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OEF vs. MSFT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

OEF vs. MSFT

Last updated Jun 14, 2026

OEF (iShares S&P 100 ETF) is Large Cap Blend Equities fund tracking the S&P 100 Index, while MSFT (Microsoft Corporation) is a stock. Over the past 10 years, OEF returned 16.50%/yr vs 24.39%/yr for MSFT. A 0.70 correlation means they provide meaningful diversification when combined.

Performance

OEF vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 100 ETF (OEF) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OEF achieves a 6.55% return, which is significantly higher than MSFT's -18.85% return. Over the past 10 years, OEF has underperformed MSFT with an annualized return of 16.50%, while MSFT has yielded a comparatively higher 24.39% annualized return.

OEF

1D
0.24%
1M
-2.54%
YTD
6.55%
6M
7.16%
1Y
25.69%
3Y*
22.62%
5Y*
14.89%
10Y*
16.50%

MSFT

1D
0.10%
1M
-7.19%
YTD
-18.85%
6M
-17.98%
1Y
-17.07%
3Y*
6.16%
5Y*
9.56%
10Y*
24.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OEF vs. MSFT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
OEF
iShares S&P 100 ETF		6.55%19.80%30.74%32.71%-21.03%29.18%21.21%31.87%-4.16%21.82%
MSFT
Microsoft Corporation		-18.85%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%40.73%

Correlation

The correlation between OEF and MSFT is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2000

0.70

The correlation between OEF and MSFT shifts across timeframes, from 0.51 (1 year) to 0.77 (10 years), reflecting how their relationship changes across market environments.

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iShares S&P 100 ETF

Microsoft Corporation

Often compared with OEF:
OEF vs. SPYOEF vs. VOOOEF vs. QQQOEF vs. IOOOEF vs. SCHGOEF vs. SCHDOEF vs. ESGV
Often compared with MSFT:
MSFT vs. AAPLMSFT vs. GOOGMSFT vs. AMZNMSFT vs. NVDAMSFT vs. SPYMSFT vs. METAMSFT vs. QQQ

Return for Risk

OEF vs. MSFT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
OEF
OEF Risk / Return Rank: 5959
Overall Rank
OEF Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
OEF Sortino Ratio Rank: 6161
Sortino Ratio Rank
OEF Omega Ratio Rank: 6464
Omega Ratio Rank
OEF Calmar Ratio Rank: 5050
Calmar Ratio Rank
OEF Martin Ratio Rank: 5858
Martin Ratio Rank
MSFT
MSFT Risk / Return Rank: 1717
Overall Rank
MSFT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 1515
Sortino Ratio Rank
MSFT Omega Ratio Rank: 1414
Omega Ratio Rank
MSFT Calmar Ratio Rank: 2424
Calmar Ratio Rank
MSFT Martin Ratio Rank: 2020
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.

OEF vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) 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.

OEFMSFTDifference
Sharpe ratioReturn per unit of total volatility
1.83
-0.70

+2.53

Sortino ratioReturn per unit of downside risk
2.47
-0.84

+3.32

Omega ratioGain probability vs. loss probability

1.33

0.89

+0.44

Calmar ratioReturn relative to maximum drawdown

2.19

-0.53

+2.71

Martin ratioReturn relative to average drawdown

8.97

-1.08

+10.05

OEF vs. MSFT - Sharpe Ratio Comparison

The current OEF Sharpe Ratio is 1.83, which is higher than the MSFT Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of OEF and MSFT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

OEF vs. MSFT - Drawdown Comparison

The maximum OEF drawdown since its inception was -54.11%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for OEF and MSFT.

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Drawdown Indicators

OEFMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-54.11%

-69.38%

+15.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-33.91%

+22.85%

Max Drawdown (3Y)

Largest decline over 3 years

-19.80%

-33.91%

+14.11%

Max Drawdown (5Y)

Largest decline over 5 years

-26.47%

-37.15%

+10.68%

Max Drawdown (10Y)

Largest decline over 10 years

-31.44%

-37.15%

+5.71%

Current Drawdown

Current decline from peak

-3.62%

-27.46%

+23.84%

Average Drawdown

Average peak-to-trough decline

-11.75%

-21.78%

+10.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

16.48%

-13.79%

Volatility

OEF vs. MSFT - Volatility Comparison

The current volatility for iShares S&P 100 ETF (OEF) is 4.58%, while Microsoft Corporation (MSFT) has a volatility of 10.52%. This indicates that OEF 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

OEFMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

10.52%

-5.94%

Volatility (6M)

Calculated over the trailing 6-month period

10.24%

22.31%

-12.07%

Volatility (1Y)

Calculated over the trailing 1-year period

13.20%

25.42%

-12.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

26.66%

-8.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

27.06%

-8.58%

Dividends

OEF vs. MSFT - Dividend Comparison

OEF's dividend yield for the trailing twelve months is around 0.86%, less than MSFT's 0.91% yield.

PositionTTM20252024202320222021202020192018201720162015
MSFT
Microsoft Corporation		0.91%0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%
OEF
iShares S&P 100 ETF		0.86%0.81%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%

Frequently Asked Questions

OEF and MSFT have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSFT has higher volatility (10.52%) compared to OEF (4.58%). In terms of maximum drawdown, OEF dropped -54.11% vs MSFT's -69.38%.

OEF currently has the higher Sharpe Ratio (1.83 vs -0.70), 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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