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 23.86%/yr vs 35.82%/yr for SOXX. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
MSFT vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -20.19% return, which is significantly lower than SOXX's 99.35% return. Over the past 10 years, MSFT has underperformed SOXX with an annualized return of 23.86%, while SOXX has yielded a comparatively higher 35.82% annualized return.
MSFT
- 1D
- 3.02%
- 1M
- -16.56%
- YTD
- -20.19%
- 6M
- -20.19%
- 1Y
- -21.28%
- 3Y*
- 4.92%
- 5Y*
- 7.60%
- 10Y*
- 23.86%
SOXX
- 1D
- -6.41%
- 1M
- 4.91%
- YTD
- 99.35%
- 6M
- 99.35%
- 1Y
- 153.56%
- 3Y*
- 53.52%
- 5Y*
- 32.97%
- 10Y*
- 35.82%
MSFT vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -20.19% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
SOXX iShares Semiconductor ETF | 99.35% | 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 0.11, 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 | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.58 |
Over the past year, the correlation between MSFT and SOXX has dropped to 0.11 - well below their long-term average of 0.58, 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 | -4.57 | ||
| Sortino ratioReturn per unit of downside risk | -4.75 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.53 | -0.66 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 9.80 | -10.42 |
| Martin ratioReturn relative to average drawdown | -1.20 | 34.18 | -35.38 |
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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% | -15.77% | -18.73% |
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 | -28.66% | -8.44% | -20.22% |
Average DrawdownAverage peak-to-trough decline | -21.79% | -19.92% | -1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.76% | 4.51% | +13.25% |
Volatility
MSFT vs. SOXX - Volatility Comparison
The current volatility for Microsoft Corporation (MSFT) is 11.56%, while iShares Semiconductor ETF (SOXX) has a volatility of 24.78%. 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 | 11.56% | 24.78% | -13.22% |
Volatility (6M)Calculated over the trailing 6-month period | 24.23% | 35.25% | -11.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.08% | 40.83% | -13.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.01% | 37.52% | -10.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.16% | 34.13% | -6.97% |
Dividends
MSFT vs. SOXX - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.93%, more than SOXX's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.93% | 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 | 0.24% | 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 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (24.78%) compared to MSFT (11.56%). In terms of maximum drawdown, MSFT dropped -69.38% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (3.78 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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