ROST vs. MSFT
ROST (Ross Stores, Inc.) and MSFT (Microsoft Corporation) are both stocks. ROST operates in Apparel Retail (Consumer Cyclical), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, ROST returned 17.29%/yr vs 24.39%/yr for MSFT. At a 0.25 correlation, their price movements are largely independent.
Performance
ROST vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, ROST achieves a 33.85% return, which is significantly higher than MSFT's -18.85% return. Over the past 10 years, ROST has underperformed MSFT with an annualized return of 17.29%, while MSFT has yielded a comparatively higher 24.39% annualized return.
ROST
- 1D
- 0.43%
- 1M
- 12.82%
- YTD
- 33.85%
- 6M
- 32.41%
- 1Y
- 83.78%
- 3Y*
- 32.49%
- 5Y*
- 16.14%
- 10Y*
- 17.29%
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%
ROST vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROST Ross Stores, Inc. | 33.85% | 20.41% | 10.39% | 20.64% | 2.94% | -6.03% | 5.81% | 41.72% | 4.78% | 23.53% |
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between ROST and MSFT is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 1986 | 0.25 |
The correlation between ROST and MSFT shifts across timeframes, from -0.04 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ROST:
$77.14B
MSFT:
$2.91T
ROST:
$7.15
MSFT:
$16.79
ROST:
33.57
MSFT:
23.27
ROST:
3.80
MSFT:
1.63
ROST:
3.27
MSFT:
9.16
ROST:
11.69
MSFT:
7.02
ROST:
$23.78B
MSFT:
$318.27B
ROST:
$4.95B
MSFT:
$217.41B
ROST:
$3.62B
MSFT:
$200.96B
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Return for Risk
ROST vs. MSFT — Risk / Return Rank
ROST
MSFT
ROST vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ross Stores, Inc. (ROST) 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.
| ROST | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.05 | ||
| Sortino ratioReturn per unit of downside risk | +5.78 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 0.89 | +0.74 |
| Calmar ratioReturn relative to maximum drawdown | 10.52 | -0.53 | +11.05 |
| Martin ratioReturn relative to average drawdown | 38.37 | -1.08 | +39.45 |
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Drawdowns
ROST vs. MSFT - Drawdown Comparison
The maximum ROST drawdown since its inception was -82.23%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for ROST and MSFT.
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Drawdown Indicators
| ROST | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.23% | -69.38% | -12.85% |
Max Drawdown (1Y)Largest decline over 1 year | -7.79% | -33.91% | +26.12% |
Max Drawdown (3Y)Largest decline over 3 years | -21.08% | -33.91% | +12.83% |
Max Drawdown (5Y)Largest decline over 5 years | -44.13% | -37.15% | -6.98% |
Max Drawdown (10Y)Largest decline over 10 years | -51.41% | -37.15% | -14.26% |
Current DrawdownCurrent decline from peak | 0.00% | -27.46% | +27.46% |
Average DrawdownAverage peak-to-trough decline | -17.93% | -21.78% | +3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 16.48% | -14.23% |
Volatility
ROST vs. MSFT - Volatility Comparison
Ross Stores, Inc. (ROST) and Microsoft Corporation (MSFT) have volatilities of 10.90% and 10.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROST | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.90% | 10.52% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 18.51% | 22.31% | -3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.63% | 25.42% | -0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.55% | 26.66% | +2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.62% | 27.06% | +4.56% |
Dividends
ROST vs. MSFT - Dividend Comparison
ROST's dividend yield for the trailing twelve months is around 0.71%, less than MSFT's 0.91% 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% |
ROST Ross Stores, Inc. | 0.71% | 0.90% | 0.97% | 0.97% | 1.07% | 1.00% | 0.23% | 1.10% | 1.08% | 0.80% | 0.82% | 4.59% |
Financials
ROST vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Ross Stores, 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
ROST vs. MSFT - Profitability Comparison
ROST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ross Stores, Inc. reported a gross profit of 0.00 and revenue of 6.01B. Therefore, the gross margin over that period was 0.0%.
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%.
ROST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ross Stores, Inc. reported an operating income of 804.03M and revenue of 6.01B, resulting in an operating margin of 13.4%.
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%.
ROST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ross Stores, Inc. reported a net income of 649.96M and revenue of 6.01B, resulting in a net margin of 10.8%.
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
ROST and MSFT have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROST has higher volatility (10.90%) compared to MSFT (10.52%). In terms of maximum drawdown, ROST dropped -82.23% vs MSFT's -69.38%.
ROST currently has the higher Sharpe Ratio (3.34 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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