MSFT vs. IBTH
MSFT (Microsoft Corporation) is a stock, while IBTH (iShares iBonds Dec 2027 Term Treasury ETF) is Government Bonds fund tracking the ICE 2027 Maturity US Treasury Index. Over the past 5 years, MSFT returned 9.56%/yr vs 0.42%/yr for IBTH. At a 0.03 correlation, their price movements are largely independent.
Performance
MSFT vs. IBTH - 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 IBTH's 1.03% 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%
IBTH
- 1D
- -0.02%
- 1M
- 0.23%
- YTD
- 1.03%
- 6M
- 1.29%
- 1Y
- 3.81%
- 3Y*
- 4.16%
- 5Y*
- 0.42%
- 10Y*
- —
MSFT vs. IBTH - 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% | 41.71% |
IBTH iShares iBonds Dec 2027 Term Treasury ETF | 1.03% | 5.29% | 3.22% | 4.38% | -9.75% | -3.43% | 4.20% |
Correlation
The correlation between MSFT and IBTH is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2020 | 0.03 |
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Return for Risk
MSFT vs. IBTH — Risk / Return Rank
MSFT
IBTH
MSFT vs. IBTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and iShares iBonds Dec 2027 Term Treasury ETF (IBTH). 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 | IBTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.44 | ||
| Sortino ratioReturn per unit of downside risk | -8.09 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.96 | -1.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 10.03 | -10.56 |
| Martin ratioReturn relative to average drawdown | -1.08 | 41.28 | -42.36 |
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Drawdowns
MSFT vs. IBTH - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than IBTH's maximum drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for MSFT and IBTH.
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Drawdown Indicators
| MSFT | IBTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -16.16% | -53.22% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -0.38% | -33.53% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -2.09% | -31.82% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -14.41% | -22.74% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | — | — |
Current DrawdownCurrent decline from peak | -27.46% | -1.25% | -26.21% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -6.69% | -15.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 0.09% | +16.39% |
Volatility
MSFT vs. IBTH - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.52% compared to iShares iBonds Dec 2027 Term Treasury ETF (IBTH) at 0.20%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than IBTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | IBTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 0.20% | +10.32% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 0.54% | +21.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 1.03% | +24.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 4.19% | +22.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 4.20% | +22.86% |
Dividends
MSFT vs. IBTH - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.91%, less than IBTH's 3.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBTH iShares iBonds Dec 2027 Term Treasury ETF | 3.82% | 3.92% | 4.04% | 3.61% | 2.00% | 0.77% | 0.50% | 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 IBTH have a correlation of -0.00, 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 IBTH (0.20%). In terms of maximum drawdown, MSFT dropped -69.38% vs IBTH's -16.16%.
IBTH currently has the higher Sharpe Ratio (3.74 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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