MSFT vs. VOO

In the year-to-date period, MSFT achieves a 19.87% return, which is significantly higher than VOO's 7.08% return. Over the past 10 years, MSFT has outperformed VOO with an annualized return of 28.96%, while VOO has yielded a comparatively lower 13.46% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Vanguard S&P 500 ETF (VOO). 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.

The current MSFT Sharpe Ratio is 0.46, which is lower than the VOO Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of MSFT and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The correlation between MSFT and VOO is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

MSFT's dividend yield for the trailing twelve months is around 0.64%, less than VOO's 1.21% yield.

The maximum MSFT drawdown since its inception was -69.39%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MSFT and VOO.

Microsoft Corporation (MSFT) has a higher volatility of 3.71% compared to Vanguard S&P 500 ETF (VOO) at 2.91%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.