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NDQ.AX vs. MSFT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NDQ.AX vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in BetaShares NASDAQ 100 ETF (NDQ.AX) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

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NDQ.AX vs. MSFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NDQ.AX
BetaShares NASDAQ 100 ETF
-9.44%12.19%38.30%53.41%-28.42%35.46%34.50%39.66%9.14%21.89%
MSFT
Microsoft Corporation
-25.22%7.19%24.29%58.31%-23.27%61.42%30.02%58.29%33.75%30.01%
Different Trading Currencies

NDQ.AX is traded in AUD, while MSFT is traded in USD. To make them comparable, the MSFT values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NDQ.AX achieves a -9.44% return, which is significantly higher than MSFT's -25.22% return. Over the past 10 years, NDQ.AX has underperformed MSFT with an annualized return of 19.62%, while MSFT has yielded a comparatively higher 23.76% annualized return.


NDQ.AX

1D
-0.45%
1M
-1.44%
YTD
-9.44%
6M
-8.44%
1Y
12.42%
3Y*
20.97%
5Y*
14.94%
10Y*
19.62%

MSFT

1D
1.40%
1M
-5.84%
YTD
-25.22%
6M
-30.58%
1Y
-10.74%
3Y*
9.35%
5Y*
12.10%
10Y*
23.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NDQ.AX vs. MSFT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NDQ.AX
NDQ.AX Risk / Return Rank: 2929
Overall Rank
NDQ.AX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
NDQ.AX Sortino Ratio Rank: 3030
Sortino Ratio Rank
NDQ.AX Omega Ratio Rank: 3131
Omega Ratio Rank
NDQ.AX Calmar Ratio Rank: 3131
Calmar Ratio Rank
NDQ.AX Martin Ratio Rank: 2727
Martin Ratio Rank

MSFT
MSFT Risk / Return Rank: 3535
Overall Rank
MSFT Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 3131
Sortino Ratio Rank
MSFT Omega Ratio Rank: 3030
Omega Ratio Rank
MSFT Calmar Ratio Rank: 3838
Calmar Ratio Rank
MSFT Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NDQ.AX vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaShares NASDAQ 100 ETF (NDQ.AX) 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.


NDQ.AXMSFTDifference

Sharpe ratio

Return per unit of total volatility

0.59

-0.42

+1.02

Sortino ratio

Return per unit of downside risk

1.00

-0.43

+1.43

Omega ratio

Gain probability vs. loss probability

1.14

0.94

+0.20

Calmar ratio

Return relative to maximum drawdown

0.96

-0.28

+1.25

Martin ratio

Return relative to average drawdown

2.62

-0.70

+3.32

NDQ.AX vs. MSFT - Sharpe Ratio Comparison

The current NDQ.AX Sharpe Ratio is 0.59, which is higher than the MSFT Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of NDQ.AX and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NDQ.AXMSFTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

-0.42

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.49

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

0.92

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.68

+0.27

Correlation

The correlation between NDQ.AX and MSFT is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NDQ.AX vs. MSFT - Dividend Comparison

NDQ.AX's dividend yield for the trailing twelve months is around 1.79%, more than MSFT's 0.93% yield.


TTM20252024202320222021202020192018201720162015
NDQ.AX
BetaShares NASDAQ 100 ETF
1.79%1.67%1.86%2.17%3.36%3.33%2.47%2.22%0.52%0.45%0.43%0.00%
MSFT
Microsoft Corporation
0.93%0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%

Drawdowns

NDQ.AX vs. MSFT - Drawdown Comparison

The maximum NDQ.AX drawdown since its inception was -30.79%, smaller than the maximum MSFT drawdown of -42.76%. Use the drawdown chart below to compare losses from any high point for NDQ.AX and MSFT.


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Drawdown Indicators


NDQ.AXMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-30.79%

-69.38%

+38.59%

Max Drawdown (1Y)

Largest decline over 1 year

-15.17%

-33.91%

+18.74%

Max Drawdown (5Y)

Largest decline over 5 years

-30.79%

-37.15%

+6.36%

Max Drawdown (10Y)

Largest decline over 10 years

-30.79%

-37.15%

+6.36%

Current Drawdown

Current decline from peak

-13.55%

-30.82%

+17.27%

Average Drawdown

Average peak-to-trough decline

-5.91%

-21.78%

+15.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

12.76%

-7.18%

Volatility

NDQ.AX vs. MSFT - Volatility Comparison

BetaShares NASDAQ 100 ETF (NDQ.AX) has a higher volatility of 6.26% compared to Microsoft Corporation (MSFT) at 5.87%. This indicates that NDQ.AX'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


NDQ.AXMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

5.87%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.39%

18.26%

-6.87%

Volatility (1Y)

Calculated over the trailing 1-year period

20.92%

25.45%

-4.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.20%

24.68%

-5.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.16%

25.86%

-6.70%