SAIC vs. MSFT
SAIC (Science Applications International Corporation) and MSFT (Microsoft Corporation) are both stocks. Both are in the Technology sector — SAIC in Information Technology Services, MSFT in Software - Infrastructure. Over the past 10 years, SAIC returned 8.52%/yr vs 22.49%/yr for MSFT. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
SAIC vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, SAIC achieves a 19.45% return, which is significantly higher than MSFT's -20.72% return. Over the past 10 years, SAIC has underperformed MSFT with an annualized return of 8.52%, while MSFT has yielded a comparatively higher 22.49% annualized return.
SAIC
- 1D
- 2.14%
- 1M
- 11.95%
- 6M
- 8.81%
- YTD
- 19.45%
- 1Y
- 5.12%
- 3Y*
- 1.52%
- 5Y*
- 7.69%
- 10Y*
- 8.52%
- ALL TIME*
- 12.80%
MSFT
- 1D
- 0.03%
- 1M
- 8.18%
- 6M
- -17.72%
- YTD
- -20.72%
- 1Y
- -25.10%
- 3Y*
- 3.64%
- 5Y*
- 6.55%
- 10Y*
- 22.49%
- ALL TIME*
- 24.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $11.81B | $16.07B | $15.66B | |
| $49.96M | $54.61M | $59.26M |
SAIC vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAIC Science Applications International Corporation | 19.45% | -8.73% | -9.04% | 13.58% | 34.95% | -10.20% | 10.81% | 39.15% | -15.48% | -8.18% |
MSFT Microsoft Corporation | -20.72% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between SAIC and MSFT is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2013 | 0.30 |
The correlation between SAIC and MSFT shifts across timeframes, from 0.13 (3 years) to 0.30 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SAIC:
$5.03B
MSFT:
$2.84T
SAIC:
$8.85
MSFT:
$16.79
SAIC:
13.45
MSFT:
22.73
SAIC:
0.82
MSFT:
1.59
SAIC:
0.75
MSFT:
8.94
SAIC:
3.68
MSFT:
6.86
SAIC:
$7.29B
MSFT:
$318.27B
SAIC:
$912.00M
MSFT:
$217.41B
SAIC:
$691.00M
MSFT:
$200.96B
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Return for Risk
SAIC vs. MSFT — Risk / Return Rank
SAIC
MSFT
SAIC vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Science Applications International Corporation (SAIC) 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.
| SAIC | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.86 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | -0.72 | +0.88 |
| Martin ratioReturn relative to average drawdown | 0.29 | -1.30 | +1.59 |
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Drawdowns
SAIC vs. MSFT - Drawdown Comparison
The maximum SAIC drawdown since its inception was -45.92%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for SAIC and MSFT.
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Drawdown Indicators
| SAIC | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.92% | -69.38% | +23.46% |
Max Drawdown (1Y)Largest decline over 1 year | -31.34% | -34.50% | +3.16% |
Max Drawdown (3Y)Largest decline over 3 years | -45.74% | -34.50% | -11.24% |
Max Drawdown (5Y)Largest decline over 5 years | -45.74% | -37.15% | -8.59% |
Max Drawdown (10Y)Largest decline over 10 years | -45.92% | -37.15% | -8.77% |
Current DrawdownCurrent decline from peak | -20.91% | -29.14% | +8.23% |
Average DrawdownAverage peak-to-trough decline | -12.72% | -21.80% | +9.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.10% | 19.07% | -1.97% |
Volatility
SAIC vs. MSFT - Volatility Comparison
Science Applications International Corporation (SAIC) has a higher volatility of 10.65% compared to Microsoft Corporation (MSFT) at 9.82%. This indicates that SAIC'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
| SAIC | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.65% | 9.82% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 30.83% | 24.50% | +6.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.72% | 27.61% | +12.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.41% | 27.08% | +3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.68% | 27.16% | +5.52% |
Dividends
SAIC vs. MSFT - Dividend Comparison
SAIC's dividend yield for the trailing twelve months is around 1.24%, more than MSFT's 0.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.93% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
SAIC Science Applications International Corporation | 1.24% | 1.47% | 1.32% | 1.19% | 1.33% | 1.77% | 1.56% | 1.63% | 1.95% | 1.62% | 1.46% | 2.58% |
Financials
SAIC vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Science Applications International Corporation 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
SAIC vs. MSFT - Profitability Comparison
SAIC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Science Applications International Corporation reported a gross profit of 249.00M and revenue of 1.91B. Therefore, the gross margin over that period was 13.1%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
SAIC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Science Applications International Corporation reported an operating income of 179.00M and revenue of 1.91B, resulting in an operating margin of 9.4%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
SAIC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Science Applications International Corporation reported a net income of 115.00M and revenue of 1.91B, resulting in a net margin of 6.0%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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
SAIC and MSFT have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAIC has higher volatility (10.65%) compared to MSFT (9.82%). In terms of maximum drawdown, SAIC dropped -45.92% vs MSFT's -69.38%.
SAIC currently has the higher Sharpe Ratio (0.13 vs -0.90), 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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