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ADA-USD vs. MSFT
Performance
Return for Risk
Drawdowns
Volatility

Performance

ADA-USD vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cardano (ADA-USD) 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, ADA-USD achieves a -48.46% return, which is significantly lower than MSFT's -18.85% return.


ADA-USD

1D
0.57%
1M
-36.57%
YTD
-48.46%
6M
-58.23%
1Y
-73.29%
3Y*
-13.30%
5Y*
-35.83%
10Y*

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)

ADA-USD vs. MSFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADA-USD
Cardano
-48.46%-60.53%42.06%141.64%-81.22%621.17%452.29%-20.01%-94.29%2,760.49%
MSFT
Microsoft Corporation
-18.85%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%1.67%

Correlation

The correlation between ADA-USD and MSFT is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.14

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

0.22

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.16

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Return for Risk

ADA-USD vs. MSFT — Risk / Return Rank

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

ADA-USD
ADA-USD Risk / Return Rank: 2323
Overall Rank
ADA-USD Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ADA-USD Sortino Ratio Rank: 1717
Sortino Ratio Rank
ADA-USD Omega Ratio Rank: 2525
Omega Ratio Rank
ADA-USD Calmar Ratio Rank: 3434
Calmar Ratio Rank
ADA-USD Martin Ratio Rank: 2525
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.

ADA-USD vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cardano (ADA-USD) 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.


ADA-USDMSFTDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.98

Omega ratioGain probability vs. loss probability

0.83

0.89

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.88

-0.53

-0.35

Martin ratioReturn relative to average drawdown

-1.36

-1.08

-0.28

ADA-USD vs. MSFT - Sharpe Ratio Comparison

The current ADA-USD Sharpe Ratio is -0.95, which is lower than the MSFT Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of ADA-USD 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

ADA-USD vs. MSFT - Drawdown Comparison

The maximum ADA-USD drawdown since its inception was -97.85%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for ADA-USD and MSFT.


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Drawdown Indicators


ADA-USDMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-97.85%

-69.38%

-28.47%

Max Drawdown (1Y)

Largest decline over 1 year

-83.69%

-33.91%

-49.78%

Max Drawdown (3Y)

Largest decline over 3 years

-87.24%

-33.91%

-53.33%

Max Drawdown (5Y)

Largest decline over 5 years

-94.72%

-37.15%

-57.57%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

Current Drawdown

Current decline from peak

-94.22%

-27.46%

-66.76%

Average Drawdown

Average peak-to-trough decline

-77.55%

-21.78%

-55.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.12%

16.48%

+44.64%

Volatility

ADA-USD vs. MSFT - Volatility Comparison

Cardano (ADA-USD) has a higher volatility of 22.15% compared to Microsoft Corporation (MSFT) at 10.52%. This indicates that ADA-USD'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


ADA-USDMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.15%

10.52%

+11.63%

Volatility (6M)

Calculated over the trailing 6-month period

52.67%

22.31%

+30.36%

Volatility (1Y)

Calculated over the trailing 1-year period

64.06%

25.42%

+38.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.90%

26.66%

+48.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

103.19%

27.06%

+76.13%

Frequently Asked Questions


ADA-USD and MSFT have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADA-USD has higher volatility (22.15%) compared to MSFT (10.52%). In terms of maximum drawdown, ADA-USD dropped -97.85% vs MSFT's -69.38%.

MSFT currently has the higher Sharpe Ratio (-0.70 vs -0.95), 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 ADA-USD 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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