MSOX vs. MSFT
MSOX (Advisorshares Msos 2x Daily ETF) is Leveraged Equities fund actively managed by AdvisorShares, while MSFT (Microsoft Corporation) is a stock. Over the past 3 years, MSOX returned -64.41%/yr vs 3.92%/yr for MSFT. At a 0.14 correlation, their price movements are largely independent.
Performance
MSOX vs. MSFT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MSOX achieves a -34.60% return, which is significantly lower than MSFT's -23.71% return.
MSOX
- 1D
- -10.94%
- 1M
- 6.55%
- YTD
- -34.60%
- 6M
- -28.54%
- 1Y
- 28.79%
- 3Y*
- -64.41%
- 5Y*
- —
- 10Y*
- —
MSFT
- 1D
- -3.18%
- 1M
- -12.24%
- YTD
- -23.71%
- 6M
- -23.91%
- 1Y
- -22.44%
- 3Y*
- 3.92%
- 5Y*
- 7.61%
- 10Y*
- 23.62%
MSOX vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MSOX Advisorshares Msos 2x Daily ETF | -34.60% | -51.20% | -87.32% | -39.26% | -76.29% |
MSFT Microsoft Corporation | -23.71% | 15.58% | 12.93% | 58.19% | -13.00% |
Correlation
The correlation between MSOX and MSFT is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2022 | 0.14 |
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
MSOX vs. MSFT — Risk / Return Rank
MSOX
MSFT
MSOX vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Advisorshares Msos 2x Daily ETF (MSOX) 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.
| MSOX | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +3.11 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.86 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | -0.66 | +1.00 |
| Martin ratioReturn relative to average drawdown | 0.51 | -1.32 | +1.83 |
Loading charts...
Drawdowns
MSOX vs. MSFT - Drawdown Comparison
The maximum MSOX drawdown since its inception was -99.75%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for MSOX and MSFT.
Loading charts...
Drawdown Indicators
| MSOX | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.75% | -69.38% | -30.37% |
Max Drawdown (1Y)Largest decline over 1 year | -84.89% | -33.91% | -50.98% |
Max Drawdown (3Y)Largest decline over 3 years | -98.83% | -33.91% | -64.92% |
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 | -99.57% | -31.80% | -67.77% |
Average DrawdownAverage peak-to-trough decline | -88.89% | -21.79% | -67.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 56.94% | 16.97% | +39.97% |
Volatility
MSOX vs. MSFT - Volatility Comparison
Advisorshares Msos 2x Daily ETF (MSOX) has a higher volatility of 41.52% compared to Microsoft Corporation (MSFT) at 11.08%. This indicates that MSOX'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
| MSOX | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 41.52% | 11.08% | +30.44% |
Volatility (6M)Calculated over the trailing 6-month period | 132.97% | 22.93% | +110.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 220.88% | 26.01% | +194.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 168.12% | 26.78% | +141.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 168.12% | 27.11% | +141.01% |
Dividends
MSOX vs. MSFT - Dividend Comparison
MSOX has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.97% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
MSOX Advisorshares Msos 2x Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MSOX and MSFT have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSOX has higher volatility (41.52%) compared to MSFT (11.08%). In terms of maximum drawdown, MSOX dropped -99.75% vs MSFT's -69.38%.
MSOX currently has the higher Sharpe Ratio (0.13 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.
Find the right allocation for MSOX 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