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MSFT vs. EFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSFT vs. EFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Microsoft Corporation (MSFT) and iShares MSCI EAFE ETF (EFA). 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 -14.48% return, which is significantly lower than EFA's 7.13% return. Over the past 10 years, MSFT has outperformed EFA with an annualized return of 24.64%, while EFA has yielded a comparatively lower 9.28% annualized return.


MSFT

1D
-1.18%
1M
-0.60%
YTD
-14.48%
6M
-15.77%
1Y
-11.77%
3Y*
8.85%
5Y*
11.09%
10Y*
24.64%

EFA

1D
0.61%
1M
-1.04%
YTD
7.13%
6M
9.67%
1Y
18.74%
3Y*
15.87%
5Y*
8.03%
10Y*
9.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFT vs. EFA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSFT
Microsoft Corporation
-14.48%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%40.73%
EFA
iShares MSCI EAFE ETF
7.13%31.55%3.49%18.36%-14.39%11.45%7.60%22.04%-13.82%25.07%

Correlation

The correlation between MSFT and EFA is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.34

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

0.47

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

0.52

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2001

0.53

Over the past year, the correlation between MSFT and EFA has dropped to 0.24 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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Return for Risk

MSFT vs. EFA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSFT
MSFT Risk / Return Rank: 2424
Overall Rank
MSFT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 2121
Sortino Ratio Rank
MSFT Omega Ratio Rank: 2020
Omega Ratio Rank
MSFT Calmar Ratio Rank: 3131
Calmar Ratio Rank
MSFT Martin Ratio Rank: 2828
Martin Ratio Rank

EFA
EFA Risk / Return Rank: 3838
Overall Rank
EFA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EFA Sortino Ratio Rank: 3737
Sortino Ratio Rank
EFA Omega Ratio Rank: 3737
Omega Ratio Rank
EFA Calmar Ratio Rank: 3636
Calmar Ratio Rank
EFA Martin Ratio Rank: 4141
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. EFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and iShares MSCI EAFE ETF (EFA). 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.


MSFTEFADifference
Sharpe ratioReturn per unit of total volatility

-1.70

Sortino ratioReturn per unit of downside risk

-2.27

Omega ratioGain probability vs. loss probability

0.94

1.23

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.35

1.65

-2.00

Martin ratioReturn relative to average drawdown

-0.73

6.15

-6.88

MSFT vs. EFA - Sharpe Ratio Comparison

The current MSFT Sharpe Ratio is -0.47, which is lower than the EFA Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of MSFT and EFA, 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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Sharpe Ratios by Period


MSFTEFADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.47

1.23

-1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.49

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.54

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.31

+0.43

Drawdowns

MSFT vs. EFA - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.38%, which is greater than EFA's maximum drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for MSFT and EFA.


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Drawdown Indicators


MSFTEFADifference

Max Drawdown

Largest peak-to-trough decline

-69.38%

-61.04%

-8.34%

Max Drawdown (1Y)

Largest decline over 1 year

-33.91%

-11.42%

-22.49%

Max Drawdown (3Y)

Largest decline over 3 years

-33.91%

-14.05%

-19.86%

Max Drawdown (5Y)

Largest decline over 5 years

-37.15%

-29.53%

-7.62%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

-34.19%

-2.96%

Current Drawdown

Current decline from peak

-23.56%

-2.63%

-20.93%

Average Drawdown

Average peak-to-trough decline

-21.78%

-11.93%

-9.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.13%

3.05%

+13.08%

Volatility

MSFT vs. EFA - Volatility Comparison

Microsoft Corporation (MSFT) has a higher volatility of 10.25% compared to iShares MSCI EAFE ETF (EFA) at 4.54%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSFTEFADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.25%

4.54%

+5.71%

Volatility (6M)

Calculated over the trailing 6-month period

22.36%

12.82%

+9.54%

Volatility (1Y)

Calculated over the trailing 1-year period

25.31%

15.31%

+10.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.64%

16.52%

+10.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.06%

17.28%

+9.78%

Dividends

MSFT vs. EFA - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.86%, less than EFA's 3.16% yield.


PositionTTM20252024202320222021202020192018201720162015
EFA
iShares MSCI EAFE ETF
3.16%3.38%3.24%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%
MSFT
Microsoft Corporation
0.86%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 EFA have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSFT has higher volatility (10.25%) compared to EFA (4.54%). In terms of maximum drawdown, MSFT dropped -69.38% vs EFA's -61.04%.

EFA currently has the higher Sharpe Ratio (1.23 vs -0.47), 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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