PortfoliosLab logoPortfoliosLab logo
MSFT vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSFT vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Microsoft Corporation (MSFT) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MSFT achieves a -14.48% return, which is significantly lower than SOXX's 89.87% return. Over the past 10 years, MSFT has underperformed SOXX with an annualized return of 24.64%, while SOXX has yielded a comparatively higher 34.90% annualized return.


MSFT

1D
-1.18%
1M
-0.60%
YTD
-14.48%
6M
-15.77%
1Y
-11.77%
3Y*
8.85%
5Y*
11.09%
10Y*
24.64%

SOXX

1D
5.87%
1M
9.83%
YTD
89.87%
6M
83.09%
1Y
164.61%
3Y*
53.13%
5Y*
33.00%
10Y*
34.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFT vs. SOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSFT
Microsoft Corporation
-14.48%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%40.73%
SOXX
iShares Semiconductor ETF
89.87%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 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2001

0.58

Over the past year, the correlation between MSFT and SOXX has dropped to 0.18 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MSFT vs. SOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSFT
MSFT Risk / Return Rank: 2424
Overall Rank
MSFT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 2121
Sortino Ratio Rank
MSFT Omega Ratio Rank: 2020
Omega Ratio Rank
MSFT Calmar Ratio Rank: 3131
Calmar Ratio Rank
MSFT Martin Ratio Rank: 2828
Martin Ratio Rank

SOXX
SOXX Risk / Return Rank: 9696
Overall Rank
SOXX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9494
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


MSFTSOXXDifference
Sharpe ratioReturn per unit of total volatility

-5.03

Sortino ratioReturn per unit of downside risk

-4.91

Omega ratioGain probability vs. loss probability

0.94

1.64

-0.70

Calmar ratioReturn relative to maximum drawdown

-0.35

10.51

-10.85

Martin ratioReturn relative to average drawdown

-0.73

39.26

-39.99

MSFT vs. SOXX - Sharpe Ratio Comparison

The current MSFT Sharpe Ratio is -0.47, which is lower than the SOXX Sharpe Ratio of 4.57. The chart below compares the historical Sharpe Ratios of MSFT and SOXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


MSFTSOXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.47

4.57

-5.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.91

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

1.04

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.44

+0.31

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.


Loading charts...

Drawdown Indicators


MSFTSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-69.38%

-70.21%

+0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-33.91%

-15.77%

-18.14%

Max Drawdown (3Y)

Largest decline over 3 years

-33.91%

-41.36%

+7.45%

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 Drawdown

Current decline from peak

-23.56%

-7.18%

-16.38%

Average Drawdown

Average peak-to-trough decline

-21.78%

-19.97%

-1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.13%

4.21%

+11.92%

Volatility

MSFT vs. SOXX - Volatility Comparison

The current volatility for Microsoft Corporation (MSFT) is 10.25%, while iShares Semiconductor ETF (SOXX) has a volatility of 18.43%. 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.


Loading charts...

Volatility by Period


MSFTSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.25%

18.43%

-8.18%

Volatility (6M)

Calculated over the trailing 6-month period

22.36%

30.17%

-7.81%

Volatility (1Y)

Calculated over the trailing 1-year period

25.31%

36.35%

-11.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.64%

36.50%

-9.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.06%

33.66%

-6.60%

Dividends

MSFT vs. SOXX - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.86%, more than SOXX's 0.29% yield.


PositionTTM20252024202320222021202020192018201720162015
MSFT
Microsoft Corporation
0.86%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 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (18.43%) compared to MSFT (10.25%). In terms of maximum drawdown, MSFT dropped -69.38% vs SOXX's -70.21%.

SOXX currently has the higher Sharpe Ratio (4.57 vs -0.47), 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.

Portfolio Optimizer

Find the right allocation for MSFT and SOXX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer