Microsoft Corporation

10-Year Study

MSF.XETRA · Technology · DE · Common Stock

Executive Summary: Microsoft Corporation has compounded at 24.0% annually over the last 10 years, with a maximum drawdown of 31.9% and an annualized volatility of 23.7%.

1Y CAGR
-12.6%
3Y CAGR
+5.6%
5Y CAGR
+12.7%
10Y CAGR
+24.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
31.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +66.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -25.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-12.1-7.9-4.911.8————————-13.9%
2025-2.0-6.0-8.70.517.55.010.6-7.41.32.2-5.4-2.62.0%
20249.31.63.2-4.41.112.8-8.8-2.62.2-2.06.81.720.9%
20231.34.211.35.811.71.1-2.9-0.3-0.56.08.8-1.653.4%
2022-8.8-3.65.9-3.8-6.4-2.510.8-3.8-6.5-3.7-0.4-4.6-25.5%
20215.30.24.43.9-1.911.75.57.1-4.415.13.63.266.7%
20208.2-5.11.710.6-0.610.1-4.610.6-4.5-3.62.33.530.1%
20192.29.06.410.5-3.65.56.6-0.02.21.36.93.362.2%
20185.63.3-6.18.28.4-0.06.57.01.7-3.52.8-8.726.1%
2017-0.41.72.11.30.5-3.22.52.00.114.7-2.22.022.1%
2016———-10.58.9-2.09.92.5-0.26.55.83.825.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 23.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 52.2% of variance. Idiosyncratic stock-specific factors contribute 18.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018949.25943754927
2016-05-019742.960063812321
2016-06-019552.313778019632
2016-07-0110502.45226284909
2016-08-0110762.213059665915
2016-09-0110741.376383394845
2016-10-0111443.846785314796
2016-11-0112106.294955245332
2016-12-0112563.539072256292
2017-01-0112511.098553292823
2017-02-0112718.6048728986
2017-03-0112988.528200441382
2017-04-0113157.24481466753
2017-05-0113225.847710872511
2017-06-0112801.812046668572
2017-07-0113121.966647364834
2017-08-0113387.704035478162
2017-09-0113402.633886109892
2017-10-0115374.234612602933
2017-11-0115038.708312112945
2017-12-0115342.90983253917
2018-01-0116201.95762433984
2018-02-0116728.71159109883
2018-03-0115712.50502894112
2018-04-0116997.84424119383
2018-05-0118417.24979128441
2018-06-0118415.08705591252
2018-07-0119606.5682040692
2018-08-0120983.905062893737
2018-09-0121348.546897637505
2018-10-0120610.589031443382
2018-11-0121182.78369623103
2018-12-0119347.80738167163
2019-01-0119764.05254749297
2019-02-0121551.983553909085
2019-03-0122928.39020397153
2019-04-0125335.444907223304
2019-05-0124413.863831390358
2019-06-0125748.945957196443
2019-07-0127448.576896870076
2019-08-0127438.87947052517
2019-09-0128042.46868103374
2019-10-0128412.552237035794
2019-11-0130372.711395754992
2019-12-0131380.42980295853
2020-01-0133957.15458441761
2020-02-0132230.24527279535
2020-03-0132766.37109283251
2020-04-0136249.04944292123
2020-05-0136043.84539000165
2020-06-0139690.86837313464
2020-07-0137878.47287627526
2020-08-0141907.695384536666
2020-09-0140019.60414966129
2020-10-0138558.990351409615
2020-11-0139441.66544576766
2020-12-0140821.2580608403
2021-01-0142977.737778801005
2021-02-0143065.758782914854
2021-03-0144954.31512217129
2021-04-0146699.68907772127
2021-05-0145800.921371778866
2021-06-0151172.78395203844
2021-07-0153998.89770261691
2021-08-0157854.65953196546
2021-09-0155315.305887523806
2021-10-0163663.72023041271
2021-11-0165959.17313743137
2021-12-0168064.0030138764
2022-01-0162075.90038394366
2022-02-0159842.74820876675
2022-03-0163395.40151298454
2022-04-0160970.57982237664
2022-05-0157063.09838585525
2022-06-0155639.06504717321
2022-07-0161651.65542276825
2022-08-0159307.52934227264
2022-09-0155457.86038031585
2022-10-0153385.84361795396
2022-11-0153153.221661771444
2022-12-0150724.260542172175
2023-01-0151393.917830009006
2023-02-0153559.234531209666
2023-03-0159611.38203441307
2023-04-0163058.386878475205
2023-05-0170457.38364832527
2023-06-0171209.73649511291
2023-07-0169146.51020555288
2023-08-0168927.16697944936
2023-09-0168584.54783714835
2023-10-0172707.60515428674
2023-11-0179079.3258777101
2023-12-0177786.33569838911
2024-01-0185052.33587047772
2024-02-0186420.7427251861
2024-03-0189171.53282125341
2024-04-0185205.82031622448
2024-05-0186162.58653848388
2024-06-0197218.4897595643
2024-07-0188653.89490036301
2024-08-0186388.32494982687
2024-09-0188331.83337170444
2024-10-0186526.34467490365
2024-11-0192407.2872554423
2024-12-0194020.17622804998
2025-01-0192165.36321163876
2025-02-0186663.34117034216
2025-03-0179115.37146724152
2025-04-0179519.31462218409
2025-05-0193427.44720483894
2025-06-0198075.1190085835
2025-07-01108434.10982509749
2025-08-01100445.91882533237
2025-09-01101742.9089023304
2025-10-01104024.17612572701
2025-11-0198413.31965926454
2025-12-0195895.84917595131
2026-01-0184248.21690607913
2026-02-0177625.92119736472
2026-03-0173823.6928822751
2026-04-0182544.40002697604
Annual Return Matrix
YearAnnual Return
20170.2212251455818277
20180.2610259457198201
20190.6219114230321272
20200.30085082700147403
20210.6673666184524079
2022-0.2547564307695672
20230.5335134483373594
20240.2086978437010636
20250.0199496855159238
2026-0.13922864507386346
Total Factor Risk
0.23673074269692204
VTI.US Exposure
0.5218830081069774
VEA.US Exposure
-0.0017231299429830362
VWO.US Exposure
-0.00434938177830096
QQQ.US Exposure
0.11369190165966499
VTV.US Exposure
-0.003388883710754232
IJR.US Exposure
-0.04137274365080317
QUAL.US Exposure
-0.017476524623301137
SHV.US Exposure
0.07284671002259953
TLT.US Exposure
0.024064621995194886
LQD.US Exposure
-0.011760090652136004
HYG.US Exposure
0.0008786275153482545
GLD.US Exposure
-0.0017574827229120881
USO.US Exposure
-0.002311433847682322
VNQ.US Exposure
-0.008632265515705383
BTC-USD.CC Exposure
0.01901328772032572
CPER.US Exposure
0.009682595037528227
VIX.INDX Exposure
0.026171148643100665
UUP.US Exposure
0.041745467369613945
TIP.US Exposure
0.07555691989222192
Idiosyncratic Exposure
0.18723764848200272
Value Score
40.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →23.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.09%
Market Cap$2.4T
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$179
Avg Yield on Cost
1.79%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$179.011.79%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-12.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
23.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Microsoft Corporation a high-risk investment?

Microsoft Corporation (MSF.XETRA) has an annualized volatility of 23.7% and experienced a maximum drawdown of 31.9% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of MSF.XETRA?

Over the past 10 years, MSF.XETRA has generated a Compound Annual Growth Rate (CAGR) of 24.0%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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