AGG vs. MSFT
AGG (iShares Core U.S. Aggregate Bond ETF) is Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index, while MSFT (Microsoft Corporation) is a stock. Over the past 10 years, AGG returned 1.52%/yr vs 24.64%/yr for MSFT. At a correlation of -0.07, they often move in opposite directions.
Performance
AGG vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, AGG achieves a -0.08% return, which is significantly higher than MSFT's -14.48% return. Over the past 10 years, AGG has underperformed MSFT with an annualized return of 1.52%, while MSFT has yielded a comparatively higher 24.64% annualized return.
AGG
- 1D
- 0.00%
- 1M
- -0.69%
- YTD
- -0.08%
- 6M
- 0.26%
- 1Y
- 4.97%
- 3Y*
- 3.88%
- 5Y*
- -0.03%
- 10Y*
- 1.52%
MSFT
- 1D
- -1.18%
- 1M
- -0.60%
- YTD
- -14.48%
- 6M
- -15.77%
- 1Y
- -11.77%
- 3Y*
- 8.85%
- 5Y*
- 11.09%
- 10Y*
- 24.64%
AGG vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | -0.08% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
MSFT Microsoft Corporation | -14.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between AGG and MSFT is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2003 | -0.07 |
The correlation between AGG and MSFT shifts across timeframes, from -0.07 (all time) to 0.12 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AGG vs. MSFT — Risk / Return Rank
AGG
MSFT
AGG vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. Aggregate Bond ETF (AGG) 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.
| AGG | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.78 | ||
| Sortino ratioReturn per unit of downside risk | +2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.94 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | -0.35 | +2.15 |
| Martin ratioReturn relative to average drawdown | 5.44 | -0.73 | +6.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGG | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | -0.47 | +1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.42 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.91 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.74 | -0.15 |
Drawdowns
AGG vs. MSFT - Drawdown Comparison
The maximum AGG drawdown since its inception was -18.43%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for AGG and MSFT.
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Drawdown Indicators
| AGG | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.43% | -69.38% | +50.95% |
Max Drawdown (1Y)Largest decline over 1 year | -2.76% | -33.91% | +31.15% |
Max Drawdown (3Y)Largest decline over 3 years | -6.11% | -33.91% | +27.80% |
Max Drawdown (5Y)Largest decline over 5 years | -17.82% | -37.15% | +19.33% |
Max Drawdown (10Y)Largest decline over 10 years | -18.43% | -37.15% | +18.72% |
Current DrawdownCurrent decline from peak | -2.47% | -23.56% | +21.09% |
Average DrawdownAverage peak-to-trough decline | -2.71% | -21.78% | +19.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 16.13% | -15.21% |
Volatility
AGG vs. MSFT - Volatility Comparison
The current volatility for iShares Core U.S. Aggregate Bond ETF (AGG) is 1.29%, while Microsoft Corporation (MSFT) has a volatility of 10.25%. This indicates that AGG 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
| AGG | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 10.25% | -8.96% |
Volatility (6M)Calculated over the trailing 6-month period | 2.77% | 22.36% | -19.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.80% | 25.31% | -21.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.09% | 26.64% | -20.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.41% | 27.06% | -21.65% |
Dividends
AGG vs. MSFT - Dividend Comparison
AGG's dividend yield for the trailing twelve months is around 4.00%, more than MSFT's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 4.00% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
MSFT Microsoft Corporation | 0.86% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Frequently Asked Questions
AGG and MSFT have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.25%) compared to AGG (1.29%). In terms of maximum drawdown, AGG dropped -18.43% vs MSFT's -69.38%.
AGG currently has the higher Sharpe Ratio (1.32 vs -0.47), 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.
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