^BSE100 vs. MSFT
Compare and contrast key facts about S&P BSE-100 (^BSE100) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^BSE100 or MSFT.
Key characteristics
| ^BSE100 | MSFT | |
|---|---|---|
| YTD Return | 19.03% | 9.48% |
| 1Y Return | 33.06% | 25.51% |
| 3Y Return (Ann) | 14.94% | 11.79% |
| 5Y Return (Ann) | 19.68% | 25.16% |
| 10Y Return (Ann) | 12.77% | 26.50% |
| Sharpe Ratio | 2.36 | 1.30 |
| Daily Std Dev | 13.33% | 19.97% |
| Max Drawdown | -38.32% | -69.41% |
| Current Drawdown | -0.49% | -12.27% |
Correlation
The correlation between ^BSE100 and MSFT is 0.13, 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.
Performance
^BSE100 vs. MSFT - Performance Comparison
In the year-to-date period, ^BSE100 achieves a 19.03% return, which is significantly higher than MSFT's 9.48% return. Over the past 10 years, ^BSE100 has underperformed MSFT with an annualized return of 12.77%, while MSFT has yielded a comparatively higher 26.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^BSE100 vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P BSE-100 (^BSE100) 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.
Drawdowns
^BSE100 vs. MSFT - Drawdown Comparison
The maximum ^BSE100 drawdown since its inception was -38.32%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for ^BSE100 and MSFT. For additional features, visit the drawdowns tool.
Volatility
^BSE100 vs. MSFT - Volatility Comparison
The current volatility for S&P BSE-100 (^BSE100) is 2.59%, while Microsoft Corporation (MSFT) has a volatility of 4.37%. This indicates that ^BSE100 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.