MSFT vs. XLM-USD
MSFT (Microsoft Corporation) is a stock, while XLM-USD (Stellar) is a cryptocurrency. Over the past 10 years, MSFT returned 24.39%/yr vs 60.23%/yr for XLM-USD. At a 0.10 correlation, their price movements are largely independent.
Performance
MSFT vs. XLM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -18.85% return, which is significantly lower than XLM-USD's -6.87% return. Over the past 10 years, MSFT has underperformed XLM-USD with an annualized return of 24.39%, while XLM-USD has yielded a comparatively higher 60.23% annualized return.
MSFT
- 1D
- 0.10%
- 1M
- -4.36%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.07%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
XLM-USD
- 1D
- -1.52%
- 1M
- 15.17%
- YTD
- -6.87%
- 6M
- -21.39%
- 1Y
- -28.35%
- 3Y*
- 33.09%
- 5Y*
- -11.45%
- 10Y*
- 60.23%
MSFT vs. XLM-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
XLM-USD Stellar | -6.87% | -39.55% | 157.40% | 81.66% | -73.35% | 108.68% | 184.76% | -60.36% | -68.37% | 14,396.90% |
Correlation
The correlation between MSFT and XLM-USD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2014 | 0.10 |
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Return for Risk
MSFT vs. XLM-USD — Risk / Return Rank
MSFT
XLM-USD
MSFT vs. XLM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Stellar (XLM-USD). 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 | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.00 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | -0.40 | -0.13 |
| Martin ratioReturn relative to average drawdown | -1.08 | -0.57 | -0.51 |
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Drawdowns
MSFT vs. XLM-USD - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, smaller than the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for MSFT and XLM-USD.
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Drawdown Indicators
| MSFT | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -96.21% | +26.83% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -71.19% | +37.28% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -74.37% | +40.46% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -83.25% | +46.10% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -96.21% | +59.06% |
Current DrawdownCurrent decline from peak | -27.46% | -78.80% | +51.34% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -72.14% | +50.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 50.48% | -34.00% |
Volatility
MSFT vs. XLM-USD - Volatility Comparison
The current volatility for Microsoft Corporation (MSFT) is 10.52%, while Stellar (XLM-USD) has a volatility of 43.48%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 43.48% | -32.96% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 59.28% | -36.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 70.60% | -45.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 74.72% | -48.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 112.79% | -85.73% |
Frequently Asked Questions
MSFT and XLM-USD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLM-USD has higher volatility (43.48%) compared to MSFT (10.52%). In terms of maximum drawdown, MSFT dropped -69.38% vs XLM-USD's -96.21%.
XLM-USD currently has the higher Sharpe Ratio (-0.33 vs -0.70), 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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