MSFT vs. RSPG
MSFT (Microsoft Corporation) is a stock, while RSPG (Invesco S&P 500 Equal Weight Energy ETF) is Energy Equities fund tracking the S&P 500 Equal Weight Energy Plus Index. Over the past 10 years, MSFT returned 25.26%/yr vs 9.12%/yr for RSPG. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
MSFT vs. RSPG - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a 1.24% return, which is significantly lower than RSPG's 30.15% return. Over the past 10 years, MSFT has outperformed RSPG with an annualized return of 25.26%, while RSPG has yielded a comparatively lower 9.12% annualized return.
MSFT
- 1D
- -1.09%
- 1M
- 26.04%
- 6M
- 18.21%
- YTD
- 1.24%
- 1Y
- -6.90%
- 3Y*
- 15.04%
- 5Y*
- 11.90%
- 10Y*
- 25.26%
- ALL TIME*
- 25.30%
RSPG
- 1D
- -2.28%
- 1M
- 5.39%
- 6M
- 12.25%
- YTD
- 30.15%
- 1Y
- 40.31%
- 3Y*
- 13.53%
- 5Y*
- 23.74%
- 10Y*
- 9.12%
- ALL TIME*
- 5.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $21.56B | $16.11B | $16.89B | |
| $11.07M | $9.81M | $10.92M |
MSFT vs. RSPG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.24% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
RSPG Invesco S&P 500 Equal Weight Energy ETF | 30.15% | 7.01% | 6.09% | 4.49% | 57.97% | 57.73% | -32.44% | 13.38% | -24.68% | -6.39% |
Correlation
The correlation between MSFT and RSPG is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.11 |
Correlation (3Y) Balances recent behavior with more history. | -0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.10 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2006 | 0.28 |
The correlation between MSFT and RSPG shifts across timeframes, from -0.11 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MSFT vs. RSPG — Risk / Return Rank
MSFT
RSPG
MSFT vs. RSPG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Invesco S&P 500 Equal Weight Energy ETF (RSPG). 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 | RSPG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.30 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 2.95 | -3.15 |
| Martin ratioReturn relative to average drawdown | -0.36 | 7.42 | -7.78 |
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Drawdowns
MSFT vs. RSPG - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, smaller than the maximum RSPG drawdown of -79.98%. Use the drawdown chart below to compare losses from any high point for MSFT and RSPG.
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Drawdown Indicators
| MSFT | RSPG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -79.98% | +10.60% |
Max Drawdown (1Y)Largest decline over 1 year | -34.50% | -13.72% | -20.78% |
Max Drawdown (3Y)Largest decline over 3 years | -34.50% | -23.06% | -11.44% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -28.44% | -8.71% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -73.17% | +36.02% |
Current DrawdownCurrent decline from peak | -9.50% | -8.56% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -21.80% | -25.32% | +3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.33% | 5.45% | +13.88% |
Volatility
MSFT vs. RSPG - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 16.44% compared to Invesco S&P 500 Equal Weight Energy ETF (RSPG) at 6.57%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than RSPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | RSPG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.44% | 6.57% | +9.87% |
Volatility (6M)Calculated over the trailing 6-month period | 26.64% | 16.85% | +9.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.98% | 22.09% | +9.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.10% | 27.89% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.66% | 33.44% | -5.78% |
Dividends
MSFT vs. RSPG - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.73%, less than RSPG's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.73% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
RSPG Invesco S&P 500 Equal Weight Energy ETF | 2.04% | 2.60% | 2.43% | 2.84% | 3.43% | 2.37% | 3.15% | 2.15% | 2.18% | 2.55% | 1.14% | 2.80% |
Frequently Asked Questions
MSFT and RSPG have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (16.44%) compared to RSPG (6.57%). In terms of maximum drawdown, MSFT dropped -69.38% vs RSPG's -79.98%.
RSPG currently has the higher Sharpe Ratio (1.83 vs -0.22), 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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