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MSFT vs. AIA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MSFT vs. AIA

Last updated Jun 13, 2026

MSFT (Microsoft Corporation) is a stock, while AIA (iShares Asia 50 ETF) is Asia Pacific Equities fund tracking the S&P Asia 50. Over the past 10 years, MSFT returned 24.39%/yr vs 15.05%/yr for AIA. At a 0.48 correlation, their price movements are largely independent.

Performance

MSFT vs. AIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Microsoft Corporation (MSFT) and iShares Asia 50 ETF (AIA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSFT achieves a -18.85% return, which is significantly lower than AIA's 44.56% return. Over the past 10 years, MSFT has outperformed AIA with an annualized return of 24.39%, while AIA has yielded a comparatively lower 15.05% annualized return.

MSFT

1D
0.10%
1M
-7.19%
YTD
-18.85%
6M
-17.98%
1Y
-17.07%
3Y*
6.16%
5Y*
9.56%
10Y*
24.39%

AIA

1D
0.54%
1M
6.70%
YTD
44.56%
6M
50.54%
1Y
83.79%
3Y*
34.57%
5Y*
11.52%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFT vs. AIA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MSFT
Microsoft Corporation		-18.85%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%40.73%
AIA
iShares Asia 50 ETF		44.56%47.79%20.26%4.32%-24.08%-10.91%33.73%22.21%-14.22%45.00%

Correlation

The correlation between MSFT and AIA is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2007

0.48

Over the past year, the correlation between MSFT and AIA has dropped to 0.23 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Microsoft Corporation

iShares Asia 50 ETF

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Often compared with AIA:
AIA vs. EEMAAIA vs. SPYAIA vs. VPLAIA vs. IOOAIA vs. GMFAIA vs. VWOAIA vs. IEMG

Return for Risk

MSFT vs. AIA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MSFT
MSFT Risk / Return Rank: 1717
Overall Rank
MSFT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 1515
Sortino Ratio Rank
MSFT Omega Ratio Rank: 1414
Omega Ratio Rank
MSFT Calmar Ratio Rank: 2424
Calmar Ratio Rank
MSFT Martin Ratio Rank: 2020
Martin Ratio Rank
AIA
AIA Risk / Return Rank: 9191
Overall Rank
AIA Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AIA Sortino Ratio Rank: 8787
Sortino Ratio Rank
AIA Omega Ratio Rank: 8989
Omega Ratio Rank
AIA Calmar Ratio Rank: 9393
Calmar Ratio Rank
AIA Martin Ratio Rank: 9292
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 vs. AIA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and iShares Asia 50 ETF (AIA). 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.

MSFTAIADifference
Sharpe ratioReturn per unit of total volatility
-0.70
2.89

-3.59

Sortino ratioReturn per unit of downside risk
-0.84
3.41

-4.25

Omega ratioGain probability vs. loss probability

0.89

1.49

-0.60

Calmar ratioReturn relative to maximum drawdown

-0.53

5.70

-6.22

Martin ratioReturn relative to average drawdown

-1.08

19.76

-20.84

MSFT vs. AIA - Sharpe Ratio Comparison

The current MSFT Sharpe Ratio is -0.70, which is lower than the AIA Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of MSFT and AIA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

MSFT vs. AIA - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.38%, which is greater than AIA's maximum drawdown of -60.89%. Use the drawdown chart below to compare losses from any high point for MSFT and AIA.

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Drawdown Indicators

MSFTAIADifference

Max Drawdown

Largest peak-to-trough decline

-69.38%

-60.89%

-8.49%

Max Drawdown (1Y)

Largest decline over 1 year

-33.91%

-14.15%

-19.76%

Max Drawdown (3Y)

Largest decline over 3 years

-33.91%

-21.64%

-12.27%

Max Drawdown (5Y)

Largest decline over 5 years

-37.15%

-50.11%

+12.96%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

-54.64%

+17.49%

Current Drawdown

Current decline from peak

-27.46%

-6.44%

-21.02%

Average Drawdown

Average peak-to-trough decline

-21.78%

-16.66%

-5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.48%

4.08%

+12.40%

Volatility

MSFT vs. AIA - Volatility Comparison

The current volatility for Microsoft Corporation (MSFT) is 10.52%, while iShares Asia 50 ETF (AIA) has a volatility of 14.34%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than AIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MSFTAIADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.52%

14.34%

-3.82%

Volatility (6M)

Calculated over the trailing 6-month period

22.31%

24.49%

-2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

25.42%

27.93%

-2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.66%

25.96%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.06%

23.78%

+3.28%

Dividends

MSFT vs. AIA - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.91%, less than AIA's 1.73% yield.

PositionTTM20252024202320222021202020192018201720162015
AIA
iShares Asia 50 ETF		1.73%2.50%2.78%2.07%2.59%1.54%1.11%2.24%2.49%1.45%2.29%2.88%
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

MSFT and AIA have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIA has higher volatility (14.34%) compared to MSFT (10.52%). In terms of maximum drawdown, MSFT dropped -69.38% vs AIA's -60.89%.

AIA currently has the higher Sharpe Ratio (2.89 vs -0.70), 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.

Portfolio Optimizer

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