RYRRX vs. MSFT
Compare and contrast key facts about Rydex Russell 2000 Fund (RYRRX) and Microsoft Corporation (MSFT).
RYRRX is managed by Rydex Funds. It was launched on May 31, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYRRX or MSFT.
Correlation
The correlation between RYRRX and MSFT is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RYRRX vs. MSFT - Performance Comparison
Key characteristics
RYRRX:
0.81
MSFT:
0.08
RYRRX:
1.26
MSFT:
0.25
RYRRX:
1.15
MSFT:
1.03
RYRRX:
0.55
MSFT:
0.12
RYRRX:
3.65
MSFT:
0.24
RYRRX:
4.49%
MSFT:
7.41%
RYRRX:
20.35%
MSFT:
21.27%
RYRRX:
-60.36%
MSFT:
-69.39%
RYRRX:
-17.96%
MSFT:
-12.03%
Returns By Period
In the year-to-date period, RYRRX achieves a 2.10% return, which is significantly higher than MSFT's -2.79% return. Over the past 10 years, RYRRX has underperformed MSFT with an annualized return of 4.06%, while MSFT has yielded a comparatively higher 27.40% annualized return.
RYRRX
2.10%
1.74%
9.26%
14.86%
3.67%
4.06%
MSFT
-2.79%
-3.49%
1.30%
-0.31%
18.48%
27.40%
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Risk-Adjusted Performance
RYRRX vs. MSFT — Risk-Adjusted Performance Rank
RYRRX
MSFT
RYRRX vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Russell 2000 Fund (RYRRX) 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.
Dividends
RYRRX vs. MSFT - Dividend Comparison
RYRRX's dividend yield for the trailing twelve months is around 0.99%, more than MSFT's 0.75% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYRRX Rydex Russell 2000 Fund | 0.99% | 1.02% | 0.19% | 0.00% | 0.00% | 0.00% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.75% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
Drawdowns
RYRRX vs. MSFT - Drawdown Comparison
The maximum RYRRX drawdown since its inception was -60.36%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for RYRRX and MSFT. For additional features, visit the drawdowns tool.
Volatility
RYRRX vs. MSFT - Volatility Comparison
The current volatility for Rydex Russell 2000 Fund (RYRRX) is 5.02%, while Microsoft Corporation (MSFT) has a volatility of 9.44%. This indicates that RYRRX 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.