MSFT vs. SOL-USD
MSFT (Microsoft Corporation) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, MSFT returned 9.56%/yr vs 12.17%/yr for SOL-USD. At a 0.18 correlation, their price movements are largely independent.
Performance
MSFT vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -18.85% return, which is significantly higher than SOL-USD's -44.76% return.
MSFT
- 1D
- 0.10%
- 1M
- -4.36%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.07%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
SOL-USD
- 1D
- 0.85%
- 1M
- -25.39%
- YTD
- -44.76%
- 6M
- -48.38%
- 1Y
- -53.76%
- 3Y*
- 68.07%
- 5Y*
- 12.17%
- 10Y*
- —
MSFT vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 35.74% |
SOL-USD Solana | -44.76% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between MSFT and SOL-USD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.18 |
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Return for Risk
MSFT vs. SOL-USD — Risk / Return Rank
MSFT
SOL-USD
MSFT vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Solana (SOL-USD). 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 | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.91 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | -0.72 | +0.19 |
| Martin ratioReturn relative to average drawdown | -1.08 | -1.16 | +0.08 |
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Drawdowns
MSFT vs. SOL-USD - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for MSFT and SOL-USD.
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Drawdown Indicators
| MSFT | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -96.27% | +26.89% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -74.89% | +40.98% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -76.28% | +42.37% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -96.27% | +59.12% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | — | — |
Current DrawdownCurrent decline from peak | -27.46% | -73.76% | +46.30% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -51.42% | +29.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 53.06% | -36.58% |
Volatility
MSFT vs. SOL-USD - Volatility Comparison
The current volatility for Microsoft Corporation (MSFT) is 10.52%, while Solana (SOL-USD) has a volatility of 17.62%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 17.62% | -7.10% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 46.90% | -24.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 60.08% | -34.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 82.35% | -55.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 99.82% | -72.76% |
Frequently Asked Questions
MSFT and SOL-USD have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (17.62%) compared to MSFT (10.52%). In terms of maximum drawdown, MSFT dropped -69.38% vs SOL-USD's -96.27%.
MSFT currently has the higher Sharpe Ratio (-0.70 vs -0.74), 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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