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IYC vs. MSFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYC and MSFT is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

IYC vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares US Consumer Services ETF (IYC) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%December2025FebruaryMarchAprilMay
641.89%
1,695.41%
IYC
MSFT

Key characteristics

Sharpe Ratio

IYC:

0.85

MSFT:

0.49

Sortino Ratio

IYC:

1.32

MSFT:

0.88

Omega Ratio

IYC:

1.18

MSFT:

1.12

Calmar Ratio

IYC:

0.86

MSFT:

0.53

Martin Ratio

IYC:

3.00

MSFT:

1.19

Ulcer Index

IYC:

6.16%

MSFT:

10.65%

Daily Std Dev

IYC:

21.72%

MSFT:

25.77%

Max Drawdown

IYC:

-53.10%

MSFT:

-69.39%

Current Drawdown

IYC:

-9.35%

MSFT:

-6.36%

Returns By Period

In the year-to-date period, IYC achieves a -4.58% return, which is significantly lower than MSFT's 3.48% return. Over the past 10 years, IYC has underperformed MSFT with an annualized return of 10.80%, while MSFT has yielded a comparatively higher 27.06% annualized return.


IYC

YTD

-4.58%

1M

7.24%

6M

4.11%

1Y

16.43%

5Y*

13.62%

10Y*

10.80%

MSFT

YTD

3.48%

1M

16.66%

6M

6.50%

1Y

7.86%

5Y*

20.59%

10Y*

27.06%

*Annualized

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Risk-Adjusted Performance

IYC vs. MSFT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IYC
The Risk-Adjusted Performance Rank of IYC is 7171
Overall Rank
The Sharpe Ratio Rank of IYC is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of IYC is 7373
Sortino Ratio Rank
The Omega Ratio Rank of IYC is 7171
Omega Ratio Rank
The Calmar Ratio Rank of IYC is 7575
Calmar Ratio Rank
The Martin Ratio Rank of IYC is 6767
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 6565
Overall Rank
The Sharpe Ratio Rank of MSFT is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 6161
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 6060
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 7272
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IYC vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Consumer Services ETF (IYC) 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.


The chart of Sharpe ratio for IYC, currently valued at 0.85, compared to the broader market-1.000.001.002.003.004.00
IYC: 0.85
MSFT: 0.49
The chart of Sortino ratio for IYC, currently valued at 1.32, compared to the broader market-2.000.002.004.006.008.00
IYC: 1.32
MSFT: 0.88
The chart of Omega ratio for IYC, currently valued at 1.18, compared to the broader market0.501.001.502.002.50
IYC: 1.18
MSFT: 1.12
The chart of Calmar ratio for IYC, currently valued at 0.86, compared to the broader market0.002.004.006.008.0010.0012.00
IYC: 0.86
MSFT: 0.53
The chart of Martin ratio for IYC, currently valued at 3.00, compared to the broader market0.0020.0040.0060.00
IYC: 3.00
MSFT: 1.19

The current IYC Sharpe Ratio is 0.85, which is higher than the MSFT Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of IYC and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.85
0.49
IYC
MSFT

Dividends

IYC vs. MSFT - Dividend Comparison

IYC's dividend yield for the trailing twelve months is around 0.52%, less than MSFT's 0.73% yield.


TTM20242023202220212020201920182017201620152014
IYC
iShares US Consumer Services ETF
0.52%0.47%0.68%0.68%0.39%0.65%0.89%0.90%0.92%1.10%1.03%0.78%
MSFT
Microsoft Corporation
0.73%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

IYC vs. MSFT - Drawdown Comparison

The maximum IYC drawdown since its inception was -53.10%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for IYC and MSFT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.35%
-6.36%
IYC
MSFT

Volatility

IYC vs. MSFT - Volatility Comparison

iShares US Consumer Services ETF (IYC) and Microsoft Corporation (MSFT) have volatilities of 14.36% and 15.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
14.36%
15.08%
IYC
MSFT