MSFT vs. SHV
MSFT (Microsoft Corporation) is a stock, while SHV (iShares 0-1 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE Short US Treasury Securities Index. Over the past 10 years, MSFT returned 23.97%/yr vs 2.24%/yr for SHV. At a correlation of -0.05, they often move in opposite directions.
Performance
MSFT vs. SHV - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -21.20% return, which is significantly lower than SHV's 1.59% return. Over the past 10 years, MSFT has outperformed SHV with an annualized return of 23.97%, while SHV has yielded a comparatively lower 2.24% annualized return.
MSFT
- 1D
- 0.13%
- 1M
- -9.47%
- YTD
- -21.20%
- 6M
- -21.57%
- 1Y
- -19.89%
- 3Y*
- 4.30%
- 5Y*
- 8.79%
- 10Y*
- 23.97%
SHV
- 1D
- 0.05%
- 1M
- 0.27%
- YTD
- 1.59%
- 6M
- 1.71%
- 1Y
- 3.84%
- 3Y*
- 4.62%
- 5Y*
- 3.35%
- 10Y*
- 2.24%
MSFT vs. SHV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -21.20% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
SHV iShares 0-1 Year Treasury Bond ETF | 1.59% | 4.21% | 5.12% | 5.04% | 0.94% | -0.10% | 0.81% | 2.36% | 1.72% | 0.67% |
Correlation
The correlation between MSFT and SHV is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2007 | -0.05 |
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Return for Risk
MSFT vs. SHV — Risk / Return Rank
MSFT
SHV
MSFT vs. SHV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and iShares 0-1 Year Treasury Bond ETF (SHV). 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 | SHV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -19.61 | ||
| Sortino ratioReturn per unit of downside risk | -103.05 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 39.19 | -38.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 143.22 | -143.82 |
| Martin ratioReturn relative to average drawdown | -1.21 | 1,651.41 | -1,652.62 |
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Drawdowns
MSFT vs. SHV - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for MSFT and SHV.
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Drawdown Indicators
| MSFT | SHV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -0.45% | -68.93% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -0.03% | -33.88% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -0.03% | -33.88% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -0.39% | -36.76% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -0.45% | -36.70% |
Current DrawdownCurrent decline from peak | -29.57% | 0.00% | -29.57% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -0.03% | -21.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.85% | 0.00% | +16.85% |
Volatility
MSFT vs. SHV - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.83% compared to iShares 0-1 Year Treasury Bond ETF (SHV) at 0.07%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than SHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | SHV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.83% | 0.07% | +10.76% |
Volatility (6M)Calculated over the trailing 6-month period | 22.72% | 0.13% | +22.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.78% | 0.21% | +25.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.74% | 0.29% | +26.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.09% | 0.28% | +26.81% |
Dividends
MSFT vs. SHV - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.94%, less than SHV's 3.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.94% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
SHV iShares 0-1 Year Treasury Bond ETF | 3.83% | 4.09% | 5.02% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% |
Frequently Asked Questions
MSFT and SHV have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.83%) compared to SHV (0.07%). In terms of maximum drawdown, MSFT dropped -69.38% vs SHV's -0.45%.
SHV currently has the higher Sharpe Ratio (18.81 vs -0.79), 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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