VAL vs. MSFT
VAL (Valaris Limited) and MSFT (Microsoft Corporation) are both stocks. VAL operates in Oil & Gas Equipment & Services (Energy), while MSFT operates in Software - Infrastructure (Technology). Over the past 5 years, VAL returned 24.06%/yr vs 8.79%/yr for MSFT. At a 0.12 correlation, their price movements are largely independent.
Performance
VAL vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, VAL achieves a 55.87% return, which is significantly higher than MSFT's -21.20% return.
VAL
- 1D
- -5.41%
- 1M
- -29.26%
- YTD
- 55.87%
- 6M
- 60.23%
- 1Y
- 71.83%
- 3Y*
- 10.64%
- 5Y*
- 24.06%
- 10Y*
- —
MSFT
- 1D
- 0.13%
- 1M
- -8.91%
- YTD
- -21.20%
- 6M
- -21.26%
- 1Y
- -20.37%
- 3Y*
- 4.30%
- 5Y*
- 8.79%
- 10Y*
- 23.97%
VAL vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VAL Valaris Limited | 55.87% | 13.92% | -35.48% | 1.40% | 87.83% | 63.71% |
MSFT Microsoft Corporation | -21.20% | 15.58% | 12.93% | 58.19% | -28.02% | 34.17% |
Correlation
The correlation between VAL and MSFT is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since May 3, 2021 | 0.12 |
The correlation between VAL and MSFT shifts across timeframes, from 0.03 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
VAL:
$5.44B
MSFT:
$2.82T
VAL:
$14.28
MSFT:
$16.79
VAL:
5.50
MSFT:
22.60
VAL:
0.05
MSFT:
1.58
VAL:
2.50
MSFT:
8.89
VAL:
1.72
MSFT:
6.82
VAL:
$2.21B
MSFT:
$318.27B
VAL:
$493.00M
MSFT:
$217.41B
VAL:
$577.30M
MSFT:
$200.96B
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Return for Risk
VAL vs. MSFT — Risk / Return Rank
VAL
MSFT
VAL vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Valaris Limited (VAL) 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.
| VAL | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +3.12 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.87 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | -0.60 | +2.95 |
| Martin ratioReturn relative to average drawdown | 7.96 | -1.21 | +9.17 |
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Drawdowns
VAL vs. MSFT - Drawdown Comparison
The maximum VAL drawdown since its inception was -63.82%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for VAL and MSFT.
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Drawdown Indicators
| VAL | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.82% | -69.38% | +5.56% |
Max Drawdown (1Y)Largest decline over 1 year | -30.74% | -33.91% | +3.17% |
Max Drawdown (3Y)Largest decline over 3 years | -63.82% | -33.91% | -29.91% |
Max Drawdown (5Y)Largest decline over 5 years | -63.82% | -37.15% | -26.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -30.74% | -29.57% | -1.17% |
Average DrawdownAverage peak-to-trough decline | -18.79% | -21.78% | +2.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.07% | 16.85% | -7.78% |
Volatility
VAL vs. MSFT - Volatility Comparison
Valaris Limited (VAL) has a higher volatility of 13.61% compared to Microsoft Corporation (MSFT) at 10.83%. This indicates that VAL'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
| VAL | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.61% | 10.83% | +2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 47.49% | 22.72% | +24.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.33% | 25.78% | +34.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.89% | 26.74% | +23.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.43% | 27.09% | +23.34% |
Dividends
VAL vs. MSFT - Dividend Comparison
VAL has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.94%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VAL Valaris Limited | 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
VAL vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Valaris Limited 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
VAL vs. MSFT - Profitability Comparison
VAL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Valaris Limited reported a gross profit of 0.00 and revenue of 465.40M. Therefore, the gross margin over that period was 0.0%.
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%.
VAL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Valaris Limited reported an operating income of -2.80M and revenue of 465.40M, resulting in an operating margin of -0.6%.
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%.
VAL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Valaris Limited reported a net income of -16.40M and revenue of 465.40M, resulting in a net margin of -3.5%.
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
VAL and MSFT have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VAL has higher volatility (13.61%) compared to MSFT (10.83%). In terms of maximum drawdown, VAL dropped -63.82% vs MSFT's -69.38%.
VAL currently has the higher Sharpe Ratio (1.20 vs -0.79), 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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