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CTEF vs. MU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CTEF vs. MU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Castellan Targeted Equity ETF (CTEF) and Micron Technology, Inc. (MU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CTEF achieves a 33.21% return, which is significantly lower than MU's 203.41% return.


CTEF

1D
0.33%
1M
-4.17%
6M
28.28%
YTD
33.21%
1Y
64.32%
3Y*
5Y*
10Y*
ALL TIME*
69.37%

MU

1D
1.94%
1M
-23.67%
6M
138.72%
YTD
203.41%
1Y
657.80%
3Y*
137.11%
5Y*
62.98%
10Y*
52.40%
ALL TIME*
17.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CTEF vs. MU - Yearly Performance Comparison


2026 (YTD)2025
CTEF
Castellan Targeted Equity ETF
33.21%33.10%
MU
Micron Technology, Inc.
203.41%137.64%

Correlation

The correlation between CTEF and MU is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2025

0.62

The correlation between CTEF and MU has been stable across timeframes, ranging from 0.62 to 0.66 - a consistent structural relationship.

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Return for Risk

CTEF vs. MU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CTEF
CTEF Risk / Return Rank: 9393
Overall Rank
CTEF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CTEF Sortino Ratio Rank: 9393
Sortino Ratio Rank
CTEF Omega Ratio Rank: 9191
Omega Ratio Rank
CTEF Calmar Ratio Rank: 9191
Calmar Ratio Rank
CTEF Martin Ratio Rank: 9494
Martin Ratio Rank

MU
MU Risk / Return Rank: 9999
Overall Rank
MU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MU Sortino Ratio Rank: 9999
Sortino Ratio Rank
MU Omega Ratio Rank: 9898
Omega Ratio Rank
MU Calmar Ratio Rank: 100100
Calmar Ratio Rank
MU Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CTEF vs. MU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Castellan Targeted Equity ETF (CTEF) and Micron Technology, Inc. (MU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CTEFMUDifference
Sharpe ratioReturn per unit of total volatility

-5.90

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

1.45

1.66

-0.22

Calmar ratioReturn relative to maximum drawdown

4.31

21.93

-17.62

Martin ratioReturn relative to average drawdown

19.08

74.09

-55.02

CTEF vs. MU - Sharpe Ratio Comparison

The current CTEF Sharpe Ratio is 2.79, which is lower than the MU Sharpe Ratio of 8.69. The chart below compares the historical Sharpe Ratios of CTEF and MU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CTEF vs. MU - Drawdown Comparison

The maximum CTEF drawdown since its inception was -15.00%, smaller than the maximum MU drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for CTEF and MU.


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Drawdown Indicators


CTEFMUDifference

Max Drawdown

Largest peak-to-trough decline

-15.00%

-98.25%

+83.25%

Max Drawdown (1Y)

Largest decline over 1 year

-15.00%

-30.28%

+15.28%

Max Drawdown (3Y)

Largest decline over 3 years

-57.63%

Max Drawdown (5Y)

Largest decline over 5 years

-57.63%

Max Drawdown (10Y)

Largest decline over 10 years

-57.63%

Current Drawdown

Current decline from peak

-5.75%

-28.67%

+22.92%

Average Drawdown

Average peak-to-trough decline

-1.85%

-58.05%

+56.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

8.95%

-5.57%

Volatility

CTEF vs. MU - Volatility Comparison

The current volatility for Castellan Targeted Equity ETF (CTEF) is 6.70%, while Micron Technology, Inc. (MU) has a volatility of 30.97%. This indicates that CTEF experiences smaller price fluctuations and is considered to be less risky than MU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CTEFMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

30.97%

-24.27%

Volatility (6M)

Calculated over the trailing 6-month period

19.32%

63.14%

-43.82%

Volatility (1Y)

Calculated over the trailing 1-year period

23.21%

76.55%

-53.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.50%

55.01%

-32.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.50%

50.78%

-28.28%

Dividends

CTEF vs. MU - Dividend Comparison

CTEF's dividend yield for the trailing twelve months is around 0.06%, which matches MU's 0.06% yield.


PositionTTM20252024202320222021
CTEF
Castellan Targeted Equity ETF
0.06%0.08%0.00%0.00%0.00%0.00%
MU
Micron Technology, Inc.
0.06%0.16%0.55%0.54%0.89%0.21%

Frequently Asked Questions


CTEF and MU have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MU has higher volatility (30.97%) compared to CTEF (6.70%). In terms of maximum drawdown, CTEF dropped -15.00% vs MU's -98.25%.

MU currently has the higher Sharpe Ratio (8.69 vs 2.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CTEF and MU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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