MSFT vs. SOXX
MSFT (Microsoft Corporation) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, MSFT returned 24.97%/yr vs 32.19%/yr for SOXX. Their 0.57 correlation means they have sometimes moved together and sometimes differently.
Performance
MSFT vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -3.48% return, which is significantly lower than SOXX's 67.84% return. Over the past 10 years, MSFT has underperformed SOXX with an annualized return of 24.97%, while SOXX has yielded a comparatively higher 32.19% annualized return.
MSFT
- 1D
- 3.02%
- 1M
- 20.93%
- 6M
- 8.48%
- YTD
- -3.48%
- 1Y
- -12.20%
- 3Y*
- 12.25%
- 5Y*
- 11.19%
- 10Y*
- 24.97%
- ALL TIME*
- 25.16%
SOXX
- 1D
- 0.07%
- 1M
- -15.81%
- 6M
- 45.95%
- YTD
- 67.84%
- 1Y
- 111.33%
- 3Y*
- 42.35%
- 5Y*
- 28.10%
- 10Y*
- 32.19%
- ALL TIME*
- 13.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.39B | $14.79B | $16.23B | |
| $6.04B | $5.84B | $5.80B |
MSFT vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -3.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
SOXX iShares Semiconductor ETF | 67.84% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between MSFT and SOXX is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.57 |
Over the past year, the correlation between MSFT and SOXX has dropped to 0.07 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
MSFT vs. SOXX — Risk / Return Rank
MSFT
SOXX
MSFT vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and iShares Semiconductor ETF (SOXX). 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 | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.91 | ||
| Sortino ratioReturn per unit of downside risk | -3.22 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.38 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 3.86 | -4.21 |
| Martin ratioReturn relative to average drawdown | -0.63 | 16.24 | -16.87 |
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Drawdowns
MSFT vs. SOXX - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, roughly equal to the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for MSFT and SOXX.
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Drawdown Indicators
| MSFT | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -70.21% | +0.83% |
Max Drawdown (1Y)Largest decline over 1 year | -34.50% | -29.01% | -5.49% |
Max Drawdown (3Y)Largest decline over 3 years | -34.50% | -41.36% | +6.86% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -45.75% | +8.60% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -45.75% | +8.60% |
Current DrawdownCurrent decline from peak | -13.73% | -22.92% | +9.19% |
Average DrawdownAverage peak-to-trough decline | -21.80% | -19.92% | -1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.35% | 6.88% | +12.47% |
Volatility
MSFT vs. SOXX - Volatility Comparison
The current volatility for Microsoft Corporation (MSFT) is 15.97%, while iShares Semiconductor ETF (SOXX) has a volatility of 17.83%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.97% | 17.83% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 26.41% | 38.92% | -12.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.93% | 44.48% | -12.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.00% | 38.24% | -10.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.62% | 34.54% | -6.92% |
Dividends
MSFT vs. SOXX - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.77%, more than SOXX's 0.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.77% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
SOXX iShares Semiconductor ETF | 0.29% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
MSFT and SOXX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (17.83%) compared to MSFT (15.97%). In terms of maximum drawdown, MSFT dropped -69.38% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (2.53 vs -0.39), 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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