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^NDX vs. MSFT
Performance
Return for Risk
Drawdowns
Volatility

Performance

^NDX vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 Index (^NDX) 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, ^NDX achieves a 17.37% return, which is significantly higher than MSFT's -18.85% return. Over the past 10 years, ^NDX has underperformed MSFT with an annualized return of 20.95%, while MSFT has yielded a comparatively higher 24.39% annualized return.


^NDX

1D
0.64%
1M
0.19%
YTD
17.37%
6M
17.62%
1Y
37.01%
3Y*
25.76%
5Y*
16.18%
10Y*
20.95%

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)

^NDX vs. MSFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^NDX
NASDAQ 100 Index
17.37%20.17%24.88%53.81%-32.97%26.63%47.58%37.96%-1.04%31.52%
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 ^NDX and MSFT is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

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

0.78

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

0.80

Correlation (All Time)
Calculated using the full available price history since Mar 13, 1986

0.72

Over the past year, the correlation between ^NDX and MSFT has dropped to 0.49 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

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Return for Risk

^NDX vs. MSFT — Risk / Return Rank

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

^NDX
^NDX Risk / Return Rank: 7979
Overall Rank
^NDX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 7979
Sortino Ratio Rank
^NDX Omega Ratio Rank: 8181
Omega Ratio Rank
^NDX Calmar Ratio Rank: 7878
Calmar Ratio Rank
^NDX Martin Ratio Rank: 7676
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.

^NDX vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Index (^NDX) 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.


^NDXMSFTDifference
Sharpe ratioReturn per unit of total volatility

+2.75

Sortino ratioReturn per unit of downside risk

+3.52

Omega ratioGain probability vs. loss probability

1.36

0.89

+0.47

Calmar ratioReturn relative to maximum drawdown

2.92

-0.53

+3.45

Martin ratioReturn relative to average drawdown

10.85

-1.08

+11.93

^NDX vs. MSFT - Sharpe Ratio Comparison

The current ^NDX Sharpe Ratio is 2.05, which is higher than the MSFT Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of ^NDX 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

^NDX vs. MSFT - Drawdown Comparison

The maximum ^NDX drawdown since its inception was -82.90%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for ^NDX and MSFT.


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Drawdown Indicators


^NDXMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-82.90%

-69.38%

-13.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-33.91%

+21.79%

Max Drawdown (3Y)

Largest decline over 3 years

-22.93%

-33.91%

+10.98%

Max Drawdown (5Y)

Largest decline over 5 years

-35.56%

-37.15%

+1.59%

Max Drawdown (10Y)

Largest decline over 10 years

-35.56%

-37.15%

+1.59%

Current Drawdown

Current decline from peak

-3.34%

-27.46%

+24.12%

Average Drawdown

Average peak-to-trough decline

-24.61%

-21.78%

-2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

16.48%

-13.22%

Volatility

^NDX vs. MSFT - Volatility Comparison

The current volatility for NASDAQ 100 Index (^NDX) is 7.51%, while Microsoft Corporation (MSFT) has a volatility of 10.52%. This indicates that ^NDX 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


^NDXMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.51%

10.52%

-3.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.84%

22.31%

-8.47%

Volatility (1Y)

Calculated over the trailing 1-year period

17.29%

25.42%

-8.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.76%

26.66%

-3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.61%

27.06%

-4.45%

Frequently Asked Questions


^NDX and MSFT have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSFT has higher volatility (10.52%) compared to ^NDX (7.51%). In terms of maximum drawdown, ^NDX dropped -82.90% vs MSFT's -69.38%.

^NDX currently has the higher Sharpe Ratio (2.05 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

Find the right allocation for ^NDX 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.

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