MSFT vs. USD=X
MSFT (Microsoft Corporation) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, MSFT returned 24.64%/yr vs 0.00%/yr for USD=X.
Performance
MSFT vs. USD=X - Performance Comparison
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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%
MSFT vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
MSFT
USD=X
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.
| MSFT | USD=X | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSFT | USD=X | Difference | |
|---|---|---|---|
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
| MSFT | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -23.56% | 0.00% | -23.56% |
Average DrawdownAverage peak-to-trough decline | -21.78% | 0.00% | -21.78% |
Ulcer IndexDepth 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
| MSFT | USD=X | Difference | |
|---|---|---|---|
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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