MSCI vs. MSFT
MSCI (MSCI Inc.) and MSFT (Microsoft Corporation) are both stocks. MSCI operates in Financial Data & Stock Exchanges (Financial Services), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, MSCI returned 24.26%/yr vs 24.64%/yr for MSFT. At a 0.49 correlation, their price movements are largely independent.
Performance
MSCI vs. MSFT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MSCI achieves a 5.89% return, which is significantly higher than MSFT's -14.48% return. Both investments have delivered pretty close results over the past 10 years, with MSCI having a 24.26% annualized return and MSFT not far ahead at 24.64%.
MSCI
- 1D
- -2.03%
- 1M
- 3.36%
- YTD
- 5.89%
- 6M
- 13.15%
- 1Y
- 7.51%
- 3Y*
- 9.71%
- 5Y*
- 6.47%
- 10Y*
- 24.26%
MSFT
- 1D
- -1.18%
- 1M
- -0.60%
- YTD
- -14.48%
- 6M
- -15.77%
- 1Y
- -11.77%
- 3Y*
- 8.85%
- 5Y*
- 11.09%
- 10Y*
- 24.64%
MSCI vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSCI MSCI Inc. | 5.89% | -3.17% | 7.31% | 22.90% | -23.34% | 38.14% | 74.38% | 77.19% | 17.95% | 62.63% |
MSFT Microsoft Corporation | -14.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between MSCI and MSFT is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2007 | 0.49 |
Over the past year, the correlation between MSCI and MSFT has dropped to 0.28 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
Fundamentals
MSCI:
$44.26B
MSFT:
$3.07T
MSCI:
$17.28
MSFT:
$16.79
MSCI:
34.89
MSFT:
24.52
MSCI:
2.16
MSFT:
1.72
MSCI:
14.21
MSFT:
9.65
MSCI:
$3.24B
MSFT:
$318.27B
MSCI:
$2.68B
MSFT:
$217.41B
MSCI:
$1.99B
MSFT:
$200.96B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MSCI vs. MSFT — Risk / Return Rank
MSCI
MSFT
MSCI vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MSCI Inc. (MSCI) 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.
| MSCI | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.94 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | -0.35 | +0.77 |
| Martin ratioReturn relative to average drawdown | 1.10 | -0.73 | +1.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MSCI | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | -0.47 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.42 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.91 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.74 | -0.19 |
Drawdowns
MSCI vs. MSFT - Drawdown Comparison
The maximum MSCI drawdown since its inception was -69.06%, roughly equal to the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for MSCI and MSFT.
Loading charts...
Drawdown Indicators
| MSCI | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.06% | -69.38% | +0.32% |
Max Drawdown (1Y)Largest decline over 1 year | -18.07% | -33.91% | +15.84% |
Max Drawdown (3Y)Largest decline over 3 years | -25.99% | -33.91% | +7.92% |
Max Drawdown (5Y)Largest decline over 5 years | -43.74% | -37.15% | -6.59% |
Max Drawdown (10Y)Largest decline over 10 years | -43.74% | -37.15% | -6.59% |
Current DrawdownCurrent decline from peak | -6.35% | -23.56% | +17.21% |
Average DrawdownAverage peak-to-trough decline | -13.08% | -21.78% | +8.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.90% | 16.13% | -9.23% |
Volatility
MSCI vs. MSFT - Volatility Comparison
The current volatility for MSCI Inc. (MSCI) is 8.23%, while Microsoft Corporation (MSFT) has a volatility of 10.25%. This indicates that MSCI 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.
Loading charts...
Volatility by Period
| MSCI | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.23% | 10.25% | -2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 20.75% | 22.36% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.72% | 25.31% | +3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.73% | 26.64% | +4.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.19% | 27.06% | +4.13% |
Dividends
MSCI vs. MSFT - Dividend Comparison
MSCI's dividend yield for the trailing twelve months is around 1.28%, more than MSFT's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSCI MSCI Inc. | 1.28% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
MSFT Microsoft Corporation | 0.86% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Financials
MSCI vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between MSCI Inc. and Microsoft Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
MSCI vs. MSFT - Profitability Comparison
MSCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported a gross profit of 709.00M and revenue of 850.80M. Therefore, the gross margin over that period was 83.3%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.
MSCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported an operating income of 456.90M and revenue of 850.80M, resulting in an operating margin of 53.7%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
MSCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported a net income of 406.00M and revenue of 850.80M, resulting in a net margin of 47.7%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.
Frequently Asked Questions
MSCI and MSFT have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.25%) compared to MSCI (8.23%). In terms of maximum drawdown, MSCI dropped -69.06% vs MSFT's -69.38%.
MSCI currently has the higher Sharpe Ratio (0.26 vs -0.47), 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.
Find the right allocation for MSCI and MSFT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer