PortfoliosLab logoPortfoliosLab logo
^NDXT vs. MSFT
Performance
Return for Risk
Drawdowns
Volatility

Performance

^NDXT vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 Technology Sector Index (^NDXT) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ^NDXT achieves a 40.30% return, which is significantly higher than MSFT's -26.72% return. Both investments have delivered pretty close results over the past 10 years, with ^NDXT having a 23.05% annualized return and MSFT not far ahead at 23.48%.


^NDXT

1D
1.70%
1M
2.79%
YTD
40.30%
6M
37.42%
1Y
53.65%
3Y*
31.58%
5Y*
15.71%
10Y*
23.05%

MSFT

1D
-3.46%
1M
-15.19%
YTD
-26.72%
6M
-27.38%
1Y
-27.75%
3Y*
3.20%
5Y*
6.77%
10Y*
23.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^NDXT vs. MSFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^NDXT
NASDAQ 100 Technology Sector Index
40.30%22.46%7.13%66.70%-39.93%26.98%38.17%47.28%-5.49%36.68%
MSFT
Microsoft Corporation
-26.72%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%40.73%

Correlation

The correlation between ^NDXT and MSFT is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.57

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

0.69

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

0.71

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2006

0.68

Over the past year, the correlation between ^NDXT and MSFT has dropped to 0.38 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

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

^NDXT vs. MSFT — Risk / Return Rank

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

^NDXT
^NDXT Risk / Return Rank: 8484
Overall Rank
^NDXT Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
^NDXT Sortino Ratio Rank: 8181
Sortino Ratio Rank
^NDXT Omega Ratio Rank: 8282
Omega Ratio Rank
^NDXT Calmar Ratio Rank: 8888
Calmar Ratio Rank
^NDXT Martin Ratio Rank: 8484
Martin Ratio Rank

MSFT
MSFT Risk / Return Rank: 77
Overall Rank
MSFT Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 77
Sortino Ratio Rank
MSFT Omega Ratio Rank: 88
Omega Ratio Rank
MSFT Calmar Ratio Rank: 1212
Calmar Ratio Rank
MSFT Martin Ratio Rank: 55
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.

^NDXT vs. MSFT - Risk-Adjusted Trends Comparison

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


^NDXTMSFTDifference
Sharpe ratioReturn per unit of total volatility

+3.09

Sortino ratioReturn per unit of downside risk

+4.01

Omega ratioGain probability vs. loss probability

1.34

0.82

+0.52

Calmar ratioReturn relative to maximum drawdown

3.35

-0.81

+4.16

Martin ratioReturn relative to average drawdown

10.49

-1.60

+12.10

^NDXT vs. MSFT - Sharpe Ratio Comparison

The current ^NDXT Sharpe Ratio is 2.03, which is higher than the MSFT Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of ^NDXT 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.


Loading charts...

Drawdowns

^NDXT vs. MSFT - Drawdown Comparison

The maximum ^NDXT drawdown since its inception was -59.34%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for ^NDXT and MSFT.


Loading charts...

Drawdown Indicators


^NDXTMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-59.34%

-69.38%

+10.04%

Max Drawdown (1Y)

Largest decline over 1 year

-16.08%

-34.50%

+18.42%

Max Drawdown (3Y)

Largest decline over 3 years

-29.28%

-34.50%

+5.22%

Max Drawdown (5Y)

Largest decline over 5 years

-45.71%

-37.15%

-8.56%

Max Drawdown (10Y)

Largest decline over 10 years

-45.71%

-37.15%

-8.56%

Current Drawdown

Current decline from peak

-3.80%

-34.50%

+30.70%

Average Drawdown

Average peak-to-trough decline

-9.86%

-21.79%

+11.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.13%

17.34%

-12.21%

Volatility

^NDXT vs. MSFT - Volatility Comparison

NASDAQ 100 Technology Sector Index (^NDXT) has a higher volatility of 14.32% compared to Microsoft Corporation (MSFT) at 11.82%. This indicates that ^NDXT'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


^NDXTMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.32%

11.82%

+2.50%

Volatility (6M)

Calculated over the trailing 6-month period

22.25%

23.26%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

26.51%

26.24%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.17%

26.85%

+3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.11%

27.11%

+1.00%

Frequently Asked Questions


^NDXT and MSFT have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^NDXT has higher volatility (14.32%) compared to MSFT (11.82%). In terms of maximum drawdown, ^NDXT dropped -59.34% vs MSFT's -69.38%.

^NDXT currently has the higher Sharpe Ratio (2.03 vs -1.06), 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 ^NDXT 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