MSFT vs. XRP-USD
MSFT (Microsoft Corporation) is a stock, while XRP-USD (XRP) is a cryptocurrency. Over the past 5 years, MSFT returned 11.09%/yr vs 4.64%/yr for XRP-USD. At a 0.13 correlation, their price movements are largely independent.
Performance
MSFT vs. XRP-USD - Performance Comparison
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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*
- —
MSFT vs. XRP-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
MSFT
XRP-USD
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.
| MSFT | XRP-USD | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSFT | XRP-USD | Difference | |
|---|---|---|---|
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
| MSFT | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -23.56% | -67.51% | +43.95% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -71.01% | +49.23% |
Ulcer IndexDepth 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
| MSFT | XRP-USD | Difference | |
|---|---|---|---|
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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