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 -11.75% vs -6.21% for MSFT. Their 0.96 correlation means they have historically moved very closely together.
Performance
MSFY vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, MSFY achieves a -8.58% return, which is significantly lower than MSFT's 1.28% return.
MSFY
- 1D
- 2.58%
- 1M
- 17.98%
- 6M
- 6.11%
- YTD
- -8.58%
- 1Y
- -11.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.44%
MSFT
- 1D
- 4.93%
- 1M
- 24.88%
- 6M
- 15.70%
- YTD
- 1.28%
- 1Y
- -6.21%
- 3Y*
- 15.05%
- 5Y*
- 12.14%
- 10Y*
- 25.27%
- ALL TIME*
- 25.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $19.49B | $15.54B | $16.66B | |
| $286.52K | $240.00K | $270.25K |
MSFY vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MSFY Kurv Yield Premium Strategy Microsoft ETF | -8.58% | 14.11% | 10.88% | 2.57% |
MSFT Microsoft Corporation | 1.28% | 15.58% | 12.93% | 6.80% |
Correlation
The correlation between MSFY and MSFT is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 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 | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.99 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | -0.18 | -0.15 |
| Martin ratioReturn relative to average drawdown | -0.61 | -0.32 | -0.29 |
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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.
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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 | -15.54% | -9.47% | -6.07% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -21.80% | +13.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.14% | 19.36% | -0.22% |
Volatility
MSFY vs. MSFT - Volatility Comparison
The current volatility for Kurv Yield Premium Strategy Microsoft ETF (MSFY) is 14.41%, while Microsoft Corporation (MSFT) has a volatility of 16.43%. This indicates that MSFY experiences smaller price fluctuations and is considered to be less risky 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 | 14.41% | 16.43% | -2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 27.38% | 26.83% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.54% | 32.08% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.58% | 28.09% | -3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.58% | 27.67% | -3.09% |
Dividends
MSFY vs. MSFT - Dividend Comparison
MSFY's dividend yield for the trailing twelve months is around 22.91%, more than MSFT's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.73% | 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 | 22.91% | 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.
MSFT has higher volatility (16.43%) compared to MSFY (14.41%). In terms of maximum drawdown, MSFY dropped -35.65% vs MSFT's -69.38%.
MSFT currently has the higher Sharpe Ratio (-0.19 vs -0.36), 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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