TDG vs. MSFT
Compare and contrast key facts about TransDigm Group Incorporated (TDG) and Microsoft Corporation (MSFT).
Performance
TDG vs. MSFT - Performance Comparison
Loading graphics...
TDG vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | -12.85% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | 23.83% | 19.84% |
MSFT Microsoft Corporation | -23.28% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Fundamentals
TDG:
$67.45B
MSFT:
$2.76T
TDG:
$34.85
MSFT:
$15.98
TDG:
33.25
MSFT:
23.16
TDG:
0.99
MSFT:
1.62
TDG:
7.40
MSFT:
9.04
TDG:
$9.11B
MSFT:
$305.45B
TDG:
$5.43B
MSFT:
$209.50B
TDG:
$4.52B
MSFT:
$191.39B
Returns By Period
In the year-to-date period, TDG achieves a -12.85% return, which is significantly higher than MSFT's -23.28% return. Over the past 10 years, TDG has outperformed MSFT with an annualized return of 23.68%, while MSFT has yielded a comparatively lower 22.44% annualized return.
TDG
- 1D
- 2.30%
- 1M
- -11.04%
- YTD
- -12.85%
- 6M
- -12.07%
- 1Y
- -10.46%
- 3Y*
- 22.53%
- 5Y*
- 18.23%
- 10Y*
- 23.68%
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%
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
TDG vs. MSFT — Risk / Return Rank
TDG
MSFT
TDG vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TransDigm Group Incorporated (TDG) 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.
| TDG | MSFT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.37 | -0.02 | -0.35 |
Sortino ratioReturn per unit of downside risk | -0.30 | 0.15 | -0.46 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.02 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | -0.40 | -0.05 | -0.35 |
Martin ratioReturn relative to average drawdown | -0.86 | -0.12 | -0.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TDG | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.37 | -0.02 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.37 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.84 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.74 | +0.11 |
Correlation
The correlation between TDG and MSFT is 0.38, 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
TDG vs. MSFT - Dividend Comparison
TDG's dividend yield for the trailing twelve months is around 7.77%, more than MSFT's 0.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | 7.77% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 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
TDG vs. MSFT - Drawdown Comparison
The maximum TDG drawdown since its inception was -62.64%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for TDG and MSFT.
Loading graphics...
Drawdown Indicators
| TDG | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.64% | -69.38% | +6.74% |
Max Drawdown (1Y)Largest decline over 1 year | -25.30% | -33.91% | +8.61% |
Max Drawdown (5Y)Largest decline over 5 years | -25.30% | -37.15% | +11.85% |
Max Drawdown (10Y)Largest decline over 10 years | -62.64% | -37.15% | -25.49% |
Current DrawdownCurrent decline from peak | -23.58% | -31.43% | +7.85% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -21.77% | +13.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.72% | 12.46% | -0.74% |
Volatility
TDG vs. MSFT - Volatility Comparison
TransDigm Group Incorporated (TDG) and Microsoft Corporation (MSFT) have volatilities of 6.20% and 6.48%, 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.
Loading graphics...
Volatility by Period
| TDG | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 6.48% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 18.11% | 19.15% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.19% | 26.46% | +1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.41% | 26.19% | +1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.69% | 26.89% | +6.80% |
Financials
TDG vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between TransDigm Group Incorporated 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
TDG vs. MSFT - Profitability Comparison
TDG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, TransDigm Group Incorporated reported a gross profit of 1.35B and revenue of 2.29B. Therefore, the gross margin over that period was 59.2%.
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%.
TDG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, TransDigm Group Incorporated reported an operating income of 1.04B and revenue of 2.29B, resulting in an operating margin of 45.6%.
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%.
TDG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, TransDigm Group Incorporated reported a net income of 445.00M and revenue of 2.29B, resulting in a net margin of 19.5%.
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%.