MSFT.TO vs. INTU
MSFT.TO (Microsoft CDR (CAD Hedged)) and INTU (Intuit Inc.) are both stocks. Both are in the Technology sector — MSFT.TO in Software - Infrastructure, INTU in Software - Application. Over the past 3 years, MSFT.TO returned 4.06%/yr vs -13.38%/yr for INTU. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
MSFT.TO vs. INTU - Performance Comparison
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Different Trading Currencies
MSFT.TO is traded in CAD, while INTU is traded in USD. To make them comparable, the INTU values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MSFT.TO achieves a -17.82% return, which is significantly higher than INTU's -54.17% return.
MSFT.TO
- 1D
- 1.95%
- 1M
- 6.66%
- 6M
- -12.83%
- YTD
- -17.82%
- 1Y
- -22.73%
- 3Y*
- 4.06%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.28%
INTU
- 1D
- 0.81%
- 1M
- 9.90%
- 6M
- -45.20%
- YTD
- -54.17%
- 1Y
- -59.71%
- 3Y*
- -13.38%
- 5Y*
- -8.11%
- 10Y*
- 11.58%
- ALL TIME*
- 12.37%
MSFT.TO vs. INTU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MSFT.TO Microsoft CDR (CAD Hedged) | -17.82% | 12.65% | 11.26% | 56.34% | -8.31% |
INTU Intuit Inc. | -54.17% | 1.25% | 9.72% | 57.91% | -4.06% |
Correlation
The correlation between MSFT.TO and INTU is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2022 | 0.51 |
The correlation between MSFT.TO and INTU shifts across timeframes, from 0.41 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.
Fundamentals
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Return for Risk
MSFT.TO vs. INTU — Risk / Return Rank
MSFT.TO
INTU
MSFT.TO vs. INTU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft CDR (CAD Hedged) (MSFT.TO) and Intuit Inc. (INTU). 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.
| MSFT.TO | INTU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.73 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | -0.89 | +0.25 |
| Martin ratioReturn relative to average drawdown | -1.16 | -1.52 | +0.35 |
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Drawdowns
MSFT.TO vs. INTU - Drawdown Comparison
The maximum MSFT.TO drawdown since its inception was -35.58%, smaller than the maximum INTU drawdown of -67.13%. Use the drawdown chart below to compare losses from any high point for MSFT.TO and INTU.
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Drawdown Indicators
| MSFT.TO | INTU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.58% | -67.13% | +31.55% |
Max Drawdown (1Y)Largest decline over 1 year | -35.58% | -67.13% | +31.55% |
Max Drawdown (3Y)Largest decline over 3 years | -35.58% | -67.13% | +31.55% |
Max Drawdown (5Y)Largest decline over 5 years | — | -67.13% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -67.13% | — |
Current DrawdownCurrent decline from peak | -26.97% | -62.54% | +35.57% |
Average DrawdownAverage peak-to-trough decline | -10.05% | -12.72% | +2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.55% | 39.33% | -19.78% |
Volatility
MSFT.TO vs. INTU - Volatility Comparison
The current volatility for Microsoft CDR (CAD Hedged) (MSFT.TO) is 10.04%, while Intuit Inc. (INTU) has a volatility of 12.37%. This indicates that MSFT.TO experiences smaller price fluctuations and is considered to be less risky than INTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT.TO | INTU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.04% | 12.37% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 24.42% | 43.47% | -19.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.37% | 46.41% | -19.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.60% | 38.43% | -11.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.60% | 34.90% | -8.30% |
Dividends
MSFT.TO vs. INTU - Dividend Comparison
MSFT.TO's dividend yield for the trailing twelve months is around 0.90%, less than INTU's 1.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INTU Intuit Inc. | 1.63% | 0.65% | 0.60% | 0.52% | 0.72% | 0.38% | 0.57% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% |
MSFT.TO Microsoft CDR (CAD Hedged) | 0.90% | 0.71% | 0.73% | 0.75% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MSFT.TO vs. INTU - Financials Comparison
This section allows you to compare key financial metrics between Microsoft CDR (CAD Hedged) and Intuit Inc.. 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
Frequently Asked Questions
MSFT.TO and INTU have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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