Microsoft Corporation

10-Year Study

MSFT.US · Technology · US · Common Stock

Executive Summary: Microsoft Corporation has compounded at 24.7% annually over the last 10 years, with a maximum drawdown of 30.5% and an annualized volatility of 23.4%.

1Y CAGR
-8.9%
3Y CAGR
+9.6%
5Y CAGR
+12.1%
10Y CAGR
+24.7%

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 →
30.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.99
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +58.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -28.0%
% 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.
2026-11.0-8.5-5.713.5————————-12.9%
2025-1.5-4.2-5.45.316.78.07.3-4.92.2-0.0-4.8-1.715.6%
20245.74.21.7-7.56.87.7-6.4-0.13.2-5.64.4-0.512.9%
20233.30.915.66.67.13.7-1.4-2.2-3.77.112.3-0.858.2%
2022-7.5-3.73.2-10.0-1.8-5.59.3-6.7-10.9-0.310.2-6.0-28.0%
20214.30.41.57.0-0.88.55.26.2-6.617.6-0.11.752.5%
20207.9-4.6-2.713.62.511.10.710.3-6.7-3.76.03.942.5%
20192.97.75.310.7-4.98.31.71.50.83.15.94.257.7%
201811.1-0.8-2.72.56.1-0.27.66.31.8-6.64.3-8.420.8%
20174.0-0.42.93.92.6-1.35.53.4-0.411.71.71.640.7%
2016———-9.77.0-3.510.82.00.24.01.23.114.8%

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 23.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 58.8% of variance. Idiosyncratic stock-specific factors contribute 18.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019029.507440209476
2016-05-019663.351895229323
2016-06-019329.690999025552
2016-07-0110334.320142232329
2016-08-0110541.81782972087
2016-09-0110567.507823396229
2016-10-0110993.133540583802
2016-11-0111130.215511647024
2016-12-0111477.452755751405
2017-01-0111941.046923896225
2017-02-0111888.945886201775
2017-03-0112238.284477022185
2017-04-0112721.42941020142
2017-05-0113052.247307907039
2017-06-0112882.182433977541
2017-07-0113586.751626998597
2017-08-0114048.059035481856
2017-09-0113995.463563265987
2017-10-0115628.168758742735
2017-11-0115893.597690990784
2017-12-0116152.289952884508
2018-01-0117940.474203908914
2018-02-0117789.506863369203
2018-03-0117315.220548698708
2018-04-0117742.082352189827
2018-05-0118832.640094931427
2018-06-0118788.80023403234
2018-07-0120212.112409688445
2018-08-0121485.343106655702
2018-09-0121875.534349808302
2018-10-0120429.51938904374
2018-11-0121301.53707331846
2018-12-0119511.189671262844
2019-01-0120083.74484706522
2019-02-0121637.381721991827
2019-03-0122778.825017562725
2019-04-0125223.968537483284
2019-05-0123975.871595354787
2019-06-0125968.689933931186
2019-07-0126416.482798829016
2019-08-0126813.699132473434
2019-09-0127041.26262095619
2019-10-0127885.406559085954
2019-11-0129543.53392953896
2019-12-0130776.942046093656
2020-01-0133222.31218183654
2020-02-0131704.460005397574
2020-03-0130862.973652820438
2020-04-0135070.405415706125
2020-05-0135960.88198878046
2020-06-0139936.69177982007
2020-07-0140231.04513157109
2020-08-0144364.86795508063
2020-09-0141374.81638968032
2020-10-0139828.65783689017
2020-11-0142220.77325438862
2020-12-0143867.63163804097
2021-01-0145749.20220929825
2021-02-0145937.60236339701
2021-03-0146607.74655286432
2021-04-0149851.71084645129
2021-05-0149471.49069948064
2021-06-0153675.99705811459
2021-07-0156451.937874302384
2021-08-0159928.88383466932
2021-09-0155966.44437714641
2021-10-0165832.82344773311
2021-11-0165748.41935463934
2021-12-0166888.00852075491
2022-01-0161848.3404511303
2022-02-0159546.850761120135
2022-03-0161444.11962843245
2022-04-0155307.87819605564
2022-05-0154308.0697894327
2022-06-0151303.70022434966
2022-07-0156079.91709981191
2022-08-0152341.45648049146
2022-09-0146622.27056693098
2022-10-0146468.13060487883
2022-11-0151218.245457897865
2022-12-0148142.82153179935
2023-01-0149746.767119280266
2023-02-0150195.38404171379
2023-03-0158019.91335035012
2023-04-0161835.58816076538
2023-05-0166232.45014966944
2023-06-0168682.95004357204
2023-07-0167751.16758652088
2023-08-0166245.3466501031
2023-09-0163817.94096863843
2023-10-0168337.2373059087
2023-11-0176738.97771542407
2023-12-0176157.7287326201
2024-01-0180520.12451509364
2024-02-0183927.60242520132
2024-03-0185364.14072430537
2024-04-0178995.10303809412
2024-05-0184381.86414175437
2024-06-0190849.78873224929
2024-07-0185036.37183948183
2024-08-0184943.25333794804
2024-09-0187623.04724115838
2024-10-0182746.04812908036
2024-11-0186402.80344373643
2024-12-0186002.88832166263
2025-01-0184688.86677667835
2025-02-0181164.2902907481
2025-03-0176748.18655838551
2025-04-0180810.58419498849
2025-05-0194293.03073940621
2025-06-01101881.7765856412
2025-07-01109273.88170242045
2025-08-01103953.14820880794
2025-09-01106263.26990150452
2025-10-01106234.55149638547
2025-11-01101130.31851883898
2025-12-0199405.79271244719
2026-01-0188444.05576397342
2026-02-0180910.08914242392
2026-03-0176260.3444972528
2026-04-0186579.60498802026
Annual Return Matrix
YearAnnual Return
20170.4073061590073217
20180.20795192063639845
20190.5773995622329289
20200.42534081431292936
20210.5247690842455062
2022-0.280247347820784
20230.5819124494462029
20240.12927328260546722
20250.15584249148302853
2026-0.129028574436597
Total Factor Risk
0.23411305201827548
VTI.US Exposure
0.5881067626313635
VEA.US Exposure
-0.01258349006008279
VWO.US Exposure
-0.006622809292269829
QQQ.US Exposure
0.15196158291305342
VTV.US Exposure
-0.031053366664381972
IJR.US Exposure
-0.07658932904355296
QUAL.US Exposure
-0.013383868929860751
SHV.US Exposure
0.12447110596527877
TLT.US Exposure
0.0037865176992100116
LQD.US Exposure
0.001491716164109485
HYG.US Exposure
-0.02490888407376953
GLD.US Exposure
-0.00005241645087630006
USO.US Exposure
-0.000650977282332325
VNQ.US Exposure
-0.01942069019876396
BTC-USD.CC Exposure
0.029135740093961197
CPER.US Exposure
-0.002618289094297093
VIX.INDX Exposure
0.027071438563885275
UUP.US Exposure
0.01964973740942812
TIP.US Exposure
0.0592527567301416
Idiosyncratic Exposure
0.18295676291975602
Value Score
40.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.4%

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 →23.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.94%
Market Cap$2.8T
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
$4,850
Avg Yield on Cost
4.41%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2016$228.682.29%Solid
2017$327.563.28%Solid
2018$354.343.54%Solid
2019$414.714.15%Solid
2020$430.574.31%Solid
2021$473.834.74%Solid
2022$523.285.23%Solid
2023$574.785.75%Solid
2024$634.526.35%Solid
2025$700.457.00%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 →
+7.2%
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 →
-10.7%
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 →
22.1% 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 (MSFT.US) has an annualized volatility of 23.4% and experienced a maximum drawdown of 30.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of MSFT.US?

Over the past 10 years, MSFT.US has generated a Compound Annual Growth Rate (CAGR) of 24.7%. 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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