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MSFL vs. MSFT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSFL vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long MSFT Daily ETF (MSFL) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSFL achieves a -47.07% return, which is significantly lower than MSFT's -23.71% return.


MSFL

1D
-6.13%
1M
-24.42%
YTD
-47.07%
6M
-47.46%
1Y
-48.29%
3Y*
5Y*
10Y*

MSFT

1D
-3.18%
1M
-12.24%
YTD
-23.71%
6M
-23.91%
1Y
-22.44%
3Y*
3.92%
5Y*
7.61%
10Y*
23.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFL vs. MSFT - Yearly Performance Comparison


2026 (YTD)20252024
MSFL
GraniteShares 2x Long MSFT Daily ETF
-47.07%16.99%-8.21%
MSFT
Microsoft Corporation
-23.71%15.58%1.79%

Correlation

The correlation between MSFL and MSFT is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2024

1.00

The correlation between MSFL and MSFT has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

MSFL vs. MSFT — Risk / Return Rank

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

MSFL
MSFL Risk / Return Rank: 22
Overall Rank
MSFL Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MSFL Sortino Ratio Rank: 22
Sortino Ratio Rank
MSFL Omega Ratio Rank: 22
Omega Ratio Rank
MSFL Calmar Ratio Rank: 22
Calmar Ratio Rank
MSFL Martin Ratio Rank: 11
Martin Ratio Rank

MSFT
MSFT Risk / Return Rank: 1111
Overall Rank
MSFT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 1010
Sortino Ratio Rank
MSFT Omega Ratio Rank: 1010
Omega Ratio Rank
MSFT Calmar Ratio Rank: 1717
Calmar Ratio Rank
MSFT Martin Ratio Rank: 1010
Martin Ratio Rank
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.

MSFL vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long MSFT Daily ETF (MSFL) 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.


MSFLMSFTDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

0.83

0.86

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.82

-0.66

-0.15

Martin ratioReturn relative to average drawdown

-1.48

-1.32

-0.16

MSFL vs. MSFT - Sharpe Ratio Comparison

The current MSFL Sharpe Ratio is -0.93, which is comparable to the MSFT Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of MSFL 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.


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Drawdowns

MSFL vs. MSFT - Drawdown Comparison

The maximum MSFL drawdown since its inception was -59.39%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for MSFL and MSFT.


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Drawdown Indicators


MSFLMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-59.39%

-69.38%

+9.99%

Max Drawdown (1Y)

Largest decline over 1 year

-59.39%

-33.91%

-25.48%

Max Drawdown (3Y)

Largest decline over 3 years

-33.91%

Max Drawdown (5Y)

Largest decline over 5 years

-37.15%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

Current Drawdown

Current decline from peak

-58.76%

-31.80%

-26.96%

Average Drawdown

Average peak-to-trough decline

-22.18%

-21.79%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.63%

16.97%

+15.66%

Volatility

MSFL vs. MSFT - Volatility Comparison

GraniteShares 2x Long MSFT Daily ETF (MSFL) has a higher volatility of 22.11% compared to Microsoft Corporation (MSFT) at 11.08%. This indicates that MSFL'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


MSFLMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.11%

11.08%

+11.03%

Volatility (6M)

Calculated over the trailing 6-month period

46.47%

22.93%

+23.54%

Volatility (1Y)

Calculated over the trailing 1-year period

51.97%

26.01%

+25.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.94%

26.78%

+23.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.94%

27.11%

+22.83%

Dividends

MSFL vs. MSFT - Dividend Comparison

MSFL has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.97%.


PositionTTM20252024202320222021202020192018201720162015
MSFL
GraniteShares 2x Long MSFT Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.97%0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%

Frequently Asked Questions


With a correlation of 1.00, MSFL and MSFT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

MSFL has higher volatility (22.11%) compared to MSFT (11.08%). In terms of maximum drawdown, MSFL dropped -59.39% vs MSFT's -69.38%.

MSFT currently has the higher Sharpe Ratio (-0.87 vs -0.93), 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.

Portfolio Optimizer

Find the right allocation for MSFL 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.

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