MSFT.TO vs. NVDA.NEO

Last updated Apr 1, 2026

Compare and contrast key facts about Microsoft CDR (CAD Hedged) (MSFT.TO) and NVIDIA Corporation CDR (NVDA.NEO).

Performance

MSFT.TO vs. NVDA.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Microsoft CDR (CAD Hedged) (MSFT.TO) and NVIDIA Corporation CDR (NVDA.NEO). The values are adjusted to include any dividend payments, if applicable.

MSFT.TO vs. NVDA.NEO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
MSFT.TO Microsoft CDR (CAD Hedged)	-23.67%	12.65%	11.26%	56.34%	-20.41%
NVDA.NEO NVIDIA Corporation CDR	-7.08%	34.83%	167.17%	233.75%	-46.70%

Returns By Period

In the year-to-date period, MSFT.TO achieves a -23.67% return, which is significantly lower than NVDA.NEO's -7.08% return.

MSFT.TO

• 1D: 3.07%
• 1M: -6.19%
• YTD: -23.67%
• 6M: -29.13%
• 1Y: -2.97%
• 3Y*: 7.54%
• 5Y*: —
• 10Y*: —

NVDA.NEO

• 1D: 5.39%
• 1M: -1.89%
• YTD: -7.08%
• 6M: -7.66%
• 1Y: 57.33%
• 3Y*: 80.67%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MSFT.TO vs. NVDA.NEO — Risk / Return Rank

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

MSFT.TO

MSFT.TO Risk / Return Rank: 35
MSFT.TO Sharpe Ratio Rank: 37
MSFT.TO Sortino Ratio Rank: 31
MSFT.TO Omega Ratio Rank: 31
MSFT.TO Calmar Ratio Rank: 39
MSFT.TO Martin Ratio Rank: 38

NVDA.NEO

NVDA.NEO Risk / Return Rank: 82
NVDA.NEO Sharpe Ratio Rank: 84
NVDA.NEO Sortino Ratio Rank: 81
NVDA.NEO Omega Ratio Rank: 79
NVDA.NEO Calmar Ratio Rank: 83
NVDA.NEO Martin Ratio Rank: 83

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.TO vs. NVDA.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft CDR (CAD Hedged) (MSFT.TO) and NVIDIA Corporation CDR (NVDA.NEO). 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.TO	NVDA.NEO	Difference
Sharpe ratio Return per unit of total volatility	-0.11	1.45	-1.56
Sortino ratio Return per unit of downside risk	0.03	2.14	-2.12
Omega ratio Gain probability vs. loss probability	1.00	1.27	-0.27
Calmar ratio Return relative to maximum drawdown	-0.12	2.61	-2.73
Martin ratio Return relative to average drawdown	-0.31	6.56	-6.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MSFT.TO vs. NVDA.NEO - Sharpe Ratio Comparison

The current MSFT.TO Sharpe Ratio is -0.11, which is lower than the NVDA.NEO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of MSFT.TO and NVDA.NEO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MSFT.TO	NVDA.NEO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.11	1.45	-1.56
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	1.09	-0.91

Correlation

The correlation between MSFT.TO and NVDA.NEO is 0.61, 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.TO vs. NVDA.NEO - Dividend Comparison

MSFT.TO's dividend yield for the trailing twelve months is around 0.95%, more than NVDA.NEO's 0.03% yield.

	TTM	2025	2024	2023	2022	2021
MSFT.TO Microsoft CDR (CAD Hedged)	0.95%	0.71%	0.73%	0.75%	1.07%	0.18%
NVDA.NEO NVIDIA Corporation CDR	0.03%	0.03%	0.03%	0.04%	0.11%	0.00%

Drawdowns

MSFT.TO vs. NVDA.NEO - Drawdown Comparison

The maximum MSFT.TO drawdown since its inception was -37.95%, smaller than the maximum NVDA.NEO drawdown of -61.15%. Use the drawdown chart below to compare losses from any high point for MSFT.TO and NVDA.NEO.

Drawdown Indicators

	MSFT.TO	NVDA.NEO	Difference
Max Drawdown Largest peak-to-trough decline	-37.95%	-61.15%	+23.20%
Max Drawdown (1Y) Largest decline over 1 year	-34.43%	-21.04%	-13.39%
Current Drawdown Current decline from peak	-32.18%	-16.79%	-15.39%
Average Drawdown Average peak-to-trough decline	-11.89%	-15.99%	+4.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.81%	8.38%	+4.43%

Volatility

MSFT.TO vs. NVDA.NEO - Volatility Comparison

The current volatility for Microsoft CDR (CAD Hedged) (MSFT.TO) is 6.62%, while NVIDIA Corporation CDR (NVDA.NEO) has a volatility of 10.07%. This indicates that MSFT.TO experiences smaller price fluctuations and is considered to be less risky than NVDA.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MSFT.TO	NVDA.NEO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.62%	10.07%	-3.45%
Volatility (6M) Calculated over the trailing 6-month period	19.23%	24.86%	-5.63%
Volatility (1Y) Calculated over the trailing 1-year period	26.66%	39.85%	-13.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.03%	51.62%	-24.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.03%	51.62%	-24.59%

Financials