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MSFT vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MSFT vs. IVV

Last updated Jun 13, 2026

MSFT (Microsoft Corporation) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, MSFT returned 24.39%/yr vs 15.47%/yr for IVV. A 0.68 correlation means they provide meaningful diversification when combined.

Performance

MSFT vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Microsoft Corporation (MSFT) and iShares Core S&P 500 ETF (IVV). 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 -18.85% return, which is significantly lower than IVV's 9.08% return. Over the past 10 years, MSFT has outperformed IVV with an annualized return of 24.39%, while IVV has yielded a comparatively lower 15.47% annualized 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%

IVV

1D
0.55%
1M
0.36%
YTD
9.08%
6M
9.43%
1Y
25.77%
3Y*
20.95%
5Y*
13.42%
10Y*
15.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFT vs. IVV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MSFT
Microsoft Corporation		-18.85%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%40.73%
IVV
iShares Core S&P 500 ETF		9.08%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between MSFT and IVV is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.47

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

0.62

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

0.72

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

0.73

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.68

Over the past year, the correlation between MSFT and IVV has dropped to 0.47 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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Microsoft Corporation

iShares Core S&P 500 ETF

Often compared with MSFT:
MSFT vs. AAPLMSFT vs. GOOGMSFT vs. AMZNMSFT vs. NVDAMSFT vs. SPYMSFT vs. METAMSFT vs. QQQ
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

MSFT vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MSFT
MSFT Risk / Return Rank: 1717
Overall Rank
MSFT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 1515
Sortino Ratio Rank
MSFT Omega Ratio Rank: 1414
Omega Ratio Rank
MSFT Calmar Ratio Rank: 2424
Calmar Ratio Rank
MSFT Martin Ratio Rank: 2020
Martin Ratio Rank
IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6969
Sortino Ratio Rank
IVV Omega Ratio Rank: 7171
Omega Ratio Rank
IVV Calmar Ratio Rank: 6363
Calmar Ratio Rank
IVV Martin Ratio Rank: 7676
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. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and iShares Core S&P 500 ETF (IVV). 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.

MSFTIVVDifference
Sharpe ratioReturn per unit of total volatility
-0.70
2.00

-2.70

Sortino ratioReturn per unit of downside risk
-0.84
2.70

-3.54

Omega ratioGain probability vs. loss probability

0.89

1.36

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.53

2.76

-3.28

Martin ratioReturn relative to average drawdown

-1.08

12.43

-13.51

MSFT vs. IVV - Sharpe Ratio Comparison

The current MSFT Sharpe Ratio is -0.70, which is lower than the IVV Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of MSFT and IVV, 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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Drawdowns

MSFT vs. IVV - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.38%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for MSFT and IVV.

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Drawdown Indicators

MSFTIVVDifference

Max Drawdown

Largest peak-to-trough decline

-69.38%

-55.25%

-14.13%

Max Drawdown (1Y)

Largest decline over 1 year

-33.91%

-8.89%

-25.02%

Max Drawdown (3Y)

Largest decline over 3 years

-33.91%

-18.75%

-15.16%

Max Drawdown (5Y)

Largest decline over 5 years

-37.15%

-24.53%

-12.62%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

-33.90%

-3.25%

Current Drawdown

Current decline from peak

-27.46%

-2.35%

-25.11%

Average Drawdown

Average peak-to-trough decline

-21.78%

-10.77%

-11.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.48%

1.97%

+14.51%

Volatility

MSFT vs. IVV - Volatility Comparison

Microsoft Corporation (MSFT) has a higher volatility of 10.52% compared to iShares Core S&P 500 ETF (IVV) at 4.37%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MSFTIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.52%

4.37%

+6.15%

Volatility (6M)

Calculated over the trailing 6-month period

22.31%

9.59%

+12.72%

Volatility (1Y)

Calculated over the trailing 1-year period

25.42%

12.28%

+13.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.66%

16.95%

+9.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.06%

18.08%

+8.98%

Dividends

MSFT vs. IVV - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.91%, less than IVV's 1.08% yield.

PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF		1.08%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
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 IVV have a correlation of 0.47, 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 IVV (4.37%). In terms of maximum drawdown, MSFT dropped -69.38% vs IVV's -55.25%.

IVV currently has the higher Sharpe Ratio (2.00 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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