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MSFT vs. QUAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSFT vs. QUAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Microsoft Corporation (MSFT) and iShares MSCI USA Quality Factor ETF (QUAL). 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 QUAL's 7.89% return. Over the past 10 years, MSFT has outperformed QUAL with an annualized return of 24.64%, while QUAL has yielded a comparatively lower 14.19% 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%

QUAL

1D
0.32%
1M
1.62%
YTD
7.89%
6M
8.26%
1Y
19.70%
3Y*
19.43%
5Y*
11.82%
10Y*
14.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFT vs. QUAL - 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%
QUAL
iShares MSCI USA Quality Factor ETF
7.89%12.65%22.29%30.88%-20.50%26.94%17.04%33.89%-5.70%22.26%

Correlation

The correlation between MSFT and QUAL is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.60

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

0.71

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

0.71

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2013

0.69

Over the past year, the correlation between MSFT and QUAL has dropped to 0.40 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

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Return for Risk

MSFT vs. QUAL — 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

QUAL
QUAL Risk / Return Rank: 5454
Overall Rank
QUAL Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QUAL Sortino Ratio Rank: 5353
Sortino Ratio Rank
QUAL Omega Ratio Rank: 5252
Omega Ratio Rank
QUAL Calmar Ratio Rank: 4949
Calmar Ratio Rank
QUAL Martin Ratio Rank: 6161
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. QUAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and iShares MSCI USA Quality Factor ETF (QUAL). 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.


MSFTQUALDifference
Sharpe ratioReturn per unit of total volatility

-2.12

Sortino ratioReturn per unit of downside risk

-2.83

Omega ratioGain probability vs. loss probability

0.94

1.29

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.35

2.19

-2.54

Martin ratioReturn relative to average drawdown

-0.73

9.96

-10.69

MSFT vs. QUAL - Sharpe Ratio Comparison

The current MSFT Sharpe Ratio is -0.47, which is lower than the QUAL Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of MSFT and QUAL, 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


MSFTQUALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.47

1.65

-2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.68

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.79

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.80

-0.05

Drawdowns

MSFT vs. QUAL - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.38%, which is greater than QUAL's maximum drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for MSFT and QUAL.


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Drawdown Indicators


MSFTQUALDifference

Max Drawdown

Largest peak-to-trough decline

-69.38%

-34.06%

-35.32%

Max Drawdown (1Y)

Largest decline over 1 year

-33.91%

-9.03%

-24.88%

Max Drawdown (3Y)

Largest decline over 3 years

-33.91%

-18.00%

-15.91%

Max Drawdown (5Y)

Largest decline over 5 years

-37.15%

-28.23%

-8.92%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

-34.06%

-3.09%

Current Drawdown

Current decline from peak

-23.56%

-1.61%

-21.95%

Average Drawdown

Average peak-to-trough decline

-21.78%

-4.10%

-17.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.13%

1.98%

+14.15%

Volatility

MSFT vs. QUAL - Volatility Comparison

Microsoft Corporation (MSFT) has a higher volatility of 10.25% compared to iShares MSCI USA Quality Factor ETF (QUAL) at 3.12%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSFTQUALDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.25%

3.12%

+7.13%

Volatility (6M)

Calculated over the trailing 6-month period

22.36%

9.28%

+13.08%

Volatility (1Y)

Calculated over the trailing 1-year period

25.31%

12.01%

+13.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.64%

17.35%

+9.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.06%

18.11%

+8.95%

Dividends

MSFT vs. QUAL - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.86%, less than QUAL's 0.88% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
QUAL
iShares MSCI USA Quality Factor ETF
0.88%0.94%1.02%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%

Frequently Asked Questions


MSFT and QUAL have a correlation of 0.40, 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 QUAL (3.12%). In terms of maximum drawdown, MSFT dropped -69.38% vs QUAL's -34.06%.

QUAL currently has the higher Sharpe Ratio (1.65 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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