MSFO vs. MSFT
MSFO (YieldMax MSFT Option Income Strategy ETF ) is Options Trading fund actively managed by YieldMax, while MSFT (Microsoft Corporation) is a stock. Over the past year, MSFO returned -17.30% vs -21.70% for MSFT. Their correlation of 0.92 suggests significant overlap in exposure.
Performance
MSFO vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, MSFO achieves a -16.34% return, which is significantly higher than MSFT's -18.79% return.
MSFO
- 1D
- 1.61%
- 1M
- -0.22%
- 6M
- -15.04%
- YTD
- -16.34%
- 1Y
- -17.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSFT
- 1D
- 1.53%
- 1M
- 0.06%
- 6M
- -17.70%
- YTD
- -18.79%
- 1Y
- -21.70%
- 3Y*
- 5.05%
- 5Y*
- 7.60%
- 10Y*
- 23.47%
MSFO vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MSFO YieldMax MSFT Option Income Strategy ETF
| -16.34% | 15.69% | 10.34% | 18.74% |
MSFT Microsoft Corporation | -18.79% | 15.58% | 12.93% | 17.76% |
Correlation
The correlation between MSFO and MSFT is 0.96 - 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 | 0.97 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2023 | 0.92 |
The correlation between MSFO and MSFT has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
MSFO vs. MSFT — Risk / Return Rank
MSFO
MSFT
MSFO vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax MSFT Option Income Strategy ETF (MSFO) 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.
| MSFO | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.87 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | -0.63 | +0.05 |
| Martin ratioReturn relative to average drawdown | -1.14 | -1.18 | +0.05 |
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Drawdowns
MSFO vs. MSFT - Drawdown Comparison
The maximum MSFO drawdown since its inception was -29.65%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for MSFO and MSFT.
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Drawdown Indicators
| MSFO | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.65% | -69.38% | +39.73% |
Max Drawdown (1Y)Largest decline over 1 year | -29.65% | -34.50% | +4.85% |
Max Drawdown (3Y)Largest decline over 3 years | — | -34.50% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.15% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -23.34% | -27.41% | +4.07% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -21.80% | +14.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.26% | 18.36% | -3.10% |
Volatility
MSFO vs. MSFT - Volatility Comparison
The current volatility for YieldMax MSFT Option Income Strategy ETF (MSFO) is 9.07%, while Microsoft Corporation (MSFT) has a volatility of 10.62%. This indicates that MSFO 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.
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Volatility by Period
| MSFO | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.07% | 10.62% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 20.91% | 24.24% | -3.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.42% | 27.18% | -3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.22% | 27.01% | -6.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.22% | 27.17% | -6.95% |
Dividends
MSFO vs. MSFT - Dividend Comparison
MSFO's dividend yield for the trailing twelve months is around 42.86%, more than MSFT's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFO YieldMax MSFT Option Income Strategy ETF
| 42.86% | 33.91% | 35.15% | 6.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.91% | 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 0.96, MSFO 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.
MSFT has higher volatility (10.62%) compared to MSFO (9.07%). In terms of maximum drawdown, MSFO dropped -29.65% vs MSFT's -69.38%.
MSFO currently has the higher Sharpe Ratio (-0.74 vs -0.80), 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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