MSFT vs. MSCI
MSFT (Microsoft Corporation) and MSCI (MSCI Inc.) are both stocks. MSFT operates in Software - Infrastructure (Technology), while MSCI operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, MSFT returned 24.64%/yr vs 24.26%/yr for MSCI. At a 0.49 correlation, their price movements are largely independent.
Performance
MSFT vs. MSCI - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -14.48% return, which is significantly lower than MSCI's 5.89% return. Both investments have delivered pretty close results over the past 10 years, with MSFT having a 24.64% annualized return and MSCI not far behind at 24.26%.
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%
MSCI
- 1D
- -2.03%
- 1M
- 3.36%
- YTD
- 5.89%
- 6M
- 13.15%
- 1Y
- 7.51%
- 3Y*
- 9.71%
- 5Y*
- 6.47%
- 10Y*
- 24.26%
MSFT vs. MSCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -14.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
MSCI MSCI Inc. | 5.89% | -3.17% | 7.31% | 22.90% | -23.34% | 38.14% | 74.38% | 77.19% | 17.95% | 62.63% |
Correlation
The correlation between MSFT and MSCI is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2007 | 0.49 |
Over the past year, the correlation between MSFT and MSCI has dropped to 0.28 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
Fundamentals
MSFT:
$3.07T
MSCI:
$44.26B
MSFT:
$16.79
MSCI:
$17.28
MSFT:
24.52
MSCI:
34.89
MSFT:
1.72
MSCI:
2.16
MSFT:
9.65
MSCI:
14.21
MSFT:
$318.27B
MSCI:
$3.24B
MSFT:
$217.41B
MSCI:
$2.68B
MSFT:
$200.96B
MSCI:
$1.99B
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Return for Risk
MSFT vs. MSCI — Risk / Return Rank
MSFT
MSCI
MSFT vs. MSCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and MSCI Inc. (MSCI). 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.
| MSFT | MSCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.08 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 0.42 | -0.77 |
| Martin ratioReturn relative to average drawdown | -0.73 | 1.10 | -1.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSFT | MSCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | 0.26 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.21 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.78 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.55 | +0.19 |
Drawdowns
MSFT vs. MSCI - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, roughly equal to the maximum MSCI drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for MSFT and MSCI.
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Drawdown Indicators
| MSFT | MSCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -69.06% | -0.32% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -18.07% | -15.84% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -25.99% | -7.92% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -43.74% | +6.59% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -43.74% | +6.59% |
Current DrawdownCurrent decline from peak | -23.56% | -6.35% | -17.21% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -13.08% | -8.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.13% | 6.90% | +9.23% |
Volatility
MSFT vs. MSCI - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.25% compared to MSCI Inc. (MSCI) at 8.23%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | MSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 8.23% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 22.36% | 20.75% | +1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.31% | 28.72% | -3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.64% | 30.73% | -4.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 31.19% | -4.13% |
Dividends
MSFT vs. MSCI - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.86%, less than MSCI's 1.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSCI MSCI Inc. | 1.28% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
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% |
Financials
MSFT vs. MSCI - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation and MSCI Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
MSFT vs. MSCI - Profitability Comparison
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.
MSCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported a gross profit of 709.00M and revenue of 850.80M. Therefore, the gross margin over that period was 83.3%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
MSCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported an operating income of 456.90M and revenue of 850.80M, resulting in an operating margin of 53.7%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.
MSCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported a net income of 406.00M and revenue of 850.80M, resulting in a net margin of 47.7%.
Frequently Asked Questions
MSFT and MSCI have a correlation of 0.28, 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 MSCI (8.23%). In terms of maximum drawdown, MSFT dropped -69.38% vs MSCI's -69.06%.
MSCI currently has the higher Sharpe Ratio (0.26 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.
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