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 -23.16% vs -22.86% for MSFT. With a 0.96 correlation, they move nearly in lockstep.
Performance
MSFY vs. MSFT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MSFY achieves a -23.61% return, which is significantly lower than MSFT's -20.05% return.
MSFY
- 1D
- -1.54%
- 1M
- -1.44%
- 6M
- -21.21%
- YTD
- -23.61%
- 1Y
- -23.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSFT
- 1D
- -1.55%
- 1M
- -1.49%
- 6M
- -17.85%
- YTD
- -20.05%
- 1Y
- -22.86%
- 3Y*
- 4.51%
- 5Y*
- 7.37%
- 10Y*
- 23.28%
MSFY vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MSFY Kurv Yield Premium Strategy Microsoft ETF | -23.61% | 14.11% | 10.88% | 2.57% |
MSFT Microsoft Corporation | -20.05% | 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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.86 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | -0.67 | +0.01 |
| Martin ratioReturn relative to average drawdown | -1.28 | -1.24 | -0.04 |
Loading charts...
Drawdowns
MSFY vs. MSFT - Drawdown Comparison
The maximum MSFY drawdown since its inception was -35.65%, 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.
Loading charts...
Drawdown Indicators
| MSFY | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.65% | -69.38% | +33.73% |
Max Drawdown (1Y)Largest decline over 1 year | -35.65% | -34.50% | -1.15% |
Max Drawdown (3Y)Largest decline over 3 years | — | -34.50% | — |
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 | -29.42% | -28.54% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -8.07% | -21.80% | +13.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.11% | 18.45% | -0.34% |
Volatility
MSFY vs. MSFT - Volatility Comparison
Kurv Yield Premium Strategy Microsoft ETF (MSFY) has a higher volatility of 11.85% compared to Microsoft Corporation (MSFT) at 10.59%. 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.
Loading charts...
Volatility by Period
| MSFY | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.85% | 10.59% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 27.41% | 24.27% | +3.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.09% | 27.17% | +1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.12% | 27.02% | -3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.12% | 27.18% | -4.06% |
Dividends
MSFY vs. MSFT - Dividend Comparison
MSFY's dividend yield for the trailing twelve months is around 25.91%, more than MSFT's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.92% | 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 | 25.91% | 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 (11.85%) compared to MSFT (10.59%). In terms of maximum drawdown, MSFY dropped -35.65% vs MSFT's -69.38%.
MSFY currently has the higher Sharpe Ratio (-0.80 vs -0.84), 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.
Find the right allocation for MSFY and MSFT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer