MSFT vs. VOO
Compare and contrast key facts about Microsoft Corporation (MSFT) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSFT or VOO.
Performance
MSFT vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, MSFT achieves a 10.96% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, MSFT has outperformed VOO with an annualized return of 25.82%, while VOO has yielded a comparatively lower 13.12% annualized return.
MSFT
10.96%
-0.27%
-1.06%
10.93%
23.75%
25.82%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| MSFT | VOO | |
|---|---|---|
| Sharpe Ratio | 0.65 | 2.64 |
| Sortino Ratio | 0.96 | 3.53 |
| Omega Ratio | 1.13 | 1.49 |
| Calmar Ratio | 0.83 | 3.81 |
| Martin Ratio | 2.01 | 17.34 |
| Ulcer Index | 6.40% | 1.86% |
| Daily Std Dev | 19.77% | 12.20% |
| Max Drawdown | -69.41% | -33.99% |
| Current Drawdown | -11.08% | -2.16% |
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Correlation
The correlation between MSFT and VOO is 0.71, 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.
Risk-Adjusted Performance
MSFT vs. VOO - Risk-Adjusted Performance Comparison
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.
Dividends
MSFT vs. VOO - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.54%, less than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.54% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
MSFT vs. VOO - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.41%, 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. For additional features, visit the drawdowns tool.
Volatility
MSFT vs. VOO - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 8.28% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. 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.