VAL vs. MSFT

Last updated Apr 1, 2026

Compare and contrast key facts about Valaris Limited (VAL) and Microsoft Corporation (MSFT).

Performance

VAL vs. MSFT - Performance Comparison

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

VAL vs. MSFT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VAL Valaris Limited	94.52%	13.92%	-35.48%	1.40%	87.83%	51.90%
MSFT Microsoft Corporation	-23.28%	15.58%	12.93%	58.19%	-28.02%	34.34%

Fundamentals

Market Cap VAL : $6.85B MSFT : $2.76T
EPS VAL : $13.89 MSFT : $15.98
PE Ratio VAL : 7.06 MSFT : 23.16
PEG Ratio VAL : 0.14 MSFT : 1.62
PS Ratio VAL : 2.93 MSFT : 9.04
PB Ratio VAL : 2.16 MSFT : 7.06
Total Revenue (TTM) VAL : $2.37B MSFT : $305.45B
Gross Profit (TTM) VAL : $615.30M MSFT : $209.50B
EBITDA (TTM) VAL : $698.80M MSFT : $191.39B

Returns By Period

In the year-to-date period, VAL achieves a 94.52% return, which is significantly higher than MSFT's -23.28% return.

VAL

• 1D: -0.37%
• 1M: 2.28%
• YTD: 94.52%
• 6M: 101.03%
• 1Y: 149.72%
• 3Y*: 14.65%
• 5Y*: —
• 10Y*: —

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VAL vs. MSFT — Risk / Return Rank

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

VAL

VAL Risk / Return Rank: 93
VAL Sharpe Ratio Rank: 93
VAL Sortino Ratio Rank: 92
VAL Omega Ratio Rank: 91
VAL Calmar Ratio Rank: 94
VAL Martin Ratio Rank: 95

MSFT

MSFT Risk / Return Rank: 38
MSFT Sharpe Ratio Rank: 41
MSFT Sortino Ratio Rank: 34
MSFT Omega Ratio Rank: 35
MSFT Calmar Ratio Rank: 41
MSFT Martin Ratio Rank: 40

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.

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.

	VAL	MSFT	Difference
Sharpe ratio Return per unit of total volatility	2.31	-0.02	+2.33
Sortino ratio Return per unit of downside risk	3.06	0.15	+2.90
Omega ratio Gain probability vs. loss probability	1.41	1.02	+0.39
Calmar ratio Return relative to maximum drawdown	5.15	-0.05	+5.20
Martin ratio Return relative to average drawdown	15.92	-0.12	+16.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VAL vs. MSFT - Sharpe Ratio Comparison

The current VAL Sharpe Ratio is 2.31, which is higher than the MSFT Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of VAL 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.

Sharpe Ratios by Period

	VAL	MSFT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	-0.02	+2.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.37	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.84	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.74	-0.06

Correlation

The correlation between VAL and MSFT is 0.12, 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

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%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
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

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.

Drawdown Indicators

	VAL	MSFT	Difference
Max Drawdown Largest peak-to-trough decline	-63.82%	-69.38%	+5.56%
Max Drawdown (1Y) Largest decline over 1 year	-28.79%	-33.91%	+5.12%
Max Drawdown (5Y) Largest decline over 5 years	—	-37.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.15%	—
Current Drawdown Current decline from peak	-4.11%	-31.43%	+27.32%
Average Drawdown Average peak-to-trough decline	-19.15%	-21.77%	+2.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.32%	12.46%	-3.14%

Volatility

VAL vs. MSFT - Volatility Comparison

Valaris Limited (VAL) has a higher volatility of 14.50% compared to Microsoft Corporation (MSFT) at 6.48%. 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.

Volatility by Period

	VAL	MSFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.50%	6.48%	+8.02%
Volatility (6M) Calculated over the trailing 6-month period	47.03%	19.15%	+27.88%
Volatility (1Y) Calculated over the trailing 1-year period	65.32%	26.46%	+38.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.18%	26.19%	+23.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.18%	26.89%	+23.29%

Financials