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Correlation Analysis

Microsoft Corp vs Principal Financial Group, Inc.

MSFT vs PFG

+0.440

Moderate positive

When one moves up, the other tends to follow.

MSFT logo

Microsoft Corp

MSFT

Microsoft develops and licenses consumer and enterprise software. It is known for its Windows operating systems and Office productivity suite. The company is organized into three equally sized broad segments: productivity and business processes (legacy Microsoft Office, cloud-based Office 365, Exchange, SharePoint, Skype, LinkedIn, Dynamics), intelligence cloud (infrastructure- and platform-as-a-service offerings Azure, Windows Server OS, SQL Server), and more personal computing (Windows Client, Xbox, Bing search, display advertising, and Surface laptops, tablets, and desktops).

Market cap 2.8T

PFG logo

Principal Financial Group, Inc.

PFG

Principal Financial Group Inc is a financial services provider. It offers various financial products and services including retirement, asset management, and workplace benefits and protection solutions to individuals and institutional clients. The company, along with its subsidiaries, operates in the following reportable segments; Retirement and Income Solutions, Principal Asset Management, and Benefits and Protection. Maximum revenue is generated from the Retirement and Income Solutions segment which provides workplace savings and retirement solutions, banking, trust and custodial services, individual variable annuities (including RILAs), pension risk transfer, and investment services to businesses, their employees, and other individuals.

Market cap 19.8B · 19,700 employees

Apr 9, 2021 — Apr 7, 2026Daily1,254 observationsStockStockTechnology

Time Series

Rebased to 100

Green: MSFTGray: PFG36 of 1,254 points (sampled)

Who Moves First

MSFT leads PFG by 6 days

MSFT tends to move before PFG.

Best correlation after shifting: +0.451 (13 shifts scanned)

Do They Crash Together?

Correlation by Market Regime

How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.

Both Rising

-0.266

14 periods · Return correlation when both series rose

Both Falling

+0.230

6 periods · Return correlation when both series fell

Diverging

-0.550

15 periods · Return correlation when series moved apart

R-Squared

19.4%

Share of variance in one series explained by the other.

Trend Agreement

58.3%

How often both series moved in the same direction period-to-period.

Overlap Quality

1,254

Deep shared window — 1,254 usable pairs.

Significance

p < 0.001

95% CI: [0.395, 0.484]

Scatter

XY Regression

208.6250300350400450500549.359.48606570758085909595.48Microsoft CorpPrincipal Financial Group, Inc.Data pointsFit (r = 0.44)

Pipeline

Data quality details

Pipeline Summary

1,254 paired observations survived the daily window.

Raw input

1,254

1,254

Normalized

1,254

1,254

Prepared

1,254

1,254

Aligned

1,254

1,254

Invalid removed

0

A: 0 / B: 0

Duplicates removed

0

A: 0 / B: 0

Alignment drops

0

A: 0 / B: 0

Series A

MSFT logo

Microsoft Corp

MSFT

Market cap 2.8T

Stock · 1,254 raw → 1,254 prepared

Series B

PFG logo

Principal Financial Group, Inc.

PFG

Market cap 19.8B · 19,700 employees

Stock · 1,254 raw → 1,254 prepared

Sign agreement

100.0%

How often both values share the same sign.

Zero crossings

3

Estimated crossover points between normalized spreads.

Slope

0.0426

Linear regression slope.

Intercept

62.1666

Linear regression intercept.

Related Extremes

Highest and Lowest Correlated

Saved 3 hours ago · ID: stock-msft-vs-stock-pfg-daily-20260408-j4j2hn