LINK-USD vs. MSFT
LINK-USD (Chainlink) is a cryptocurrency, while MSFT (Microsoft Corporation) is a stock. Over the past 5 years, LINK-USD returned -15.23%/yr vs 7.52%/yr for MSFT. At a 0.16 correlation, their price movements are largely independent.
Performance
LINK-USD vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, LINK-USD achieves a -39.34% return, which is significantly lower than MSFT's -24.10% return.
LINK-USD
- 1D
- -3.07%
- 1M
- -22.19%
- YTD
- -39.34%
- 6M
- -39.75%
- 1Y
- -44.92%
- 3Y*
- 6.24%
- 5Y*
- -15.23%
- 10Y*
- —
MSFT
- 1D
- -2.27%
- 1M
- -12.69%
- YTD
- -24.10%
- 6M
- -24.78%
- 1Y
- -24.84%
- 3Y*
- 3.75%
- 5Y*
- 7.52%
- 10Y*
- 23.56%
LINK-USD vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LINK-USD Chainlink | -39.34% | -39.00% | 33.73% | 168.18% | -71.46% | 73.35% | 539.54% | 506.40% | -52.70% | 292.06% |
MSFT Microsoft Corporation | -24.10% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 14.38% |
Correlation
The correlation between LINK-USD and MSFT is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2017 | 0.16 |
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Return for Risk
LINK-USD vs. MSFT — Risk / Return Rank
LINK-USD
MSFT
LINK-USD vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chainlink (LINK-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.
| LINK-USD | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.84 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | -0.74 | +0.12 |
| Martin ratioReturn relative to average drawdown | -0.90 | -1.45 | +0.55 |
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Drawdowns
LINK-USD vs. MSFT - Drawdown Comparison
The maximum LINK-USD drawdown since its inception was -90.19%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for LINK-USD and MSFT.
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Drawdown Indicators
| LINK-USD | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.19% | -69.38% | -20.81% |
Max Drawdown (1Y)Largest decline over 1 year | -72.50% | -33.91% | -38.59% |
Max Drawdown (3Y)Largest decline over 3 years | -74.83% | -33.91% | -40.92% |
Max Drawdown (5Y)Largest decline over 5 years | -85.26% | -37.15% | -48.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -85.88% | -32.15% | -53.73% |
Average DrawdownAverage peak-to-trough decline | -60.50% | -21.79% | -38.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.22% | 17.20% | +26.02% |
Volatility
LINK-USD vs. MSFT - Volatility Comparison
Chainlink (LINK-USD) has a higher volatility of 16.73% compared to Microsoft Corporation (MSFT) at 11.47%. This indicates that LINK-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
| LINK-USD | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.73% | 11.47% | +5.26% |
Volatility (6M)Calculated over the trailing 6-month period | 44.97% | 23.03% | +21.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.16% | 26.05% | +38.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.75% | 26.81% | +47.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 100.76% | 27.09% | +73.67% |
Frequently Asked Questions
LINK-USD and MSFT have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LINK-USD has higher volatility (16.73%) compared to MSFT (11.47%). In terms of maximum drawdown, LINK-USD dropped -90.19% vs MSFT's -69.38%.
LINK-USD currently has the higher Sharpe Ratio (-0.58 vs -0.96), 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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