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 1.42%/yr vs 23.18%/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 0.03% return, which is significantly higher than MSFT's -16.45% return. Over the past 10 years, AGG has underperformed MSFT with an annualized return of 1.42%, while MSFT has yielded a comparatively higher 23.18% annualized return.
AGG
- 1D
- -0.25%
- 1M
- -0.63%
- 6M
- -0.14%
- YTD
- 0.03%
- 1Y
- 3.86%
- 3Y*
- 3.82%
- 5Y*
- -0.20%
- 10Y*
- 1.42%
- ALL TIME*
- 3.06%
MSFT
- 1D
- 2.15%
- 1M
- 6.03%
- 6M
- -12.13%
- YTD
- -16.45%
- 1Y
- -20.50%
- 3Y*
- 6.20%
- 5Y*
- 8.30%
- 10Y*
- 23.18%
- ALL TIME*
- 24.73%
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 | 0.03% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
MSFT Microsoft Corporation | -16.45% | 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 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2003 | -0.07 |
The correlation between AGG and MSFT shifts across timeframes, from -0.07 (all time) to 0.11 (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.
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.
| AGG | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.77 | ||
| Sortino ratioReturn per unit of downside risk | +2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.88 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | -0.60 | +2.00 |
| Martin ratioReturn relative to average drawdown | 3.83 | -1.10 | +4.92 |
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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% | -34.50% | +31.74% |
Max Drawdown (3Y)Largest decline over 3 years | -5.71% | -34.50% | +28.79% |
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 | -2.36% | -25.32% | +22.96% |
Average DrawdownAverage peak-to-trough decline | -2.70% | -21.80% | +19.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 18.74% | -17.73% |
Volatility
AGG vs. MSFT - Volatility Comparison
The current volatility for iShares Core U.S. Aggregate Bond ETF (AGG) is 1.12%, 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 | 1.12% | 10.25% | -9.13% |
Volatility (6M)Calculated over the trailing 6-month period | 2.95% | 24.51% | -21.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.80% | 27.52% | -23.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.10% | 27.07% | -20.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.41% | 27.15% | -21.74% |
Dividends
AGG vs. MSFT - Dividend Comparison
AGG's dividend yield for the trailing twelve months is around 4.02%, more than MSFT's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 4.02% | 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 | 0.88% | 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 0.04, 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 (1.12%). In terms of maximum drawdown, AGG dropped -18.43% vs MSFT's -69.38%.
AGG currently has the higher Sharpe Ratio (1.02 vs -0.75), 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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