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TER vs. MSFT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TER vs. MSFT - Performance Comparison

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

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Returns By Period

In the year-to-date period, TER achieves a 108.47% return, which is significantly higher than MSFT's -18.85% return. Over the past 10 years, TER has outperformed MSFT with an annualized return of 36.09%, while MSFT has yielded a comparatively lower 24.39% annualized return.


TER

1D
5.72%
1M
19.38%
YTD
108.47%
6M
108.68%
1Y
386.56%
3Y*
54.13%
5Y*
26.29%
10Y*
36.09%

MSFT

1D
0.10%
1M
-7.19%
YTD
-18.85%
6M
-17.98%
1Y
-17.07%
3Y*
6.16%
5Y*
9.56%
10Y*
24.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TER vs. MSFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TER
Teradyne, Inc.
108.47%54.39%16.51%24.78%-46.35%36.81%76.73%118.93%-24.37%66.16%
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 TER and MSFT is 0.06, 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

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Mar 11, 1987

0.41

Over the past year, the correlation between TER and MSFT has dropped to 0.06 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

TER:

$63.56B

MSFT:

$2.91T

EPS

TER:

$5.38

MSFT:

$16.79

PE Ratio

TER:

75.00

MSFT:

23.27

PS Ratio

TER:

16.91

MSFT:

9.16

PB Ratio

TER:

20.22

MSFT:

7.02

Total Revenue (TTM)

TER:

$3.79B

MSFT:

$318.27B

Gross Profit (TTM)

TER:

$2.23B

MSFT:

$217.41B

EBITDA (TTM)

TER:

$1.11B

MSFT:

$200.96B

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Return for Risk

TER vs. MSFT — Risk / Return Rank

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

TER
TER Risk / Return Rank: 9898
Overall Rank
TER Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TER Sortino Ratio Rank: 9797
Sortino Ratio Rank
TER Omega Ratio Rank: 9797
Omega Ratio Rank
TER Calmar Ratio Rank: 9999
Calmar Ratio Rank
TER Martin Ratio Rank: 9999
Martin Ratio Rank

MSFT
MSFT Risk / Return Rank: 1717
Overall Rank
MSFT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 1515
Sortino Ratio Rank
MSFT Omega Ratio Rank: 1414
Omega Ratio Rank
MSFT Calmar Ratio Rank: 2424
Calmar Ratio Rank
MSFT Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TER vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teradyne, Inc. (TER) 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.


TERMSFTDifference
Sharpe ratioReturn per unit of total volatility

+6.26

Sortino ratioReturn per unit of downside risk

+5.34

Omega ratioGain probability vs. loss probability

1.64

0.89

+0.75

Calmar ratioReturn relative to maximum drawdown

13.97

-0.53

+14.50

Martin ratioReturn relative to average drawdown

49.81

-1.08

+50.89

TER vs. MSFT - Sharpe Ratio Comparison

The current TER Sharpe Ratio is 5.56, which is higher than the MSFT Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of TER and MSFT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TER vs. MSFT - Drawdown Comparison

The maximum TER drawdown since its inception was -97.30%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for TER and MSFT.


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Drawdown Indicators


TERMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-97.30%

-69.38%

-27.92%

Max Drawdown (1Y)

Largest decline over 1 year

-26.73%

-33.91%

+7.18%

Max Drawdown (3Y)

Largest decline over 3 years

-58.18%

-33.91%

-24.27%

Max Drawdown (5Y)

Largest decline over 5 years

-59.12%

-37.15%

-21.97%

Max Drawdown (10Y)

Largest decline over 10 years

-59.12%

-37.15%

-21.97%

Current Drawdown

Current decline from peak

-3.52%

-27.46%

+23.94%

Average Drawdown

Average peak-to-trough decline

-58.67%

-21.78%

-36.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.49%

16.48%

-8.99%

Volatility

TER vs. MSFT - Volatility Comparison

Teradyne, Inc. (TER) has a higher volatility of 25.00% compared to Microsoft Corporation (MSFT) at 10.52%. This indicates that TER'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


TERMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.00%

10.52%

+14.48%

Volatility (6M)

Calculated over the trailing 6-month period

53.10%

22.31%

+30.79%

Volatility (1Y)

Calculated over the trailing 1-year period

67.20%

25.42%

+41.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.20%

26.66%

+23.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.31%

27.06%

+18.25%

Dividends

TER vs. MSFT - Dividend Comparison

TER's dividend yield for the trailing twelve months is around 0.12%, less than MSFT's 0.91% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TER
Teradyne, Inc.
0.12%0.25%0.38%0.41%0.50%0.24%0.33%0.53%1.15%0.67%0.94%1.16%

Financials

TER vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Teradyne, 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


0.0020.00B40.00B60.00B80.00B20222023202420252026
1.28B
82.89B
(TER) Total Revenue
(MSFT) Total Revenue
Values in USD except per share items

TER vs. MSFT - Profitability Comparison

The chart below illustrates the profitability comparison between Teradyne, 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

60.0%65.0%70.0%20222023202420252026
60.9%
67.6%
Portfolio components
TER - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Teradyne, Inc. reported a gross profit of 780.95M and revenue of 1.28B. Therefore, the gross margin over that period was 60.9%.

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%.

TER - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Teradyne, Inc. reported an operating income of 473.00M and revenue of 1.28B, resulting in an operating margin of 36.9%.

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%.

TER - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Teradyne, Inc. reported a net income of 398.91M and revenue of 1.28B, resulting in a net margin of 31.1%.

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


TER and MSFT have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TER has higher volatility (25.00%) compared to MSFT (10.52%). In terms of maximum drawdown, TER dropped -97.30% vs MSFT's -69.38%.

TER currently has the higher Sharpe Ratio (5.56 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.

Portfolio Optimizer

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