MSFT vs. SCHA
MSFT (Microsoft Corporation) is a stock, while SCHA (Schwab U.S. Small-Cap ETF) is Small Cap Blend Equities fund tracking the Dow Jones U.S. Small-Cap Total Stock Market Index. Over the past 10 years, MSFT returned 23.18%/yr vs 10.66%/yr for SCHA. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
MSFT vs. SCHA - 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 SCHA's 19.43% return. Over the past 10 years, MSFT has outperformed SCHA with an annualized return of 23.18%, while SCHA has yielded a comparatively lower 10.66% 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%
SCHA
- 1D
- -0.53%
- 1M
- -3.47%
- 6M
- 11.37%
- YTD
- 19.43%
- 1Y
- 31.42%
- 3Y*
- 15.94%
- 5Y*
- 7.49%
- 10Y*
- 10.66%
- ALL TIME*
- 12.45%
MSFT vs. SCHA - 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% |
SCHA Schwab U.S. Small-Cap ETF | 19.43% | 11.60% | 11.16% | 18.46% | -19.81% | 16.45% | 19.34% | 26.50% | -11.79% | 14.94% |
Correlation
The correlation between MSFT and SCHA is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2009 | 0.51 |
Over the past year, the correlation between MSFT and SCHA has dropped to 0.11 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
MSFT vs. SCHA — Risk / Return Rank
MSFT
SCHA
MSFT vs. SCHA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Schwab U.S. Small-Cap ETF (SCHA). 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 | SCHA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.42 | ||
| Sortino ratioReturn per unit of downside risk | -3.35 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.28 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 3.32 | -3.92 |
| Martin ratioReturn relative to average drawdown | -1.10 | 11.38 | -12.47 |
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Drawdowns
MSFT vs. SCHA - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for MSFT and SCHA.
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Drawdown Indicators
| MSFT | SCHA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -42.41% | -26.97% |
Max Drawdown (1Y)Largest decline over 1 year | -34.50% | -9.50% | -25.00% |
Max Drawdown (3Y)Largest decline over 3 years | -34.50% | -27.29% | -7.21% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -30.79% | -6.36% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -42.41% | +5.26% |
Current DrawdownCurrent decline from peak | -25.32% | -6.26% | -19.06% |
Average DrawdownAverage peak-to-trough decline | -21.80% | -7.54% | -14.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.74% | 2.77% | +15.97% |
Volatility
MSFT vs. SCHA - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.25% compared to Schwab U.S. Small-Cap ETF (SCHA) at 5.84%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | SCHA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 5.84% | +4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 24.51% | 14.41% | +10.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.52% | 18.98% | +8.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.07% | 22.02% | +5.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.15% | 22.74% | +4.41% |
Dividends
MSFT vs. SCHA - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.88%, less than SCHA's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHA Schwab U.S. Small-Cap ETF | 1.06% | 1.26% | 1.51% | 1.42% | 1.37% | 1.19% | 1.05% | 1.39% | 1.58% | 1.24% | 1.50% | 1.48% |
Frequently Asked Questions
MSFT and SCHA 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 (10.25%) compared to SCHA (5.84%). In terms of maximum drawdown, MSFT dropped -69.38% vs SCHA's -42.41%.
SCHA currently has the higher Sharpe Ratio (1.67 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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