QLYS vs. MSFT
QLYS (Qualys, Inc.) and MSFT (Microsoft Corporation) are both stocks. Both operate in the Software - Infrastructure industry within the Technology sector. Over the past 10 years, QLYS returned 14.09%/yr vs 23.85%/yr for MSFT. At a 0.41 correlation, their price movements are largely independent.
Performance
QLYS vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, QLYS achieves a -15.48% return, which is significantly higher than MSFT's -22.33% return. Over the past 10 years, QLYS has underperformed MSFT with an annualized return of 14.09%, while MSFT has yielded a comparatively higher 23.85% annualized return.
QLYS
- 1D
- 3.52%
- 1M
- 9.73%
- YTD
- -15.48%
- 6M
- -19.23%
- 1Y
- -19.98%
- 3Y*
- -3.38%
- 5Y*
- 2.00%
- 10Y*
- 14.09%
MSFT
- 1D
- 1.80%
- 1M
- -10.66%
- YTD
- -22.33%
- 6M
- -22.85%
- 1Y
- -22.44%
- 3Y*
- 4.54%
- 5Y*
- 7.88%
- 10Y*
- 23.85%
QLYS vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QLYS Qualys, Inc. | -15.48% | -5.22% | -28.56% | 74.89% | -18.21% | 12.60% | 46.18% | 11.55% | 25.93% | 87.52% |
MSFT Microsoft Corporation | -22.33% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between QLYS and MSFT is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.41 |
The correlation between QLYS and MSFT shifts across timeframes, from 0.27 (1 year) to 0.47 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
QLYS:
$4.01B
MSFT:
$2.78T
QLYS:
$5.57
MSFT:
$16.79
QLYS:
20.16
MSFT:
22.27
QLYS:
0.61
MSFT:
1.56
QLYS:
5.93
MSFT:
8.76
QLYS:
7.03
MSFT:
6.72
QLYS:
$684.86M
MSFT:
$318.27B
QLYS:
$569.03M
MSFT:
$217.41B
QLYS:
$252.31M
MSFT:
$200.96B
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Return for Risk
QLYS vs. MSFT — Risk / Return Rank
QLYS
MSFT
QLYS vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Qualys, Inc. (QLYS) 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.
| QLYS | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.86 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | -0.66 | +0.27 |
| Martin ratioReturn relative to average drawdown | -0.81 | -1.32 | +0.51 |
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Drawdowns
QLYS vs. MSFT - Drawdown Comparison
The maximum QLYS drawdown since its inception was -68.48%, roughly equal to the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for QLYS and MSFT.
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Drawdown Indicators
| QLYS | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.48% | -69.38% | +0.90% |
Max Drawdown (1Y)Largest decline over 1 year | -50.46% | -33.91% | -16.55% |
Max Drawdown (3Y)Largest decline over 3 years | -62.99% | -33.91% | -29.08% |
Max Drawdown (5Y)Largest decline over 5 years | -62.99% | -37.15% | -25.84% |
Max Drawdown (10Y)Largest decline over 10 years | -62.99% | -37.15% | -25.84% |
Current DrawdownCurrent decline from peak | -45.44% | -30.58% | -14.86% |
Average DrawdownAverage peak-to-trough decline | -20.93% | -21.79% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.68% | 17.08% | +7.60% |
Volatility
QLYS vs. MSFT - Volatility Comparison
Qualys, Inc. (QLYS) has a higher volatility of 12.30% compared to Microsoft Corporation (MSFT) at 11.34%. This indicates that QLYS'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.
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Volatility by Period
| QLYS | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.30% | 11.34% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 36.52% | 22.94% | +13.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.62% | 26.02% | +19.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.93% | 26.79% | +13.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.07% | 27.09% | +11.98% |
Dividends
QLYS vs. MSFT - Dividend Comparison
QLYS has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.95%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.95% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
QLYS Qualys, 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
QLYS vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Qualys, 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
QLYS vs. MSFT - Profitability Comparison
QLYS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Qualys, Inc. reported a gross profit of 145.65M and revenue of 175.64M. Therefore, the gross margin over that period was 82.9%.
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%.
QLYS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Qualys, Inc. reported an operating income of 60.89M and revenue of 175.64M, resulting in an operating margin of 34.7%.
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%.
QLYS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Qualys, Inc. reported a net income of 50.64M and revenue of 175.64M, resulting in a net margin of 28.8%.
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%.
Frequently Asked Questions
QLYS and MSFT have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QLYS has higher volatility (12.30%) compared to MSFT (11.34%). In terms of maximum drawdown, QLYS dropped -68.48% vs MSFT's -69.38%.
QLYS currently has the higher Sharpe Ratio (-0.44 vs -0.87), 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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