MSFT vs. REIT
MSFT (Microsoft Corporation) is a stock, while REIT (ALPS Active REIT ETF) is REIT fund actively managed by ALPS. Over the past 5 years, MSFT returned 9.56%/yr vs 4.64%/yr for REIT. At a 0.30 correlation, their price movements are largely independent.
Performance
MSFT vs. REIT - 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 REIT's 17.44% 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%
REIT
- 1D
- 0.97%
- 1M
- 4.83%
- YTD
- 17.44%
- 6M
- 17.70%
- 1Y
- 18.15%
- 3Y*
- 11.38%
- 5Y*
- 4.64%
- 10Y*
- —
MSFT vs. REIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 47.76% |
REIT ALPS Active REIT ETF | 17.44% | -0.55% | 7.11% | 13.74% | -21.23% | 33.02% |
Correlation
The correlation between MSFT and REIT is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2021 | 0.30 |
The correlation between MSFT and REIT shifts across timeframes, from -0.04 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MSFT vs. REIT — Risk / Return Rank
MSFT
REIT
MSFT vs. REIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and ALPS Active REIT ETF (REIT). 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 | REIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -2.64 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.23 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 2.35 | -2.87 |
| Martin ratioReturn relative to average drawdown | -1.08 | 6.81 | -7.89 |
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Drawdowns
MSFT vs. REIT - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than REIT's maximum drawdown of -29.30%. Use the drawdown chart below to compare losses from any high point for MSFT and REIT.
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Drawdown Indicators
| MSFT | REIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -29.30% | -40.08% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -7.35% | -26.56% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -18.19% | -15.72% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -29.30% | -7.85% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | — | — |
Current DrawdownCurrent decline from peak | -27.46% | 0.00% | -27.46% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -10.32% | -11.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 2.53% | +13.95% |
Volatility
MSFT vs. REIT - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.52% compared to ALPS Active REIT ETF (REIT) at 4.60%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than REIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | REIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 4.60% | +5.92% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 9.43% | +12.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 13.07% | +12.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 18.48% | +8.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 18.37% | +8.69% |
Dividends
MSFT vs. REIT - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.91%, less than REIT's 2.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
REIT ALPS Active REIT ETF | 2.69% | 3.20% | 3.06% | 3.13% | 2.81% | 4.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MSFT and REIT have a correlation of -0.04, 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 REIT (4.60%). In terms of maximum drawdown, MSFT dropped -69.38% vs REIT's -29.30%.
REIT currently has the higher Sharpe Ratio (1.32 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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