MSFT vs. BTC-USD
MSFT (Microsoft Corporation) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, MSFT returned 24.64%/yr vs 59.37%/yr for BTC-USD. At a 0.09 correlation, their price movements are largely independent.
Performance
MSFT vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -13.46% return, which is significantly higher than BTC-USD's -29.97% return. Over the past 10 years, MSFT has underperformed BTC-USD with an annualized return of 24.64%, while BTC-USD has yielded a comparatively higher 59.37% annualized return.
MSFT
- 1D
- -2.66%
- 1M
- 0.87%
- YTD
- -13.46%
- 6M
- -13.38%
- 1Y
- -10.20%
- 3Y*
- 8.53%
- 5Y*
- 11.60%
- 10Y*
- 24.64%
BTC-USD
- 1D
- -3.97%
- 1M
- -24.76%
- YTD
- -29.97%
- 6M
- -31.42%
- 1Y
- -39.67%
- 3Y*
- 31.02%
- 5Y*
- 11.35%
- 10Y*
- 59.37%
MSFT vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -13.46% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
BTC-USD Bitcoin | -29.97% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between MSFT and BTC-USD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2012 | 0.09 |
The correlation between MSFT and BTC-USD shifts across timeframes, from 0.09 (all time) to 0.22 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MSFT vs. BTC-USD — Risk / Return Rank
MSFT
BTC-USD
MSFT vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Bitcoin (BTC-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.
| MSFT | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.87 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | -0.78 | +0.48 |
| Martin ratioReturn relative to average drawdown | -0.64 | -1.39 | +0.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSFT | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.41 | -0.93 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.21 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.87 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 1.13 | -0.38 |
Drawdowns
MSFT vs. BTC-USD - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for MSFT and BTC-USD.
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Drawdown Indicators
| MSFT | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -85.30% | +15.92% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -50.87% | +16.96% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -50.87% | +16.96% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -76.67% | +39.52% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -83.80% | +46.65% |
Current DrawdownCurrent decline from peak | -22.65% | -50.87% | +28.22% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -42.29% | +20.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.07% | 34.02% | -17.95% |
Volatility
MSFT vs. BTC-USD - Volatility Comparison
Microsoft Corporation (MSFT) and Bitcoin (BTC-USD) have volatilities of 10.32% and 10.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.32% | 10.54% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 22.34% | 34.26% | -11.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.25% | 35.65% | -10.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.63% | 44.98% | -18.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.05% | 56.70% | -29.65% |
Frequently Asked Questions
MSFT and BTC-USD have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (10.54%) compared to MSFT (10.32%). In terms of maximum drawdown, MSFT dropped -69.38% vs BTC-USD's -85.30%.
MSFT currently has the higher Sharpe Ratio (-0.41 vs -0.93), 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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