Microsoft (MSFT): analysis and statistics
Return, volatility, Sharpe ratio and risk for Microsoft, a component of both the S&P 500 and the Nasdaq 100 in the Information Technology. Data as of 2026-10-29.
| Last close price | $531.01 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +18.14% |
| Total return over period | +64.47% |
| Annualized volatility | 26.14% |
| Period volatility | 45.16% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.15 |
| Sortino ratio | 1.75 |
| Max drawdown | -34.50% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.51% |
| Correlation with the S&P 500 | 0.58 |
| Period range | $330.21 – $543.45 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Microsoft (MSFT) has posted an annualized return of +18.14% with annual volatility of 26.14%, a Sharpe ratio of 1.15. 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 stocks, try the optimizer.
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Other Information Technology stocks
Is it part of the S&P 500?
Yes, Microsoft (MSFT) is of both the S&P 500 and the Nasdaq 100.
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