ROBO vs. MSFT

Last updated Jun 14, 2026

ROBO (ROBO Global Robotics & Automation Index ETF) is Robotics fund tracking the ROBO Global Robotics and Automation TR Index, while MSFT (Microsoft Corporation) is a stock. Over the past 10 years, ROBO returned 13.12%/yr vs 24.39%/yr for MSFT. A 0.56 correlation means they provide meaningful diversification when combined.

Performance

ROBO vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ROBO Global Robotics & Automation Index ETF (ROBO) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROBO achieves a 19.75% return, which is significantly higher than MSFT's -18.85% return. Over the past 10 years, ROBO has underperformed MSFT with an annualized return of 13.12%, while MSFT has yielded a comparatively higher 24.39% annualized return.

ROBO

• 1D: 0.69%
• 1M: -2.34%
• YTD: 19.75%
• 6M: 18.31%
• 1Y: 47.52%
• 3Y*: 12.64%
• 5Y*: 5.51%
• 10Y*: 13.12%

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)

ROBO vs. MSFT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ROBO ROBO Global Robotics & Automation Index ETF	19.75%	23.71%	-1.28%	23.74%	-33.92%	15.34%	45.26%	29.51%	-20.92%	44.26%
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 ROBO and MSFT is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (10Y) Calculated over the trailing 10-year period	0.58
Correlation (All Time) Calculated using the full available price history since Oct 22, 2013	0.56

Over the past year, the correlation between ROBO and MSFT has dropped to 0.30 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.

Return for Risk

ROBO vs. MSFT — Risk / Return Rank

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

ROBO

ROBO Risk / Return Rank: 61
ROBO Sharpe Ratio Rank: 64
ROBO Sortino Ratio Rank: 60
ROBO Omega Ratio Rank: 59
ROBO Calmar Ratio Rank: 59
ROBO Martin Ratio Rank: 63

MSFT

MSFT Risk / Return Rank: 17
MSFT Sharpe Ratio Rank: 13
MSFT Sortino Ratio Rank: 15
MSFT Omega Ratio Rank: 14
MSFT Calmar Ratio Rank: 24
MSFT Martin Ratio Rank: 20

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.

ROBO vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ROBO Global Robotics & Automation Index ETF (ROBO) 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.

	ROBO	MSFT	Difference
Sharpe ratio: Return per unit of total volatility	1.82	-0.70	+2.53
Sortino ratio: Return per unit of downside risk	2.45	-0.84	+3.29
Omega ratio: Gain probability vs. loss probability	1.31	0.89	+0.42
Calmar ratio: Return relative to maximum drawdown	2.58	-0.53	+3.11
Martin ratio: Return relative to average drawdown	9.88	-1.08	+10.95

ROBO vs. MSFT - Sharpe Ratio Comparison

The current ROBO Sharpe Ratio is 1.82, which is higher than the MSFT Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of ROBO 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.

Drawdowns

ROBO vs. MSFT - Drawdown Comparison

The maximum ROBO drawdown since its inception was -43.65%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for ROBO and MSFT.

Drawdown Indicators

	ROBO	MSFT	Difference
Max Drawdown Largest peak-to-trough decline	-43.65%	-69.38%	+25.73%
Max Drawdown (1Y) Largest decline over 1 year	-17.35%	-33.91%	+16.56%
Max Drawdown (3Y) Largest decline over 3 years	-27.92%	-33.91%	+5.99%
Max Drawdown (5Y) Largest decline over 5 years	-43.65%	-37.15%	-6.50%
Max Drawdown (10Y) Largest decline over 10 years	-43.65%	-37.15%	-6.50%
Current Drawdown Current decline from peak	-8.12%	-27.46%	+19.34%
Average Drawdown Average peak-to-trough decline	-12.92%	-21.78%	+8.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.53%	16.48%	-11.95%

Volatility

ROBO vs. MSFT - Volatility Comparison

ROBO Global Robotics & Automation Index ETF (ROBO) and Microsoft Corporation (MSFT) have volatilities of 10.66% and 10.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROBO	MSFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.66%	10.52%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	19.92%	22.31%	-2.39%
Volatility (1Y) Calculated over the trailing 1-year period	24.56%	25.42%	-0.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.92%	26.66%	-2.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.30%	27.06%	-3.76%

Dividends

ROBO vs. MSFT - Dividend Comparison

ROBO's dividend yield for the trailing twelve months is around 0.35%, less than MSFT's 0.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
ROBO ROBO Global Robotics & Automation Index ETF	0.35%	0.42%	0.55%	0.05%	0.00%	0.18%	0.20%	0.37%	0.37%	0.02%	0.19%	0.28%

Frequently Asked Questions

Can I hold both ROBO and MSFT in my portfolio?

ROBO and MSFT have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROBO or MSFT?

ROBO has higher volatility (10.66%) compared to MSFT (10.52%). In terms of maximum drawdown, ROBO dropped -43.65% vs MSFT's -69.38%.

Which has better risk-adjusted returns?

ROBO currently has the higher Sharpe Ratio (1.82 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.