BKCH vs. MSFT
Compare and contrast key facts about Global X Blockchain ETF (BKCH) and Microsoft Corporation (MSFT).
BKCH is an actively managed fund by Global X. It was launched on Jul 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BKCH or MSFT.
Performance
BKCH vs. MSFT - Performance Comparison
Returns By Period
In the year-to-date period, BKCH achieves a 41.57% return, which is significantly higher than MSFT's 10.62% return.
BKCH
41.57%
18.54%
49.12%
140.95%
N/A
N/A
MSFT
10.62%
-3.23%
-2.94%
10.09%
23.67%
26.08%
Key characteristics
| BKCH | MSFT | |
|---|---|---|
| Sharpe Ratio | 1.83 | 0.59 |
| Sortino Ratio | 2.53 | 0.88 |
| Omega Ratio | 1.29 | 1.12 |
| Calmar Ratio | 1.83 | 0.74 |
| Martin Ratio | 6.68 | 1.76 |
| Ulcer Index | 22.32% | 6.55% |
| Daily Std Dev | 81.61% | 19.50% |
| Max Drawdown | -91.80% | -69.39% |
| Current Drawdown | -55.07% | -11.36% |
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Correlation
The correlation between BKCH and MSFT is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
BKCH vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Blockchain ETF (BKCH) 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.
Dividends
BKCH vs. MSFT - Dividend Comparison
BKCH's dividend yield for the trailing twelve months is around 1.58%, more than MSFT's 0.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKCH Global X Blockchain ETF | 1.58% | 2.33% | 1.30% | 4.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.75% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
BKCH vs. MSFT - Drawdown Comparison
The maximum BKCH drawdown since its inception was -91.80%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for BKCH and MSFT. For additional features, visit the drawdowns tool.
Volatility
BKCH vs. MSFT - Volatility Comparison
Global X Blockchain ETF (BKCH) has a higher volatility of 30.62% compared to Microsoft Corporation (MSFT) at 8.00%. This indicates that BKCH'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.