CICHF vs. MSFT
CICHF (China Construction Bank Corporation) and MSFT (Microsoft Corporation) are both stocks. CICHF operates in Banks - Diversified (Financial Services), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, CICHF returned 22.00%/yr vs 25.03%/yr for MSFT. At a 0.11 correlation, their price movements are largely independent.
Performance
CICHF vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, CICHF achieves a 4.27% return, which is significantly higher than MSFT's -11.24% return. Over the past 10 years, CICHF has underperformed MSFT with an annualized return of 22.00%, while MSFT has yielded a comparatively higher 25.03% annualized return.
CICHF
- 1D
- -5.44%
- 1M
- -14.50%
- YTD
- 4.27%
- 6M
- -3.21%
- 1Y
- 9.01%
- 3Y*
- 27.15%
- 5Y*
- 12.46%
- 10Y*
- 22.00%
MSFT
- 1D
- -3.17%
- 1M
- 3.54%
- YTD
- -11.24%
- 6M
- -10.15%
- 1Y
- -6.96%
- 3Y*
- 9.26%
- 5Y*
- 12.17%
- 10Y*
- 25.03%
CICHF vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CICHF China Construction Bank Corporation | 4.27% | 22.19% | 58.20% | -0.14% | -8.94% | 4.95% | -12.31% | 11.35% | -10.33% | 105.09% |
MSFT Microsoft Corporation | -11.24% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between CICHF and MSFT is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2006 | 0.11 |
Fundamentals
CICHF:
$34.23B
MSFT:
$3.18T
CICHF:
$3.88
MSFT:
$16.79
CICHF:
0.26
MSFT:
25.45
CICHF:
0.09
MSFT:
1.78
CICHF:
0.08
MSFT:
10.01
CICHF:
0.01
MSFT:
7.68
CICHF:
$1.14T
MSFT:
$318.27B
CICHF:
$701.45B
MSFT:
$217.41B
CICHF:
$397.42B
MSFT:
$200.96B
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Return for Risk
CICHF vs. MSFT — Risk / Return Rank
CICHF
MSFT
CICHF vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for China Construction Bank Corporation (CICHF) 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.
| CICHF | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.97 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | -0.21 | +0.68 |
| Martin ratioReturn relative to average drawdown | 0.90 | -0.44 | +1.34 |
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
| CICHF | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | -0.28 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.46 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.93 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.75 | -0.41 |
Drawdowns
CICHF vs. MSFT - Drawdown Comparison
The maximum CICHF drawdown since its inception was -72.65%, roughly equal to the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for CICHF and MSFT.
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Drawdown Indicators
| CICHF | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.65% | -69.38% | -3.27% |
Max Drawdown (1Y)Largest decline over 1 year | -19.11% | -33.91% | +14.80% |
Max Drawdown (3Y)Largest decline over 3 years | -19.11% | -33.91% | +14.80% |
Max Drawdown (5Y)Largest decline over 5 years | -31.97% | -37.15% | +5.18% |
Max Drawdown (10Y)Largest decline over 10 years | -45.43% | -37.15% | -8.28% |
Current DrawdownCurrent decline from peak | -14.50% | -20.67% | +6.17% |
Average DrawdownAverage peak-to-trough decline | -22.85% | -21.78% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.04% | 15.95% | -5.91% |
Volatility
CICHF vs. MSFT - Volatility Comparison
China Construction Bank Corporation (CICHF) has a higher volatility of 33.27% compared to Microsoft Corporation (MSFT) at 9.95%. This indicates that CICHF'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
| CICHF | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.27% | 9.95% | +23.32% |
Volatility (6M)Calculated over the trailing 6-month period | 53.15% | 22.34% | +30.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.45% | 25.12% | +45.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.01% | 26.63% | +22.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.16% | 27.04% | +30.12% |
Dividends
CICHF vs. MSFT - Dividend Comparison
CICHF has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CICHF China Construction Bank Corporation | 0.00% | 5.69% | 6.51% | 9.14% | 0.00% | 7.05% | 6.25% | 5.17% | 0.00% | 34.73% | 43.08% | 55.64% |
MSFT Microsoft Corporation | 0.83% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Financials
CICHF vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between China Construction Bank Corporation and Microsoft Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
CICHF vs. MSFT - Profitability Comparison
CICHF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, China Construction Bank Corporation reported a gross profit of 151.30B and revenue of 345.57B. Therefore, the gross margin over that period was 43.8%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.
CICHF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, China Construction Bank Corporation reported an operating income of 98.25B and revenue of 345.57B, resulting in an operating margin of 28.4%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
CICHF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, China Construction Bank Corporation reported a net income of 85.47B and revenue of 345.57B, resulting in a net margin of 24.7%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.
Frequently Asked Questions
CICHF and MSFT have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CICHF has higher volatility (33.27%) compared to MSFT (9.95%). In terms of maximum drawdown, CICHF dropped -72.65% vs MSFT's -69.38%.
CICHF currently has the higher Sharpe Ratio (0.13 vs -0.28), 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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