MSFT vs. VRTL
MSFT (Microsoft Corporation) is a stock, while VRTL (GraniteShares 2x Long VRT Daily ETF) is Leveraged Equities fund actively managed by GraniteShares. Over the past year, MSFT returned -16.75% vs 346.42% for VRTL. At a 0.29 correlation, their price movements are largely independent.
Performance
MSFT vs. VRTL - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -18.93% return, which is significantly lower than VRTL's 162.01% return.
MSFT
- 1D
- -1.77%
- 1M
- -4.07%
- YTD
- -18.93%
- 6M
- -18.90%
- 1Y
- -16.75%
- 3Y*
- 6.39%
- 5Y*
- 9.54%
- 10Y*
- 24.30%
VRTL
- 1D
- 13.24%
- 1M
- -36.50%
- YTD
- 162.01%
- 6M
- 109.56%
- 1Y
- 346.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSFT vs. VRTL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSFT Microsoft Corporation | -18.93% | 23.69% |
VRTL GraniteShares 2x Long VRT Daily ETF | 162.01% | 110.50% |
Correlation
The correlation between MSFT and VRTL is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2025 | 0.29 |
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Return for Risk
MSFT vs. VRTL — Risk / Return Rank
MSFT
VRTL
MSFT vs. VRTL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and GraniteShares 2x Long VRT Daily ETF (VRTL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MSFT | VRTL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.67 | ||
| Sortino ratioReturn per unit of downside risk | -3.91 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.39 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 7.36 | -7.85 |
| Martin ratioReturn relative to average drawdown | -1.02 | 17.88 | -18.90 |
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Drawdowns
MSFT vs. VRTL - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than VRTL's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for MSFT and VRTL.
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Drawdown Indicators
| MSFT | VRTL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -60.58% | -8.80% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -47.45% | +13.54% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | — | — |
Current DrawdownCurrent decline from peak | -27.53% | -39.84% | +12.31% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -15.58% | -6.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.39% | 19.48% | -3.09% |
Volatility
MSFT vs. VRTL - Volatility Comparison
The current volatility for Microsoft Corporation (MSFT) is 10.52%, while GraniteShares 2x Long VRT Daily ETF (VRTL) has a volatility of 33.20%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than VRTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | VRTL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 33.20% | -22.68% |
Volatility (6M)Calculated over the trailing 6-month period | 22.46% | 89.93% | -67.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.43% | 116.19% | -90.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.67% | 124.85% | -98.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.07% | 124.85% | -97.78% |
Dividends
MSFT vs. VRTL - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.91%, while VRTL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.91% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
VRTL GraniteShares 2x Long VRT Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MSFT and VRTL have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRTL has higher volatility (33.20%) compared to MSFT (10.52%). In terms of maximum drawdown, MSFT dropped -69.38% vs VRTL's -60.58%.
VRTL currently has the higher Sharpe Ratio (3.01 vs -0.66), 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.
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