FB vs. MSFT
FB (ProShares S&P 500 Dynamic Daily Buffer ETF) is Defined Outcome fund tracking the S&P 500, while MSFT (Microsoft Corporation) is a stock. Over the past year, FB returned 11.37% vs -24.19% for MSFT. At a 0.35 correlation, their price movements are largely independent.
Performance
FB vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, FB achieves a 5.25% return, which is significantly higher than MSFT's -22.54% return.
FB
- 1D
- -0.21%
- 1M
- -0.73%
- YTD
- 5.25%
- 6M
- 5.14%
- 1Y
- 11.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSFT
- 1D
- 5.71%
- 1M
- -12.65%
- YTD
- -22.54%
- 6M
- -23.19%
- 1Y
- -24.19%
- 3Y*
- 4.50%
- 5Y*
- 7.96%
- 10Y*
- 23.91%
FB vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FB ProShares S&P 500 Dynamic Daily Buffer ETF | 5.25% | 6.10% |
MSFT Microsoft Corporation | -22.54% | -1.41% |
Correlation
The correlation between FB and MSFT is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.35 |
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Return for Risk
FB vs. MSFT — Risk / Return Rank
FB
MSFT
FB vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Dynamic Daily Buffer ETF (FB) 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.
| FB | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.40 | ||
| Sortino ratioReturn per unit of downside risk | +4.95 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 0.85 | +0.70 |
| Calmar ratioReturn relative to maximum drawdown | 7.04 | -0.71 | +7.75 |
| Martin ratioReturn relative to average drawdown | 25.23 | -1.40 | +26.63 |
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Drawdowns
FB vs. MSFT - Drawdown Comparison
The maximum FB drawdown since its inception was -1.76%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for FB and MSFT.
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Drawdown Indicators
| FB | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.76% | -69.38% | +67.62% |
Max Drawdown (1Y)Largest decline over 1 year | -1.76% | -34.50% | +32.74% |
Max Drawdown (3Y)Largest decline over 3 years | — | -34.50% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.15% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -0.89% | -30.76% | +29.87% |
Average DrawdownAverage peak-to-trough decline | -0.33% | -21.79% | +21.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.49% | 17.44% | -16.95% |
Volatility
FB vs. MSFT - Volatility Comparison
The current volatility for ProShares S&P 500 Dynamic Daily Buffer ETF (FB) is 2.11%, while Microsoft Corporation (MSFT) has a volatility of 13.41%. This indicates that FB 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
| FB | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.11% | 13.41% | -11.30% |
Volatility (6M)Calculated over the trailing 6-month period | 3.56% | 23.97% | -20.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.00% | 26.88% | -21.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.00% | 26.96% | -21.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.00% | 27.15% | -22.15% |
Dividends
FB vs. MSFT - Dividend Comparison
FB's dividend yield for the trailing twelve months is around 2.02%, more than MSFT's 0.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FB ProShares S&P 500 Dynamic Daily Buffer ETF | 2.02% | 0.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.95% | 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
FB and MSFT have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (13.41%) compared to FB (2.11%). In terms of maximum drawdown, FB dropped -1.76% vs MSFT's -69.38%.
FB currently has the higher Sharpe Ratio (2.49 vs -0.91), 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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