MSF.DE vs. LYBK.DE
MSF.DE (Microsoft Corporation) is a stock, while LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) is Financials Equities fund tracking the EURO STOXX® Banks. Over the past 10 years, MSF.DE returned 22.78%/yr vs 17.46%/yr for LYBK.DE. At a 0.24 correlation, their price movements are largely independent.
Performance
MSF.DE vs. LYBK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MSF.DE achieves a -15.31% return, which is significantly lower than LYBK.DE's 15.71% return. Over the past 10 years, MSF.DE has outperformed LYBK.DE with an annualized return of 22.78%, while LYBK.DE has yielded a comparatively lower 17.46% annualized return.
MSF.DE
- 1D
- 1.89%
- 1M
- 5.56%
- 6M
- -10.25%
- YTD
- -15.31%
- 1Y
- -19.82%
- 3Y*
- 4.59%
- 5Y*
- 8.87%
- 10Y*
- 22.78%
- ALL TIME*
- 17.31%
LYBK.DE
- 1D
- 0.47%
- 1M
- 0.35%
- 6M
- 13.57%
- YTD
- 15.71%
- 1Y
- 51.80%
- 3Y*
- 45.98%
- 5Y*
- 34.06%
- 10Y*
- 17.46%
- ALL TIME*
- 11.04%
MSF.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSF.DE Microsoft Corporation | -15.31% | 2.02% | 21.00% | 53.57% | -25.36% | 66.99% | 30.32% | 62.60% | 26.49% | 22.59% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 15.71% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 17.74% | -30.86% | 14.21% |
Correlation
The correlation between MSF.DE and LYBK.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2013 | 0.24 |
The correlation between MSF.DE and LYBK.DE shifts across timeframes, from 0.13 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MSF.DE vs. LYBK.DE — Risk / Return Rank
MSF.DE
LYBK.DE
MSF.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSF.DE) and Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE). 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.
| MSF.DE | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.85 | ||
| Sortino ratioReturn per unit of downside risk | -3.74 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.36 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 3.01 | -3.61 |
| Martin ratioReturn relative to average drawdown | -1.03 | 9.51 | -10.53 |
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Drawdowns
MSF.DE vs. LYBK.DE - Drawdown Comparison
The maximum MSF.DE drawdown since its inception was -52.00%, smaller than the maximum LYBK.DE drawdown of -63.98%. Use the drawdown chart below to compare losses from any high point for MSF.DE and LYBK.DE.
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Drawdown Indicators
| MSF.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.00% | -63.98% | +11.98% |
Max Drawdown (1Y)Largest decline over 1 year | -32.97% | -17.12% | -15.85% |
Max Drawdown (3Y)Largest decline over 3 years | -32.97% | -19.90% | -13.07% |
Max Drawdown (5Y)Largest decline over 5 years | -32.97% | -34.32% | +1.35% |
Max Drawdown (10Y)Largest decline over 10 years | -32.97% | -62.22% | +29.25% |
Current DrawdownCurrent decline from peak | -25.10% | -2.23% | -22.87% |
Average DrawdownAverage peak-to-trough decline | -10.36% | -20.07% | +9.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.30% | 5.43% | +13.87% |
Volatility
MSF.DE vs. LYBK.DE - Volatility Comparison
Microsoft Corporation (MSF.DE) has a higher volatility of 9.92% compared to Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) at 5.67%. This indicates that MSF.DE's price experiences larger fluctuations and is considered to be riskier than LYBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSF.DE | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.92% | 5.67% | +4.25% |
Volatility (6M)Calculated over the trailing 6-month period | 25.37% | 20.08% | +5.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.40% | 23.97% | +4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.68% | 25.35% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.49% | 27.56% | -3.07% |
Dividends
MSF.DE vs. LYBK.DE - Dividend Comparison
MSF.DE's dividend yield for the trailing twelve months is around 0.88%, while LYBK.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSF.DE Microsoft Corporation | 0.88% | 0.72% | 0.74% | 0.82% | 1.14% | 0.76% | 1.14% | 1.33% | 1.94% | 2.22% | 2.45% | 2.48% |
Frequently Asked Questions
MSF.DE and LYBK.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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