ESPO vs. MSFT
Compare and contrast key facts about VanEck Vectors Video Gaming and eSports ETF (ESPO) and Microsoft Corporation (MSFT).
ESPO is a passively managed fund by VanEck that tracks the performance of the MVIS Global Video Gaming and eSports Index. It was launched on Oct 16, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESPO or MSFT.
Performance
ESPO vs. MSFT - Performance Comparison
Returns By Period
In the year-to-date period, ESPO achieves a 39.19% return, which is significantly higher than MSFT's 10.96% return.
ESPO
39.19%
7.14%
18.59%
44.56%
18.51%
N/A
MSFT
10.96%
-0.27%
-1.06%
10.93%
23.75%
25.82%
Key characteristics
| ESPO | MSFT | |
|---|---|---|
| Sharpe Ratio | 2.07 | 0.65 |
| Sortino Ratio | 3.00 | 0.96 |
| Omega Ratio | 1.35 | 1.13 |
| Calmar Ratio | 1.45 | 0.83 |
| Martin Ratio | 12.70 | 2.01 |
| Ulcer Index | 3.44% | 6.40% |
| Daily Std Dev | 21.16% | 19.77% |
| Max Drawdown | -50.99% | -69.41% |
| Current Drawdown | -2.36% | -11.08% |
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Correlation
The correlation between ESPO and MSFT is 0.62, 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
ESPO vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) 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
ESPO vs. MSFT - Dividend Comparison
ESPO's dividend yield for the trailing twelve months is around 0.69%, more than MSFT's 0.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESPO VanEck Vectors Video Gaming and eSports ETF | 0.69% | 0.96% | 0.91% | 3.37% | 0.12% | 0.22% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.54% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
ESPO vs. MSFT - Drawdown Comparison
The maximum ESPO drawdown since its inception was -50.99%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for ESPO and MSFT. For additional features, visit the drawdowns tool.
Volatility
ESPO vs. MSFT - Volatility Comparison
The current volatility for VanEck Vectors Video Gaming and eSports ETF (ESPO) is 7.54%, while Microsoft Corporation (MSFT) has a volatility of 8.28%. This indicates that ESPO 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.