^OEX vs. MSFT
Compare and contrast key facts about S&P 100 Index (^OEX) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^OEX or MSFT.
Key characteristics
| ^OEX | MSFT | |
|---|---|---|
| YTD Return | 12.81% | 12.15% |
| 1Y Return | 29.86% | 32.96% |
| 3Y Return (Ann) | 10.55% | 21.17% |
| 5Y Return (Ann) | 14.78% | 28.06% |
| 10Y Return (Ann) | 11.77% | 28.72% |
| Sharpe Ratio | 2.52 | 1.65 |
| Daily Std Dev | 12.37% | 21.11% |
| Max Drawdown | -61.31% | -69.41% |
| Current Drawdown | -0.11% | -1.96% |
Correlation
The correlation between ^OEX and MSFT is 0.63, 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
^OEX vs. MSFT - Performance Comparison
In the year-to-date period, ^OEX achieves a 12.81% return, which is significantly higher than MSFT's 12.15% return. Over the past 10 years, ^OEX has underperformed MSFT with an annualized return of 11.77%, while MSFT has yielded a comparatively higher 28.72% 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
^OEX vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 100 Index (^OEX) 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
^OEX vs. MSFT - Drawdown Comparison
The maximum ^OEX drawdown since its inception was -61.31%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for ^OEX and MSFT. For additional features, visit the drawdowns tool.
Volatility
^OEX vs. MSFT - Volatility Comparison
The current volatility for S&P 100 Index (^OEX) is 3.82%, while Microsoft Corporation (MSFT) has a volatility of 6.53%. This indicates that ^OEX 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.