WEX vs. MSFT
WEX (WEX Inc.) and MSFT (Microsoft Corporation) are both stocks. Both operate in the Software - Infrastructure industry within the Technology sector. Over the past 10 years, WEX returned 4.54%/yr vs 25.03%/yr for MSFT. At a 0.38 correlation, their price movements are largely independent.
Performance
WEX vs. MSFT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WEX achieves a -2.09% return, which is significantly higher than MSFT's -11.24% return. Over the past 10 years, WEX has underperformed MSFT with an annualized return of 4.54%, while MSFT has yielded a comparatively higher 25.03% annualized return.
WEX
- 1D
- -1.67%
- 1M
- -5.39%
- YTD
- -2.09%
- 6M
- -2.34%
- 1Y
- 6.77%
- 3Y*
- -6.13%
- 5Y*
- -6.49%
- 10Y*
- 4.54%
MSFT
- 1D
- -3.17%
- 1M
- 3.54%
- YTD
- -11.24%
- 6M
- -10.15%
- 1Y
- -6.96%
- 3Y*
- 9.26%
- 5Y*
- 12.17%
- 10Y*
- 25.03%
WEX vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WEX WEX Inc. | -2.09% | -15.02% | -9.88% | 18.88% | 16.57% | -31.02% | -2.83% | 49.55% | -0.83% | 26.55% |
MSFT Microsoft Corporation | -11.24% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between WEX and MSFT is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2005 | 0.38 |
The correlation between WEX and MSFT shifts across timeframes, from 0.23 (3 years) to 0.38 (all time), reflecting how their relationship changes across market environments.
Fundamentals
WEX:
$5.11B
MSFT:
$3.18T
WEX:
$8.92
MSFT:
$16.79
WEX:
16.35
MSFT:
25.45
WEX:
0.00
MSFT:
1.78
WEX:
1.88
MSFT:
10.01
WEX:
4.01
MSFT:
7.68
WEX:
$2.70B
MSFT:
$318.27B
WEX:
$1.17B
MSFT:
$217.41B
WEX:
$805.70M
MSFT:
$200.96B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WEX vs. MSFT — Risk / Return Rank
WEX
MSFT
WEX vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WEX Inc. (WEX) 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.
| WEX | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.97 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | -0.21 | +0.45 |
| Martin ratioReturn relative to average drawdown | 0.55 | -0.44 | +0.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| WEX | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | -0.28 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | 0.46 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.93 | -0.82 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.75 | -0.48 |
Drawdowns
WEX vs. MSFT - Drawdown Comparison
The maximum WEX drawdown since its inception was -78.96%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for WEX and MSFT.
Loading charts...
Drawdown Indicators
| WEX | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.96% | -69.38% | -9.58% |
Max Drawdown (1Y)Largest decline over 1 year | -27.53% | -33.91% | +6.38% |
Max Drawdown (3Y)Largest decline over 3 years | -53.15% | -33.91% | -19.24% |
Max Drawdown (5Y)Largest decline over 5 years | -53.15% | -37.15% | -16.00% |
Max Drawdown (10Y)Largest decline over 10 years | -64.60% | -37.15% | -27.45% |
Current DrawdownCurrent decline from peak | -39.78% | -20.67% | -19.11% |
Average DrawdownAverage peak-to-trough decline | -17.48% | -21.78% | +4.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.23% | 15.95% | -3.72% |
Volatility
WEX vs. MSFT - Volatility Comparison
WEX Inc. (WEX) has a higher volatility of 11.18% compared to Microsoft Corporation (MSFT) at 9.95%. This indicates that WEX'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.
Loading charts...
Volatility by Period
| WEX | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.18% | 9.95% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 32.02% | 22.34% | +9.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.59% | 25.12% | +12.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.61% | 26.63% | +9.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.08% | 27.04% | +13.04% |
Dividends
WEX vs. MSFT - Dividend Comparison
WEX has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.83% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
WEX WEX 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
WEX vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between WEX 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
WEX vs. MSFT - Profitability Comparison
WEX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, WEX Inc. reported a gross profit of 0.00 and revenue of 673.80M. 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%.
WEX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, WEX Inc. reported an operating income of 158.20M and revenue of 673.80M, resulting in an operating margin of 23.5%.
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%.
WEX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, WEX Inc. reported a net income of 77.70M and revenue of 673.80M, resulting in a net margin of 11.5%.
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
WEX and MSFT have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WEX has higher volatility (11.18%) compared to MSFT (9.95%). In terms of maximum drawdown, WEX dropped -78.96% vs MSFT's -69.38%.
WEX currently has the higher Sharpe Ratio (0.18 vs -0.28), 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.
Find the right allocation for WEX and MSFT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer