TREX vs. MSFT
TREX (Trex Company, Inc.) and MSFT (Microsoft Corporation) are both stocks. TREX operates in Building Products & Equipment (Industrials), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, TREX returned 15.86%/yr vs 23.85%/yr for MSFT. At a 0.30 correlation, their price movements are largely independent.
Performance
TREX vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, TREX achieves a 29.25% return, which is significantly higher than MSFT's -22.33% return. Over the past 10 years, TREX has underperformed MSFT with an annualized return of 15.86%, while MSFT has yielded a comparatively higher 23.85% annualized return.
TREX
- 1D
- -2.28%
- 1M
- 15.72%
- YTD
- 29.25%
- 6M
- 28.77%
- 1Y
- -17.92%
- 3Y*
- -9.21%
- 5Y*
- -14.76%
- 10Y*
- 15.86%
MSFT
- 1D
- 1.80%
- 1M
- -10.66%
- YTD
- -22.33%
- 6M
- -22.85%
- 1Y
- -22.44%
- 3Y*
- 4.54%
- 5Y*
- 7.88%
- 10Y*
- 23.85%
TREX vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TREX Trex Company, Inc. | 29.25% | -49.18% | -16.62% | 95.58% | -68.65% | 61.29% | 86.29% | 51.42% | 9.53% | 68.31% |
MSFT Microsoft Corporation | -22.33% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between TREX and MSFT is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 1999 | 0.30 |
Over the past year, the correlation between TREX and MSFT has dropped to 0.07 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
Fundamentals
TREX:
$4.77B
MSFT:
$2.78T
TREX:
$1.80
MSFT:
$16.79
TREX:
25.24
MSFT:
22.27
TREX:
69.39
MSFT:
1.56
TREX:
4.10
MSFT:
8.76
TREX:
4.79
MSFT:
6.72
TREX:
$1.18B
MSFT:
$318.27B
TREX:
$461.26M
MSFT:
$217.41B
TREX:
$308.51M
MSFT:
$200.96B
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Return for Risk
TREX vs. MSFT — Risk / Return Rank
TREX
MSFT
TREX vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trex Company, Inc. (TREX) 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.
| TREX | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.86 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | -0.66 | +0.34 |
| Martin ratioReturn relative to average drawdown | -0.50 | -1.32 | +0.82 |
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Drawdowns
TREX vs. MSFT - Drawdown Comparison
The maximum TREX drawdown since its inception was -90.53%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for TREX and MSFT.
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Drawdown Indicators
| TREX | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.53% | -69.38% | -21.15% |
Max Drawdown (1Y)Largest decline over 1 year | -56.01% | -33.91% | -22.10% |
Max Drawdown (3Y)Largest decline over 3 years | -69.90% | -33.91% | -35.99% |
Max Drawdown (5Y)Largest decline over 5 years | -78.58% | -37.15% | -41.43% |
Max Drawdown (10Y)Largest decline over 10 years | -78.58% | -37.15% | -41.43% |
Current DrawdownCurrent decline from peak | -67.77% | -30.58% | -37.19% |
Average DrawdownAverage peak-to-trough decline | -38.79% | -21.79% | -17.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.92% | 17.08% | +18.84% |
Volatility
TREX vs. MSFT - Volatility Comparison
Trex Company, Inc. (TREX) has a higher volatility of 14.63% compared to Microsoft Corporation (MSFT) at 11.34%. This indicates that TREX'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
| TREX | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.63% | 11.34% | +3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 28.72% | 22.94% | +5.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.29% | 26.02% | +25.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.38% | 26.79% | +20.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.48% | 27.09% | +19.39% |
Dividends
TREX vs. MSFT - Dividend Comparison
TREX has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.95%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.95% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
TREX Trex Company, 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% |
Financials
TREX vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Trex Company, 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
TREX vs. MSFT - Profitability Comparison
TREX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Trex Company, Inc. reported a gross profit of 139.02M and revenue of 343.40M. Therefore, the gross margin over that period was 40.5%.
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%.
TREX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Trex Company, Inc. reported an operating income of 83.51M and revenue of 343.40M, resulting in an operating margin of 24.3%.
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%.
TREX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Trex Company, Inc. reported a net income of 61.40M and revenue of 343.40M, resulting in a net margin of 17.9%.
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
TREX and MSFT have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TREX has higher volatility (14.63%) compared to MSFT (11.34%). In terms of maximum drawdown, TREX dropped -90.53% vs MSFT's -69.38%.
TREX currently has the higher Sharpe Ratio (-0.35 vs -0.87), 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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