HBAR-USD vs. MSFT
HBAR-USD (HederaHashgraph) is a cryptocurrency, while MSFT (Microsoft Corporation) is a stock. Over the past 5 years, HBAR-USD returned -16.92%/yr vs 9.56%/yr for MSFT. At a 0.18 correlation, their price movements are largely independent.
Performance
HBAR-USD vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, HBAR-USD achieves a -26.14% return, which is significantly lower than MSFT's -18.85% return.
HBAR-USD
- 1D
- 0.30%
- 1M
- -17.44%
- YTD
- -26.14%
- 6M
- -36.26%
- 1Y
- -50.71%
- 3Y*
- 20.01%
- 5Y*
- -16.92%
- 10Y*
- —
MSFT
- 1D
- 0.10%
- 1M
- -4.36%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.07%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
HBAR-USD vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HBAR-USD HederaHashgraph | -26.14% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | 211.49% | -97.54% |
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 16.07% |
Correlation
The correlation between HBAR-USD and MSFT is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2019 | 0.18 |
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Return for Risk
HBAR-USD vs. MSFT — Risk / Return Rank
HBAR-USD
MSFT
HBAR-USD vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HederaHashgraph (HBAR-USD) 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.
| HBAR-USD | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.89 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | -0.53 | -0.17 |
| Martin ratioReturn relative to average drawdown | -0.98 | -1.08 | +0.10 |
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Drawdowns
HBAR-USD vs. MSFT - Drawdown Comparison
The maximum HBAR-USD drawdown since its inception was -97.58%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and MSFT.
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Drawdown Indicators
| HBAR-USD | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.58% | -69.38% | -28.20% |
Max Drawdown (1Y)Largest decline over 1 year | -73.39% | -33.91% | -39.48% |
Max Drawdown (3Y)Largest decline over 3 years | -79.29% | -33.91% | -45.38% |
Max Drawdown (5Y)Largest decline over 5 years | -92.79% | -37.15% | -55.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -84.50% | -27.46% | -57.04% |
Average DrawdownAverage peak-to-trough decline | -74.51% | -21.78% | -52.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 51.80% | 16.48% | +35.32% |
Volatility
HBAR-USD vs. MSFT - Volatility Comparison
HederaHashgraph (HBAR-USD) has a higher volatility of 16.33% compared to Microsoft Corporation (MSFT) at 10.52%. This indicates that HBAR-USD'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
| HBAR-USD | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.33% | 10.52% | +5.81% |
Volatility (6M)Calculated over the trailing 6-month period | 43.30% | 22.31% | +20.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.06% | 25.42% | +39.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.17% | 26.66% | +58.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.57% | 27.06% | +81.51% |
Frequently Asked Questions
HBAR-USD and MSFT have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HBAR-USD has higher volatility (16.33%) compared to MSFT (10.52%). In terms of maximum drawdown, HBAR-USD dropped -97.58% vs MSFT's -69.38%.
HBAR-USD currently has the higher Sharpe Ratio (-0.65 vs -0.70), 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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