MSFT vs. BKIE
MSFT (Microsoft Corporation) is a stock, while BKIE (BNY Mellon International Equity ETF) is Foreign Large Cap Equities fund tracking the Morningstar Developed Markets ex-US Large Cap Index. Over the past 5 years, MSFT returned 9.56%/yr vs 9.17%/yr for BKIE. At a 0.46 correlation, their price movements are largely independent.
Performance
MSFT vs. BKIE - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -18.85% return, which is significantly lower than BKIE's 9.51% return.
MSFT
- 1D
- 0.10%
- 1M
- -3.36%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.75%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
BKIE
- 1D
- 0.43%
- 1M
- 1.41%
- YTD
- 9.51%
- 6M
- 10.84%
- 1Y
- 22.01%
- 3Y*
- 17.04%
- 5Y*
- 9.17%
- 10Y*
- —
MSFT vs. BKIE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 30.77% |
BKIE BNY Mellon International Equity ETF | 9.51% | 32.08% | 4.63% | 18.25% | -13.60% | 13.75% | 34.17% |
Correlation
The correlation between MSFT and BKIE 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 | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.46 |
Over the past year, the correlation between MSFT and BKIE has dropped to 0.23 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
MSFT vs. BKIE — Risk / Return Rank
MSFT
BKIE
MSFT vs. BKIE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and BNY Mellon International Equity ETF (BKIE). 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 | BKIE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.94 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.26 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 1.94 | -2.46 |
| Martin ratioReturn relative to average drawdown | -1.08 | 7.45 | -8.53 |
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Drawdowns
MSFT vs. BKIE - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than BKIE's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for MSFT and BKIE.
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Drawdown Indicators
| MSFT | BKIE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -28.19% | -41.19% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -11.41% | -22.50% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -13.19% | -20.72% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -28.19% | -8.96% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | — | — |
Current DrawdownCurrent decline from peak | -27.46% | -0.37% | -27.09% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -4.96% | -16.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 2.97% | +13.51% |
Volatility
MSFT vs. BKIE - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.52% compared to BNY Mellon International Equity ETF (BKIE) at 5.17%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than BKIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | BKIE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 5.17% | +5.35% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 12.78% | +9.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 15.14% | +10.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 16.22% | +10.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 16.38% | +10.68% |
Dividends
MSFT vs. BKIE - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.91%, less than BKIE's 3.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKIE BNY Mellon International Equity ETF | 3.23% | 3.12% | 3.31% | 2.88% | 2.97% | 2.58% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 BKIE 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.
MSFT has higher volatility (10.52%) compared to BKIE (5.17%). In terms of maximum drawdown, MSFT dropped -69.38% vs BKIE's -28.19%.
BKIE currently has the higher Sharpe Ratio (1.46 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.
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