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MSFT.NEO vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSFT.NEO vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Microsoft Corp CDR (MSFT.NEO) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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MSFT.NEO vs. SPY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MSFT.NEO
Microsoft Corp CDR
-23.81%12.97%11.57%56.83%-29.06%16.15%
SPY
State Street SPDR S&P 500 ETF
-3.08%12.32%35.62%23.40%-12.34%10.58%
Different Trading Currencies

MSFT.NEO is traded in CAD, while SPY is traded in USD. To make them comparable, the SPY values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MSFT.NEO achieves a -23.81% return, which is significantly lower than SPY's -5.73% return.


MSFT.NEO

1D
2.79%
1M
-6.44%
YTD
-23.81%
6M
-29.21%
1Y
-2.96%
3Y*
7.75%
5Y*
10Y*

SPY

1D
0.00%
1M
-5.71%
YTD
-5.73%
6M
-4.60%
1Y
10.56%
3Y*
18.22%
5Y*
13.39%
10Y*
14.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MSFT.NEO vs. SPY — Risk / Return Rank

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

MSFT.NEO
MSFT.NEO Risk / Return Rank: 3535
Overall Rank
MSFT.NEO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MSFT.NEO Sortino Ratio Rank: 3131
Sortino Ratio Rank
MSFT.NEO Omega Ratio Rank: 3131
Omega Ratio Rank
MSFT.NEO Calmar Ratio Rank: 3838
Calmar Ratio Rank
MSFT.NEO Martin Ratio Rank: 3737
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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.

MSFT.NEO vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corp CDR (MSFT.NEO) and State Street SPDR S&P 500 ETF (SPY). 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.


MSFT.NEOSPYDifference

Sharpe ratio

Return per unit of total volatility

-0.11

0.57

-0.68

Sortino ratio

Return per unit of downside risk

0.03

0.91

-0.88

Omega ratio

Gain probability vs. loss probability

1.00

1.14

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.12

0.99

-1.11

Martin ratio

Return relative to average drawdown

-0.31

3.69

-4.01

MSFT.NEO vs. SPY - Sharpe Ratio Comparison

The current MSFT.NEO Sharpe Ratio is -0.11, which is lower than the SPY Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of MSFT.NEO and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MSFT.NEOSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.11

0.57

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

1.04

-0.86

Correlation

The correlation between MSFT.NEO and SPY is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MSFT.NEO vs. SPY - Dividend Comparison

MSFT.NEO's dividend yield for the trailing twelve months is around 1.31%, more than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
MSFT.NEO
Microsoft Corp CDR
1.31%0.99%1.01%1.01%1.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

MSFT.NEO vs. SPY - Drawdown Comparison

The maximum MSFT.NEO drawdown since its inception was -37.84%, which is greater than SPY's maximum drawdown of -27.34%. Use the drawdown chart below to compare losses from any high point for MSFT.NEO and SPY.


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Drawdown Indicators


MSFT.NEOSPYDifference

Max Drawdown

Largest peak-to-trough decline

-37.84%

-55.19%

+17.35%

Max Drawdown (1Y)

Largest decline over 1 year

-34.33%

-12.05%

-22.28%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

Current Drawdown

Current decline from peak

-32.26%

-6.24%

-26.02%

Average Drawdown

Average peak-to-trough decline

-11.80%

-9.09%

-2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.76%

2.52%

+10.24%

Volatility

MSFT.NEO vs. SPY - Volatility Comparison

Microsoft Corp CDR (MSFT.NEO) has a higher volatility of 6.48% compared to State Street SPDR S&P 500 ETF (SPY) at 4.26%. This indicates that MSFT.NEO's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSFT.NEOSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

4.26%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

19.18%

9.16%

+10.02%

Volatility (1Y)

Calculated over the trailing 1-year period

26.62%

18.66%

+7.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.96%

15.11%

+11.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.96%

16.18%

+10.78%