MSFY vs. MSFT
MSFY (Kurv Yield Premium Strategy Microsoft ETF) is Derivative Income fund actively managed by Kurv, while MSFT (Microsoft Corporation) is a stock. Over the past year, MSFY returned -23.06% vs -22.44% for MSFT. With a 0.96 correlation, they move nearly in lockstep.
Performance
MSFY vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, MSFY achieves a -25.63% return, which is significantly lower than MSFT's -22.33% return.
MSFY
- 1D
- 2.04%
- 1M
- -11.80%
- YTD
- -25.63%
- 6M
- -25.98%
- 1Y
- -23.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSFT
- 1D
- 1.80%
- 1M
- -10.66%
- YTD
- -22.33%
- 6M
- -22.85%
- 1Y
- -22.44%
- 3Y*
- 4.54%
- 5Y*
- 7.88%
- 10Y*
- 23.85%
MSFY vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MSFY Kurv Yield Premium Strategy Microsoft ETF | -25.63% | 14.11% | 10.88% | 2.57% |
MSFT Microsoft Corporation | -22.33% | 15.58% | 12.93% | 6.80% |
Correlation
The correlation between MSFY and MSFT is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2023 | 0.96 |
The correlation between MSFY and MSFT has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
MSFY vs. MSFT — Risk / Return Rank
MSFY
MSFT
MSFY vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Microsoft ETF (MSFY) and Microsoft Corporation (MSFT). 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.
| MSFY | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.86 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.66 | -0.01 |
| Martin ratioReturn relative to average drawdown | -1.39 | -1.32 | -0.07 |
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Drawdowns
MSFY vs. MSFT - Drawdown Comparison
The maximum MSFY drawdown since its inception was -34.21%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for MSFY and MSFT.
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Drawdown Indicators
| MSFY | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | -69.38% | +35.17% |
Max Drawdown (1Y)Largest decline over 1 year | -34.21% | -33.91% | -0.30% |
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 | -31.29% | -30.58% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -21.79% | +14.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.62% | 17.08% | -0.46% |
Volatility
MSFY vs. MSFT - Volatility Comparison
Kurv Yield Premium Strategy Microsoft ETF (MSFY) has a higher volatility of 12.22% compared to Microsoft Corporation (MSFT) at 11.34%. This indicates that MSFY's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFY | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.22% | 11.34% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 25.76% | 22.94% | +2.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.53% | 26.02% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.54% | 26.79% | -4.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.54% | 27.09% | -4.55% |
Dividends
MSFY vs. MSFT - Dividend Comparison
MSFY's dividend yield for the trailing twelve months is around 28.13%, more than MSFT's 0.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.95% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
MSFY Kurv Yield Premium Strategy Microsoft ETF | 28.13% | 18.56% | 14.35% | 1.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.98, MSFY and MSFT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MSFY has higher volatility (12.22%) compared to MSFT (11.34%). In terms of maximum drawdown, MSFY dropped -34.21% vs MSFT's -69.38%.
MSFY currently has the higher Sharpe Ratio (-0.84 vs -0.87), 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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