VIPS vs. MSFT
VIPS (Vipshop Holdings Limited) and MSFT (Microsoft Corporation) are both stocks. VIPS operates in Internet Retail (Consumer Cyclical), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, VIPS returned 2.90%/yr vs 23.62%/yr for MSFT. At a 0.23 correlation, their price movements are largely independent.
Performance
VIPS vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, VIPS achieves a -22.05% return, which is significantly higher than MSFT's -23.71% return. Over the past 10 years, VIPS has underperformed MSFT with an annualized return of 2.90%, while MSFT has yielded a comparatively higher 23.62% annualized return.
VIPS
- 1D
- -0.68%
- 1M
- -8.12%
- YTD
- -22.05%
- 6M
- -29.21%
- 1Y
- -7.26%
- 3Y*
- -3.60%
- 5Y*
- -4.11%
- 10Y*
- 2.90%
MSFT
- 1D
- -3.18%
- 1M
- -12.24%
- YTD
- -23.71%
- 6M
- -23.91%
- 1Y
- -22.44%
- 3Y*
- 3.92%
- 5Y*
- 7.61%
- 10Y*
- 23.62%
VIPS vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIPS Vipshop Holdings Limited | -22.05% | 36.31% | -22.25% | 30.21% | 62.38% | -70.12% | 98.38% | 159.52% | -53.41% | 6.45% |
MSFT Microsoft Corporation | -23.71% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between VIPS and MSFT is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2012 | 0.23 |
The correlation between VIPS and MSFT shifts across timeframes, from 0.13 (1 year) to 0.25 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
VIPS:
$6.52B
MSFT:
$2.73T
VIPS:
CN¥14.88
MSFT:
$16.79
VIPS:
6.02
MSFT:
21.88
VIPS:
0.27
MSFT:
1.53
VIPS:
0.43
MSFT:
8.61
VIPS:
1.07
MSFT:
6.60
VIPS:
CN¥106.06B
MSFT:
$318.27B
VIPS:
CN¥24.86B
MSFT:
$217.41B
VIPS:
CN¥9.24B
MSFT:
$200.96B
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Return for Risk
VIPS vs. MSFT — Risk / Return Rank
VIPS
MSFT
VIPS vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vipshop Holdings Limited (VIPS) 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.
| VIPS | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.86 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | -0.66 | +0.45 |
| Martin ratioReturn relative to average drawdown | -0.44 | -1.32 | +0.88 |
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Drawdowns
VIPS vs. MSFT - Drawdown Comparison
The maximum VIPS drawdown since its inception was -86.75%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for VIPS and MSFT.
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Drawdown Indicators
| VIPS | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.75% | -69.38% | -17.37% |
Max Drawdown (1Y)Largest decline over 1 year | -33.32% | -33.91% | +0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -39.32% | -33.91% | -5.41% |
Max Drawdown (5Y)Largest decline over 5 years | -69.92% | -37.15% | -32.77% |
Max Drawdown (10Y)Largest decline over 10 years | -86.75% | -37.15% | -49.60% |
Current DrawdownCurrent decline from peak | -67.81% | -31.80% | -36.01% |
Average DrawdownAverage peak-to-trough decline | -48.41% | -21.79% | -26.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.52% | 16.97% | -0.45% |
Volatility
VIPS vs. MSFT - Volatility Comparison
The current volatility for Vipshop Holdings Limited (VIPS) is 7.15%, while Microsoft Corporation (MSFT) has a volatility of 11.08%. This indicates that VIPS experiences smaller price fluctuations and is considered to be less risky 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
| VIPS | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.15% | 11.08% | -3.93% |
Volatility (6M)Calculated over the trailing 6-month period | 24.21% | 22.93% | +1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.74% | 26.01% | +6.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.70% | 26.78% | +25.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.40% | 27.11% | +28.29% |
Dividends
VIPS vs. MSFT - Dividend Comparison
VIPS's dividend yield for the trailing twelve months is around 4.68%, more than MSFT's 0.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.97% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
VIPS Vipshop Holdings Limited | 4.68% | 2.71% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
VIPS vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Vipshop Holdings 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
VIPS vs. MSFT - Profitability Comparison
VIPS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Vipshop Holdings Limited reported a gross profit of 6.46B and revenue of 26.41B. Therefore, the gross margin over that period was 24.4%.
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%.
VIPS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Vipshop Holdings Limited reported an operating income of 2.32B and revenue of 26.41B, resulting in an operating margin of 8.8%.
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%.
VIPS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Vipshop Holdings Limited reported a net income of 2.19B and revenue of 26.41B, resulting in a net margin of 8.3%.
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
VIPS and MSFT have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (11.08%) compared to VIPS (7.15%). In terms of maximum drawdown, VIPS dropped -86.75% vs MSFT's -69.38%.
VIPS currently has the higher Sharpe Ratio (-0.22 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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