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MSFT vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

MSFT vs. USD=X - Performance Comparison

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

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Returns By Period


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%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFT vs. USD=X - 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%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

MSFT vs. USD=X — 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

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and USD Cash (USD=X). 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.


MSFTUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.94

Calmar ratioReturn relative to maximum drawdown

-0.35

Martin ratioReturn relative to average drawdown

-0.73

MSFT vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSFTUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

Drawdowns

MSFT vs. USD=X - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.38%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MSFT and USD=X.


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Drawdown Indicators


MSFTUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-69.38%

0.00%

-69.38%

Max Drawdown (1Y)

Largest decline over 1 year

-33.91%

0.00%

-33.91%

Max Drawdown (3Y)

Largest decline over 3 years

-33.91%

0.00%

-33.91%

Max Drawdown (5Y)

Largest decline over 5 years

-37.15%

0.00%

-37.15%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

0.00%

-37.15%

Current Drawdown

Current decline from peak

-23.56%

0.00%

-23.56%

Average Drawdown

Average peak-to-trough decline

-21.78%

0.00%

-21.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.13%

0.00%

+16.13%

Volatility

MSFT vs. USD=X - Volatility Comparison

Microsoft Corporation (MSFT) has a higher volatility of 10.25% compared to USD Cash (USD=X) at 0.00%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSFTUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.25%

0.00%

+10.25%

Volatility (6M)

Calculated over the trailing 6-month period

22.36%

0.00%

+22.36%

Volatility (1Y)

Calculated over the trailing 1-year period

25.31%

0.00%

+25.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.64%

0.00%

+26.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.06%

0.00%

+27.06%

Frequently Asked Questions


MSFT has higher volatility (10.25%) compared to USD=X (0.00%). In terms of maximum drawdown, MSFT dropped -69.38% vs USD=X's 0.00%.

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