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TENB vs. MSFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TENB and MSFT is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

TENB vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tenable Holdings, Inc. (TENB) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%December2025FebruaryMarchAprilMay
1.72%
325.58%
TENB
MSFT

Key characteristics

Sharpe Ratio

TENB:

-0.93

MSFT:

0.49

Sortino Ratio

TENB:

-1.28

MSFT:

0.88

Omega Ratio

TENB:

0.84

MSFT:

1.12

Calmar Ratio

TENB:

-0.61

MSFT:

0.53

Martin Ratio

TENB:

-2.00

MSFT:

1.19

Ulcer Index

TENB:

15.77%

MSFT:

10.65%

Daily Std Dev

TENB:

33.95%

MSFT:

25.77%

Max Drawdown

TENB:

-56.82%

MSFT:

-69.39%

Current Drawdown

TENB:

-50.89%

MSFT:

-6.36%

Fundamentals

Market Cap

TENB:

$3.70B

MSFT:

$2.94T

EPS

TENB:

-$0.38

MSFT:

$12.41

PS Ratio

TENB:

4.00

MSFT:

11.22

PB Ratio

TENB:

9.58

MSFT:

9.68

Total Revenue (TTM)

TENB:

$923.20M

MSFT:

$270.01B

Gross Profit (TTM)

TENB:

$720.00M

MSFT:

$186.51B

EBITDA (TTM)

TENB:

$24.92M

MSFT:

$150.06B

Returns By Period

In the year-to-date period, TENB achieves a -21.86% return, which is significantly lower than MSFT's 3.48% return.


TENB

YTD

-21.86%

1M

-12.49%

6M

-20.65%

1Y

-31.94%

5Y*

4.28%

10Y*

N/A

MSFT

YTD

3.48%

1M

13.91%

6M

6.50%

1Y

10.25%

5Y*

21.16%

10Y*

26.69%

*Annualized

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Risk-Adjusted Performance

TENB vs. MSFT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TENB
The Risk-Adjusted Performance Rank of TENB is 88
Overall Rank
The Sharpe Ratio Rank of TENB is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of TENB is 88
Sortino Ratio Rank
The Omega Ratio Rank of TENB is 1010
Omega Ratio Rank
The Calmar Ratio Rank of TENB is 1313
Calmar Ratio Rank
The Martin Ratio Rank of TENB is 11
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 6767
Overall Rank
The Sharpe Ratio Rank of MSFT is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 6262
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 6161
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 7474
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TENB vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tenable Holdings, Inc. (TENB) 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.


The chart of Sharpe ratio for TENB, currently valued at -0.93, compared to the broader market-2.00-1.000.001.002.003.00
TENB: -0.93
MSFT: 0.49
The chart of Sortino ratio for TENB, currently valued at -1.28, compared to the broader market-6.00-4.00-2.000.002.004.00
TENB: -1.28
MSFT: 0.88
The chart of Omega ratio for TENB, currently valued at 0.84, compared to the broader market0.501.001.502.00
TENB: 0.84
MSFT: 1.12
The chart of Calmar ratio for TENB, currently valued at -0.61, compared to the broader market0.001.002.003.004.005.00
TENB: -0.61
MSFT: 0.53
The chart of Martin ratio for TENB, currently valued at -2.00, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
TENB: -2.00
MSFT: 1.19

The current TENB Sharpe Ratio is -0.93, which is lower than the MSFT Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of TENB and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.93
0.49
TENB
MSFT

Dividends

TENB vs. MSFT - Dividend Comparison

TENB has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.73%.


TTM20242023202220212020201920182017201620152014
TENB
Tenable Holdings, 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%
MSFT
Microsoft Corporation
0.73%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

TENB vs. MSFT - Drawdown Comparison

The maximum TENB drawdown since its inception was -56.82%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for TENB and MSFT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-50.89%
-6.36%
TENB
MSFT

Volatility

TENB vs. MSFT - Volatility Comparison

Tenable Holdings, Inc. (TENB) has a higher volatility of 16.37% compared to Microsoft Corporation (MSFT) at 15.08%. This indicates that TENB'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
16.37%
15.08%
TENB
MSFT

Financials

TENB vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Tenable Holdings, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B20212022202320242025
239.14M
70.07B
(TENB) Total Revenue
(MSFT) Total Revenue
Values in USD except per share items

TENB vs. MSFT - Profitability Comparison

The chart below illustrates the profitability comparison between Tenable Holdings, Inc. and Microsoft Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

70.0%75.0%80.0%20212022202320242025
78.1%
68.7%
(TENB) Gross Margin
(MSFT) Gross Margin
TENB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Tenable Holdings, Inc. reported a gross profit of 186.68M and revenue of 239.14M. Therefore, the gross margin over that period was 78.1%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported a gross profit of 48.15B and revenue of 70.07B. Therefore, the gross margin over that period was 68.7%.
TENB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Tenable Holdings, Inc. reported an operating income of -17.71M and revenue of 239.14M, resulting in an operating margin of -7.4%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported an operating income of 32.00B and revenue of 70.07B, resulting in an operating margin of 45.7%.
TENB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Tenable Holdings, Inc. reported a net income of -22.94M and revenue of 239.14M, resulting in a net margin of -9.6%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported a net income of 25.82B and revenue of 70.07B, resulting in a net margin of 36.9%.