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MSFT vs. VRTL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSFT vs. VRTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Microsoft Corporation (MSFT) and GraniteShares 2x Long VRT Daily ETF (VRTL). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSFT
MSFT Risk / Return Rank: 1919
Overall Rank
MSFT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 1616
Sortino Ratio Rank
MSFT Omega Ratio Rank: 1616
Omega Ratio Rank
MSFT Calmar Ratio Rank: 2626
Calmar Ratio Rank
MSFT Martin Ratio Rank: 2222
Martin Ratio Rank

VRTL
VRTL Risk / Return Rank: 8888
Overall Rank
VRTL Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VRTL Sortino Ratio Rank: 8282
Sortino Ratio Rank
VRTL Omega Ratio Rank: 7777
Omega Ratio Rank
VRTL Calmar Ratio Rank: 9696
Calmar Ratio Rank
VRTL Martin Ratio Rank: 9090
Martin Ratio Rank
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. 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.


MSFTVRTLDifference
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

MSFT vs. VRTL - Sharpe Ratio Comparison

The current MSFT Sharpe Ratio is -0.66, which is lower than the VRTL Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of MSFT and VRTL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


MSFTVRTLDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-27.53%

-39.84%

+12.31%

Average Drawdown

Average peak-to-trough decline

-21.78%

-15.58%

-6.20%

Ulcer Index

Depth 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


MSFTVRTLDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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