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XPEL vs. MSFT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

XPEL vs. MSFT - Performance Comparison

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

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Returns By Period

In the year-to-date period, XPEL achieves a -9.58% return, which is significantly higher than MSFT's -18.85% return. Over the past 10 years, XPEL has outperformed MSFT with an annualized return of 47.20%, while MSFT has yielded a comparatively lower 24.39% annualized return.


XPEL

1D
-1.85%
1M
6.19%
YTD
-9.58%
6M
-10.65%
1Y
24.60%
3Y*
-16.42%
5Y*
-12.94%
10Y*
47.20%

MSFT

1D
0.10%
1M
-4.36%
YTD
-18.85%
6M
-17.98%
1Y
-17.07%
3Y*
6.16%
5Y*
9.56%
10Y*
24.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPEL vs. MSFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XPEL
XPEL, Inc.
-9.58%24.96%-25.83%-10.34%-12.04%32.43%251.95%140.10%335.82%0.00%
MSFT
Microsoft Corporation
-18.85%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%40.73%

Correlation

The correlation between XPEL 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

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2007

0.11

The correlation between XPEL and MSFT shifts across timeframes, from -0.03 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

XPEL:

$1.25B

MSFT:

$2.91T

EPS

XPEL:

$1.91

MSFT:

$16.79

PE Ratio

XPEL:

23.57

MSFT:

23.27

PEG Ratio

XPEL:

1.64

MSFT:

1.63

PS Ratio

XPEL:

2.55

MSFT:

9.16

PB Ratio

XPEL:

4.27

MSFT:

7.02

Total Revenue (TTM)

XPEL:

$489.75M

MSFT:

$318.27B

Gross Profit (TTM)

XPEL:

$208.35M

MSFT:

$217.41B

EBITDA (TTM)

XPEL:

$78.35M

MSFT:

$200.96B

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Return for Risk

XPEL vs. MSFT — Risk / Return Rank

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

XPEL
XPEL Risk / Return Rank: 5858
Overall Rank
XPEL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XPEL Sortino Ratio Rank: 5757
Sortino Ratio Rank
XPEL Omega Ratio Rank: 5656
Omega Ratio Rank
XPEL Calmar Ratio Rank: 5858
Calmar Ratio Rank
XPEL Martin Ratio Rank: 5959
Martin Ratio Rank

MSFT
MSFT Risk / Return Rank: 1717
Overall Rank
MSFT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 1515
Sortino Ratio Rank
MSFT Omega Ratio Rank: 1414
Omega Ratio Rank
MSFT Calmar Ratio Rank: 2424
Calmar Ratio Rank
MSFT Martin Ratio Rank: 2020
Martin Ratio Rank
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.

XPEL vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XPEL, Inc. (XPEL) 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.


XPELMSFTDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.13

0.89

+0.24

Calmar ratioReturn relative to maximum drawdown

0.69

-0.53

+1.22

Martin ratioReturn relative to average drawdown

1.62

-1.08

+2.70

XPEL vs. MSFT - Sharpe Ratio Comparison

The current XPEL Sharpe Ratio is 0.54, which is higher than the MSFT Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of XPEL and MSFT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XPEL vs. MSFT - Drawdown Comparison

The maximum XPEL drawdown since its inception was -99.44%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for XPEL and MSFT.


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Drawdown Indicators


XPELMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-99.44%

-69.38%

-30.06%

Max Drawdown (1Y)

Largest decline over 1 year

-31.79%

-33.91%

+2.12%

Max Drawdown (3Y)

Largest decline over 3 years

-71.47%

-33.91%

-37.56%

Max Drawdown (5Y)

Largest decline over 5 years

-75.62%

-37.15%

-38.47%

Max Drawdown (10Y)

Largest decline over 10 years

-75.62%

-37.15%

-38.47%

Current Drawdown

Current decline from peak

-55.49%

-27.46%

-28.03%

Average Drawdown

Average peak-to-trough decline

-52.41%

-21.78%

-30.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.55%

16.48%

-2.93%

Volatility

XPEL vs. MSFT - Volatility Comparison

XPEL, Inc. (XPEL) has a higher volatility of 11.25% compared to Microsoft Corporation (MSFT) at 10.52%. This indicates that XPEL'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


XPELMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.25%

10.52%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

29.52%

22.31%

+7.21%

Volatility (1Y)

Calculated over the trailing 1-year period

40.53%

25.42%

+15.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.79%

26.66%

+28.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.67%

27.06%

+36.61%

Dividends

XPEL vs. MSFT - Dividend Comparison

XPEL has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.91%.


PositionTTM20252024202320222021202020192018201720162015
MSFT
Microsoft Corporation
0.91%0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%
XPEL
XPEL, 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

XPEL vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between XPEL, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B20222023202420252026
117.35M
82.89B
(XPEL) Total Revenue
(MSFT) Total Revenue
Values in USD except per share items

XPEL vs. MSFT - Profitability Comparison

The chart below illustrates the profitability comparison between XPEL, Inc. and Microsoft Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%20222023202420252026
43.7%
67.6%
Portfolio components
XPEL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, XPEL, Inc. reported a gross profit of 51.23M and revenue of 117.35M. Therefore, the gross margin over that period was 43.7%.

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%.

XPEL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, XPEL, Inc. reported an operating income of 13.01M and revenue of 117.35M, resulting in an operating margin of 11.1%.

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%.

XPEL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, XPEL, Inc. reported a net income of 10.35M and revenue of 117.35M, resulting in a net margin of 8.8%.

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


XPEL 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.

XPEL has higher volatility (11.25%) compared to MSFT (10.52%). In terms of maximum drawdown, XPEL dropped -99.44% vs MSFT's -69.38%.

XPEL currently has the higher Sharpe Ratio (0.54 vs -0.70), 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.

Portfolio Optimizer

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