inc.) and MSFT (Microsoft Corporation) are both stocks. PTON operates in Leisure (Consumer Cyclical), while MSFT operates in Software - Infrastructure (Technology). Over the past 5 years, PTON returned -44.19%/yr vs 11.19%/yr for MSFT. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
PTON vs. MSFT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PTON achieves a 3.73% return, which is significantly higher than MSFT's -3.48% return.
PTON
- 1D
- 0.16%
- 1M
- 11.13%
- 6M
- 14.31%
- YTD
- 3.73%
- 1Y
- -3.18%
- 3Y*
- -12.72%
- 5Y*
- -44.19%
- 10Y*
- —
- ALL TIME*
- -19.06%
MSFT
- 1D
- 3.02%
- 1M
- 19.01%
- 6M
- 8.48%
- YTD
- -3.48%
- 1Y
- -10.62%
- 3Y*
- 12.25%
- 5Y*
- 11.19%
- 10Y*
- 24.97%
- ALL TIME*
- 25.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.39B | $14.79B | $16.23B | |
| $43.70M | $46.01M | $69.11M |
PTON vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PTON Peloton Interactive, Inc. | 3.73% | -29.20% | 42.86% | -23.30% | -77.80% | -76.43% | 434.23% | 4.53% |
MSFT Microsoft Corporation | -3.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 13.55% |
Correlation
The correlation between PTON and MSFT is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.28 |
Fundamentals
PTON:
$2.67B
MSFT:
$3.45T
PTON:
$0.05
MSFT:
$17.94
PTON:
117.57
MSFT:
25.91
PTON:
1.12
MSFT:
10.44
PTON:
$2.45B
MSFT:
$331.84B
PTON:
$1.27B
MSFT:
$225.47B
PTON:
$199.50M
MSFT:
$207.52B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PTON vs. MSFT — Risk / Return Rank
PTON
MSFT
PTON vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Peloton Interactive, Inc. (PTON) 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.
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.
| PTON | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.95 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | -0.35 | +0.18 |
| Martin ratioReturn relative to average drawdown | -0.31 | -0.63 | +0.32 |
Loading charts...
Drawdowns
PTON vs. MSFT - Drawdown Comparison
The maximum PTON drawdown since its inception was -98.28%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for PTON and MSFT.
Loading charts...
Drawdown Indicators
| PTON | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.28% | -69.38% | -28.90% |
Max Drawdown (1Y)Largest decline over 1 year | -58.78% | -34.50% | -24.28% |
Max Drawdown (3Y)Largest decline over 3 years | -66.78% | -34.50% | -32.28% |
Max Drawdown (5Y)Largest decline over 5 years | -97.62% | -37.15% | -60.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -96.18% | -13.73% | -82.45% |
Average DrawdownAverage peak-to-trough decline | -71.24% | -21.80% | -49.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.31% | 19.35% | +14.96% |
Volatility
PTON vs. MSFT - Volatility Comparison
The current volatility for Peloton Interactive, Inc. (PTON) is 12.65%, while Microsoft Corporation (MSFT) has a volatility of 15.97%. This indicates that PTON experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PTON | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.65% | 15.97% | -3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 48.15% | 26.41% | +21.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.52% | 31.93% | +29.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.97% | 28.00% | +57.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.41% | 27.62% | +54.79% |
Dividends
PTON vs. MSFT - Dividend Comparison
PTON has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.77% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
PTON Peloton Interactive, 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
PTON vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Peloton Interactive, Inc. and Microsoft Corporation. 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
PTON vs. MSFT - Profitability Comparison
PTON - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Peloton Interactive, Inc. reported a gross profit of 327.20M and revenue of 631.00M. Therefore, the gross margin over that period was 51.9%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Microsoft Corporation reported a gross profit of 60.48B and revenue of 90.01B. Therefore, the gross margin over that period was 67.2%.
PTON - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Peloton Interactive, Inc. reported an operating income of 52.50M and revenue of 631.00M, resulting in an operating margin of 8.3%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Microsoft Corporation reported an operating income of 40.60B and revenue of 90.01B, resulting in an operating margin of 45.1%.
PTON - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Peloton Interactive, Inc. reported a net income of 26.40M and revenue of 631.00M, resulting in a net margin of 4.2%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Microsoft Corporation reported a net income of 35.77B and revenue of 90.01B, resulting in a net margin of 39.7%.
Frequently Asked Questions
PTON and MSFT have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (15.97%) compared to PTON (12.65%). In terms of maximum drawdown, PTON dropped -98.28% vs MSFT's -69.38%.
PTON currently has the higher Sharpe Ratio (-0.17 vs -0.39), 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.
Find the right allocation for PTON and MSFT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer