MSFT vs. KXI
MSFT (Microsoft Corporation) is a stock, while KXI (iShares Global Consumer Staples ETF) is Consumer Staples Equities fund tracking the S&P Global Consumer Staples Index. Over the past 10 years, MSFT returned 23.18%/yr vs 5.74%/yr for KXI. At a 0.46 correlation, their price movements are largely independent.
Performance
MSFT vs. KXI - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -16.45% return, which is significantly lower than KXI's 7.85% return. Over the past 10 years, MSFT has outperformed KXI with an annualized return of 23.18%, while KXI has yielded a comparatively lower 5.74% annualized return.
MSFT
- 1D
- 2.15%
- 1M
- 6.03%
- 6M
- -12.13%
- YTD
- -16.45%
- 1Y
- -20.50%
- 3Y*
- 6.20%
- 5Y*
- 8.30%
- 10Y*
- 23.18%
- ALL TIME*
- 24.73%
KXI
- 1D
- -0.52%
- 1M
- 2.91%
- 6M
- 4.44%
- YTD
- 7.85%
- 1Y
- 8.71%
- 3Y*
- 6.22%
- 5Y*
- 4.80%
- 10Y*
- 5.74%
- ALL TIME*
- 7.59%
MSFT vs. KXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -16.45% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
KXI iShares Global Consumer Staples ETF | 7.85% | 9.68% | 4.20% | 2.41% | -6.02% | 13.71% | 7.69% | 23.40% | -10.71% | 17.60% |
Correlation
The correlation between MSFT and KXI is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2006 | 0.46 |
The correlation between MSFT and KXI shifts across timeframes, from -0.15 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MSFT vs. KXI — Risk / Return Rank
MSFT
KXI
MSFT vs. KXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and iShares Global Consumer Staples ETF (KXI). 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 | KXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.13 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 0.85 | -1.45 |
| Martin ratioReturn relative to average drawdown | -1.10 | 1.71 | -2.81 |
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Drawdowns
MSFT vs. KXI - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than KXI's maximum drawdown of -42.27%. Use the drawdown chart below to compare losses from any high point for MSFT and KXI.
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Drawdown Indicators
| MSFT | KXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -42.27% | -27.11% |
Max Drawdown (1Y)Largest decline over 1 year | -34.50% | -10.24% | -24.26% |
Max Drawdown (3Y)Largest decline over 3 years | -34.50% | -11.92% | -22.58% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -17.45% | -19.70% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -24.59% | -12.56% |
Current DrawdownCurrent decline from peak | -25.32% | -5.22% | -20.10% |
Average DrawdownAverage peak-to-trough decline | -21.80% | -5.37% | -16.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.74% | 5.11% | +13.63% |
Volatility
MSFT vs. KXI - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.25% compared to iShares Global Consumer Staples ETF (KXI) at 4.91%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than KXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | KXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 4.91% | +5.34% |
Volatility (6M)Calculated over the trailing 6-month period | 24.51% | 10.42% | +14.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.52% | 12.69% | +14.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.07% | 12.65% | +14.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.15% | 13.76% | +13.39% |
Dividends
MSFT vs. KXI - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.88%, less than KXI's 2.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KXI iShares Global Consumer Staples ETF | 2.33% | 2.29% | 2.51% | 2.99% | 1.98% | 2.26% | 2.34% | 2.17% | 2.97% | 2.17% | 2.34% | 2.20% |
MSFT Microsoft Corporation | 0.88% | 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 KXI have a correlation of -0.15, 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 KXI (4.91%). In terms of maximum drawdown, MSFT dropped -69.38% vs KXI's -42.27%.
KXI currently has the higher Sharpe Ratio (0.69 vs -0.75), 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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