MSFT vs. DIG
MSFT (Microsoft Corporation) is a stock, while DIG (ProShares Ultra Energy) is Leveraged Equities fund tracking the S&P Energy Select Sector Index (200% Daily). Over the past 10 years, MSFT returned 25.26%/yr vs 4.62%/yr for DIG. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
MSFT vs. DIG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MSFT achieves a 1.24% return, which is significantly lower than DIG's 57.75% return. Over the past 10 years, MSFT has outperformed DIG with an annualized return of 25.26%, while DIG has yielded a comparatively lower 4.62% annualized return.
MSFT
- 1D
- -1.09%
- 1M
- 26.04%
- 6M
- 18.21%
- YTD
- 1.24%
- 1Y
- -6.90%
- 3Y*
- 15.04%
- 5Y*
- 11.90%
- 10Y*
- 25.26%
- ALL TIME*
- 25.30%
DIG
- 1D
- -4.07%
- 1M
- 15.20%
- 6M
- 14.21%
- YTD
- 57.75%
- 1Y
- 72.29%
- 3Y*
- 14.61%
- 5Y*
- 32.55%
- 10Y*
- 4.62%
- ALL TIME*
- -0.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.36M | $2.51M | $2.36M | |
| $21.56B | $16.11B | $16.89B |
MSFT vs. DIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.24% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
DIG ProShares Ultra Energy | 57.75% | 2.73% | 0.93% | -13.04% | 125.34% | 115.63% | -70.36% | 12.51% | -40.11% | -7.39% |
Correlation
The correlation between MSFT and DIG is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.12 |
Correlation (3Y) Balances recent behavior with more history. | -0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.33 |
The correlation between MSFT and DIG shifts across timeframes, from -0.12 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MSFT vs. DIG — Risk / Return Rank
MSFT
DIG
MSFT vs. DIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and ProShares Ultra Energy (DIG). 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 | DIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.27 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 2.44 | -2.64 |
| Martin ratioReturn relative to average drawdown | -0.36 | 6.16 | -6.52 |
Loading charts...
Drawdowns
MSFT vs. DIG - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, smaller than the maximum DIG drawdown of -97.04%. Use the drawdown chart below to compare losses from any high point for MSFT and DIG.
Loading charts...
Drawdown Indicators
| MSFT | DIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -97.04% | +27.66% |
Max Drawdown (1Y)Largest decline over 1 year | -34.50% | -29.80% | -4.70% |
Max Drawdown (3Y)Largest decline over 3 years | -34.50% | -42.41% | +7.91% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -46.02% | +8.87% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -92.53% | +55.38% |
Current DrawdownCurrent decline from peak | -9.50% | -53.79% | +44.29% |
Average DrawdownAverage peak-to-trough decline | -21.80% | -64.27% | +42.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.33% | 11.78% | +7.55% |
Volatility
MSFT vs. DIG - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 16.44% compared to ProShares Ultra Energy (DIG) at 12.62%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than DIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MSFT | DIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.44% | 12.62% | +3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 26.64% | 33.22% | -6.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.98% | 42.29% | -10.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.10% | 51.13% | -23.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.66% | 57.80% | -30.14% |
Dividends
MSFT vs. DIG - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.73%, less than DIG's 1.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIG ProShares Ultra Energy | 1.57% | 2.62% | 3.13% | 0.61% | 1.33% | 2.24% | 3.18% | 2.72% | 2.30% | 1.76% | 1.09% | 1.56% |
MSFT Microsoft Corporation | 0.73% | 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 DIG have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (16.44%) compared to DIG (12.62%). In terms of maximum drawdown, MSFT dropped -69.38% vs DIG's -97.04%.
DIG currently has the higher Sharpe Ratio (1.72 vs -0.22), 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.
Find the right allocation for MSFT and DIG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer