MANAPPURAM.NS vs. MSFT

Last updated Jul 21, 2026

MANAPPURAM.NS (Manappuram Finance Limited) and MSFT (Microsoft Corporation) are both stocks. MANAPPURAM.NS operates in Credit Services (Financial Services), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, MANAPPURAM.NS returned 18.34%/yr vs 27.68%/yr for MSFT. At a 0.03 correlation, their price movements are largely independent.

Performance

MANAPPURAM.NS vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Manappuram Finance Limited (MANAPPURAM.NS) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

MANAPPURAM.NS is traded in INR, while MSFT is traded in USD. To make them comparable, the MSFT values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, MANAPPURAM.NS achieves a 9.61% return, which is significantly higher than MSFT's -10.30% return. Over the past 10 years, MANAPPURAM.NS has underperformed MSFT with an annualized return of 18.34%, while MSFT has yielded a comparatively higher 27.68% annualized return.

MANAPPURAM.NS

• 1D: 3.58%
• 1M: 5.79%
• 6M: 7.56%
• YTD: 9.61%
• 1Y: 25.13%
• 3Y*: 39.91%
• 5Y*: 15.25%
• 10Y*: 18.34%
• ALL TIME*: 18.39%

MSFT

• 1D: 2.33%
• 1M: 8.41%
• 6M: -6.53%
• YTD: -10.30%
• 1Y: -10.98%
• 3Y*: 12.14%
• 5Y*: 14.00%
• 10Y*: 27.68%
• ALL TIME*: 22.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MANAPPURAM.NS vs. MSFT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MANAPPURAM.NS Manappuram Finance Limited	9.61%	65.51%	12.03%	51.76%	-27.40%	1.17%	-5.70%	94.05%	-23.03%	87.30%
MSFT Microsoft Corporation	-10.30%	21.12%	16.35%	59.28%	-20.29%	55.51%	46.12%	61.55%	31.73%	31.99%

Correlation

The correlation between MANAPPURAM.NS and MSFT is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (5Y) Calculated over the trailing 5-year period	0.08
Correlation (10Y) Calculated over the trailing 10-year period	0.03
Correlation (All Time) Calculated using the full available price history since Jun 29, 2010	0.03

Return for Risk

MANAPPURAM.NS vs. MSFT — Risk / Return Rank

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

MANAPPURAM.NS

MANAPPURAM.NS Risk / Return Rank: 69
MANAPPURAM.NS Sharpe Ratio Rank: 71
MANAPPURAM.NS Sortino Ratio Rank: 67
MANAPPURAM.NS Omega Ratio Rank: 64
MANAPPURAM.NS Calmar Ratio Rank: 70
MANAPPURAM.NS Martin Ratio Rank: 72

MSFT

MSFT Risk / Return Rank: 17
MSFT Sharpe Ratio Rank: 12
MSFT Sortino Ratio Rank: 15
MSFT Omega Ratio Rank: 15
MSFT Calmar Ratio Rank: 23
MSFT Martin Ratio Rank: 20

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MANAPPURAM.NS vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manappuram Finance Limited (MANAPPURAM.NS) 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.

	MANAPPURAM.NS	MSFT	Difference
Sharpe ratio: Return per unit of total volatility	0.77	-0.40	+1.17
Sortino ratio: Return per unit of downside risk	1.33	-0.39	+1.72
Omega ratio: Gain probability vs. loss probability	1.16	0.95	+0.21
Calmar ratio: Return relative to maximum drawdown	1.21	-0.37	+1.58
Martin ratio: Return relative to average drawdown	3.19	-0.70	+3.89

MANAPPURAM.NS vs. MSFT - Sharpe Ratio Comparison

The current MANAPPURAM.NS Sharpe Ratio is 0.77, which is higher than the MSFT Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of MANAPPURAM.NS and MSFT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MANAPPURAM.NS vs. MSFT - Drawdown Comparison

The maximum MANAPPURAM.NS drawdown since its inception was -87.79%, which is greater than MSFT's maximum drawdown of -44.51%. Use the drawdown chart below to compare losses from any high point for MANAPPURAM.NS and MSFT.

Drawdown Indicators

	MANAPPURAM.NS	MSFT	Difference
Max Drawdown Largest peak-to-trough decline	-87.79%	-44.51%	-43.28%
Max Drawdown (1Y) Largest decline over 1 year	-21.37%	-29.97%	+8.60%
Max Drawdown (3Y) Largest decline over 3 years	-38.62%	-29.97%	-8.65%
Max Drawdown (5Y) Largest decline over 5 years	-62.09%	-31.23%	-30.86%
Max Drawdown (10Y) Largest decline over 10 years	-62.09%	-31.23%	-30.86%
Current Drawdown Current decline from peak	-2.60%	-18.41%	+15.81%
Average Drawdown Average peak-to-trough decline	-31.58%	-8.50%	-23.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.02%	15.64%	-7.62%

Volatility

MANAPPURAM.NS vs. MSFT - Volatility Comparison

Manappuram Finance Limited (MANAPPURAM.NS) and Microsoft Corporation (MSFT) have volatilities of 10.26% and 10.33%, 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.

Volatility by Period

	MANAPPURAM.NS	MSFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.26%	10.33%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	26.09%	24.37%	+1.72%
Volatility (1Y) Calculated over the trailing 1-year period	33.82%	27.43%	+6.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.69%	26.47%	+12.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.50%	26.38%	+16.12%

Dividends

MANAPPURAM.NS vs. MSFT - Dividend Comparison

MANAPPURAM.NS's dividend yield for the trailing twelve months is around 0.59%, less than MSFT's 0.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MANAPPURAM.NS Manappuram Finance Limited	0.59%	0.81%	2.07%	1.83%	2.58%	1.76%	1.03%	1.24%	2.26%	1.62%	2.08%	6.11%
MSFT Microsoft Corporation	0.88%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%

Financials

Frequently Asked Questions

Can I hold both MANAPPURAM.NS and MSFT in my portfolio?

MANAPPURAM.NS and MSFT have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.