CLOU vs. MSFT
Compare and contrast key facts about Global X Cloud Computing ETF (CLOU) and Microsoft Corporation (MSFT).
CLOU is a passively managed fund by Global X that tracks the performance of the Indxx Global Cloud Computing Index. It was launched on Apr 12, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CLOU or MSFT.
Key characteristics
| CLOU | MSFT | |
|---|---|---|
| YTD Return | 3.62% | 13.11% |
| 1Y Return | 24.30% | 16.23% |
| 3Y Return (Ann) | -8.18% | 8.86% |
| 5Y Return (Ann) | 10.19% | 24.59% |
| Sharpe Ratio | 1.14 | 0.78 |
| Sortino Ratio | 1.61 | 1.12 |
| Omega Ratio | 1.21 | 1.15 |
| Calmar Ratio | 0.57 | 0.99 |
| Martin Ratio | 1.99 | 2.42 |
| Ulcer Index | 11.85% | 6.32% |
| Daily Std Dev | 20.70% | 19.59% |
| Max Drawdown | -52.92% | -69.41% |
| Current Drawdown | -24.33% | -9.36% |
Correlation
The correlation between CLOU and MSFT is 0.67, 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.
Performance
CLOU vs. MSFT - Performance Comparison
In the year-to-date period, CLOU achieves a 3.62% return, which is significantly lower than MSFT's 13.11% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CLOU vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Cloud Computing ETF (CLOU) 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
CLOU vs. MSFT - Dividend Comparison
CLOU has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.71%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLOU Global X Cloud Computing ETF | 0.00% | 0.00% | 0.00% | 1.76% | 0.00% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
CLOU vs. MSFT - Drawdown Comparison
The maximum CLOU drawdown since its inception was -52.92%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for CLOU and MSFT. For additional features, visit the drawdowns tool.
Volatility
CLOU vs. MSFT - Volatility Comparison
The current volatility for Global X Cloud Computing ETF (CLOU) is 5.36%, while Microsoft Corporation (MSFT) has a volatility of 7.76%. This indicates that CLOU 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.