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MSFT vs. XRP-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

MSFT vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Microsoft Corporation (MSFT) and XRP (XRP-USD). 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 -14.48% return, which is significantly higher than XRP-USD's -37.24% return.


MSFT

1D
-1.18%
1M
-0.60%
YTD
-14.48%
6M
-15.77%
1Y
-11.77%
3Y*
8.85%
5Y*
11.09%
10Y*
24.64%

XRP-USD

1D
-0.09%
1M
-18.75%
YTD
-37.24%
6M
-44.31%
1Y
-49.12%
3Y*
28.98%
5Y*
4.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFT vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSFT
Microsoft Corporation
-14.48%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%40.73%
XRP-USD
XRP
-37.24%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%38,242.83%

Correlation

The correlation between MSFT and XRP-USD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2017

0.13

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Return for Risk

MSFT vs. XRP-USD — Risk / Return Rank

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

MSFT
MSFT Risk / Return Rank: 2424
Overall Rank
MSFT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 2121
Sortino Ratio Rank
MSFT Omega Ratio Rank: 2020
Omega Ratio Rank
MSFT Calmar Ratio Rank: 3131
Calmar Ratio Rank
MSFT Martin Ratio Rank: 2828
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5050
Overall Rank
XRP-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4747
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5454
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. XRP-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and XRP (XRP-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.


MSFTXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

0.94

0.90

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.35

-0.71

+0.36

Martin ratioReturn relative to average drawdown

-0.73

-1.13

+0.40

MSFT vs. XRP-USD - Sharpe Ratio Comparison

The current MSFT Sharpe Ratio is -0.47, which is higher than the XRP-USD Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of MSFT and XRP-USD, 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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Sharpe Ratios by Period


MSFTXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.47

-0.73

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.05

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.54

+0.20

Drawdowns

MSFT vs. XRP-USD - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.38%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for MSFT and XRP-USD.


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Drawdown Indicators


MSFTXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-69.38%

-95.87%

+26.49%

Max Drawdown (1Y)

Largest decline over 1 year

-33.91%

-69.23%

+35.32%

Max Drawdown (3Y)

Largest decline over 3 years

-33.91%

-69.23%

+35.32%

Max Drawdown (5Y)

Largest decline over 5 years

-37.15%

-77.83%

+40.68%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

Current Drawdown

Current decline from peak

-23.56%

-67.51%

+43.95%

Average Drawdown

Average peak-to-trough decline

-21.78%

-71.01%

+49.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.13%

43.98%

-27.85%

Volatility

MSFT vs. XRP-USD - Volatility Comparison

The current volatility for Microsoft Corporation (MSFT) is 10.25%, while XRP (XRP-USD) has a volatility of 14.20%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than XRP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSFTXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.25%

14.20%

-3.95%

Volatility (6M)

Calculated over the trailing 6-month period

22.36%

46.00%

-23.64%

Volatility (1Y)

Calculated over the trailing 1-year period

25.31%

56.17%

-30.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.64%

72.40%

-45.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.06%

111.80%

-84.74%

Frequently Asked Questions


MSFT and XRP-USD have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XRP-USD has higher volatility (14.20%) compared to MSFT (10.25%). In terms of maximum drawdown, MSFT dropped -69.38% vs XRP-USD's -95.87%.

MSFT currently has the higher Sharpe Ratio (-0.47 vs -0.73), 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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