Correlation
The correlation between ^BSE100 and MSFT is 0.23, 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.
^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.
Performance
^BSE100 vs. MSFT - Performance Comparison
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Key characteristics
^BSE100:
0.58
MSFT:
0.47
^BSE100:
0.70
MSFT:
0.62
^BSE100:
1.10
MSFT:
1.08
^BSE100:
0.41
MSFT:
0.33
^BSE100:
0.85
MSFT:
0.73
^BSE100:
8.23%
MSFT:
10.70%
^BSE100:
16.15%
MSFT:
25.79%
^BSE100:
-38.32%
MSFT:
-69.39%
^BSE100:
-6.32%
MSFT:
-0.79%
Returns By Period
In the year-to-date period, ^BSE100 achieves a 3.51% return, which is significantly lower than MSFT's 9.64% return. Over the past 10 years, ^BSE100 has underperformed MSFT with an annualized return of 12.01%, while MSFT has yielded a comparatively higher 27.46% annualized return.
^BSE100
3.51%
2.17%
1.54%
9.13%
15.38%
21.75%
12.01%
MSFT
9.64%
5.96%
9.13%
11.75%
20.19%
21.26%
27.46%
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Risk-Adjusted Performance
^BSE100 vs. MSFT — Risk-Adjusted Performance Rank
^BSE100
MSFT
^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.
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Drawdowns
^BSE100 vs. MSFT - Drawdown Comparison
The maximum ^BSE100 drawdown since its inception was -38.32%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for ^BSE100 and MSFT.
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Volatility
^BSE100 vs. MSFT - Volatility Comparison
The current volatility for S&P BSE-100 (^BSE100) is 5.06%, while Microsoft Corporation (MSFT) has a volatility of 8.33%. 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.
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