MSFT vs. ADA-USD
MSFT (Microsoft Corporation) is a stock, while ADA-USD (Cardano) is a cryptocurrency. Over the past 5 years, MSFT returned 9.56%/yr vs -35.83%/yr for ADA-USD. At a 0.16 correlation, their price movements are largely independent.
Performance
MSFT vs. ADA-USD - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -18.85% return, which is significantly higher than ADA-USD's -48.46% return.
MSFT
- 1D
- 0.10%
- 1M
- -4.36%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.07%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
ADA-USD
- 1D
- 0.57%
- 1M
- -36.57%
- YTD
- -48.46%
- 6M
- -58.23%
- 1Y
- -73.29%
- 3Y*
- -13.30%
- 5Y*
- -35.83%
- 10Y*
- —
MSFT vs. ADA-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 1.67% |
ADA-USD Cardano | -48.46% | -60.53% | 42.06% | 141.64% | -81.22% | 621.17% | 452.29% | -20.01% | -94.29% | 2,760.49% |
Correlation
The correlation between MSFT and ADA-USD is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.16 |
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Return for Risk
MSFT vs. ADA-USD — Risk / Return Rank
MSFT
ADA-USD
MSFT vs. ADA-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Cardano (ADA-USD). 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 | ADA-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.83 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | -0.88 | +0.35 |
| Martin ratioReturn relative to average drawdown | -1.08 | -1.36 | +0.28 |
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Drawdowns
MSFT vs. ADA-USD - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, smaller than the maximum ADA-USD drawdown of -97.85%. Use the drawdown chart below to compare losses from any high point for MSFT and ADA-USD.
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Drawdown Indicators
| MSFT | ADA-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -97.85% | +28.47% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -83.69% | +49.78% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -87.24% | +53.33% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -94.72% | +57.57% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | — | — |
Current DrawdownCurrent decline from peak | -27.46% | -94.22% | +66.76% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -77.55% | +55.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 61.12% | -44.64% |
Volatility
MSFT vs. ADA-USD - Volatility Comparison
The current volatility for Microsoft Corporation (MSFT) is 10.52%, while Cardano (ADA-USD) has a volatility of 22.15%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than ADA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | ADA-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 22.15% | -11.63% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 52.67% | -30.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 64.06% | -38.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 74.90% | -48.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 103.19% | -76.13% |
Frequently Asked Questions
MSFT and ADA-USD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADA-USD has higher volatility (22.15%) compared to MSFT (10.52%). In terms of maximum drawdown, MSFT dropped -69.38% vs ADA-USD's -97.85%.
MSFT currently has the higher Sharpe Ratio (-0.70 vs -0.95), 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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