Microsoft (MSFT): analysis and statistics
Return, volatility, Sharpe ratio and risk for Microsoft, an S&P 500 component in the Information Technology sector. Data as of 2026-07-30.
| Last close price | $451.10 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +11.25% |
| Total return over period | +37.47% |
| Annualized volatility | 25.91% |
| Sharpe ratio | 0.29 |
| Sortino ratio | 0.44 |
| Max drawdown | -34.50% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.54% |
| Correlation with the S&P 500 | 0.58 |
| Period range | $305.57 – $538.66 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Microsoft (MSFT) has posted an annualized return of +11.25% with annual volatility of 25.91%, a Sharpe ratio of 0.29. Its worst stretch (max drawdown from a peak) was -34.50%. Its correlation with the S&P 500 is 0.58, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how MSFT would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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