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DARP vs. MU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DARP vs. MU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grizzle Growth ETF (DARP) 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, DARP achieves a 26.22% return, which is significantly lower than MU's 244.07% return.


DARP

1D
0.87%
1M
-2.22%
YTD
26.22%
6M
29.87%
1Y
71.79%
3Y*
5Y*
10Y*

MU

1D
-1.43%
1M
35.46%
YTD
244.07%
6M
307.41%
1Y
751.18%
3Y*
144.69%
5Y*
66.21%
10Y*
55.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DARP vs. MU - Yearly Performance Comparison


2026 (YTD)202520242023
DARP
Grizzle Growth ETF
26.22%40.19%24.63%6.25%
MU
Micron Technology, Inc.
244.07%240.24%-0.96%34.33%

Correlation

The correlation between DARP and MU is 0.68, 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

0.68

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2023

0.69

The correlation between DARP and MU has been stable across timeframes, ranging from 0.68 to 0.69 - a consistent structural relationship.

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Return for Risk

DARP vs. MU — Risk / Return Rank

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

DARP
DARP Risk / Return Rank: 8989
Overall Rank
DARP Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DARP Sortino Ratio Rank: 8585
Sortino Ratio Rank
DARP Omega Ratio Rank: 8484
Omega Ratio Rank
DARP Calmar Ratio Rank: 9393
Calmar Ratio Rank
DARP Martin Ratio Rank: 9393
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.

DARP vs. MU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grizzle Growth ETF (DARP) 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.


DARPMUDifference
Sharpe ratioReturn per unit of total volatility

-7.95

Sortino ratioReturn per unit of downside risk

-2.83

Omega ratioGain probability vs. loss probability

1.45

1.78

-0.34

Calmar ratioReturn relative to maximum drawdown

5.88

24.91

-19.03

Martin ratioReturn relative to average drawdown

21.19

94.64

-73.45

DARP vs. MU - Sharpe Ratio Comparison

The current DARP Sharpe Ratio is 2.88, which is lower than the MU Sharpe Ratio of 10.83. The chart below compares the historical Sharpe Ratios of DARP 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

DARP vs. MU - Drawdown Comparison

The maximum DARP drawdown since its inception was -30.27%, smaller than the maximum MU drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for DARP and MU.


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Drawdown Indicators


DARPMUDifference

Max Drawdown

Largest peak-to-trough decline

-30.27%

-98.25%

+67.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.82%

-30.28%

+18.46%

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

-5.58%

-9.07%

+3.49%

Average Drawdown

Average peak-to-trough decline

-4.65%

-58.16%

+53.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

7.95%

-4.68%

Volatility

DARP vs. MU - Volatility Comparison

The current volatility for Grizzle Growth ETF (DARP) is 8.82%, while Micron Technology, Inc. (MU) has a volatility of 32.86%. This indicates that DARP 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


DARPMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.82%

32.86%

-24.04%

Volatility (6M)

Calculated over the trailing 6-month period

18.77%

57.74%

-38.97%

Volatility (1Y)

Calculated over the trailing 1-year period

24.11%

69.66%

-45.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.29%

53.18%

-26.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.29%

50.12%

-23.83%

Dividends

DARP vs. MU - Dividend Comparison

DARP's dividend yield for the trailing twelve months is around 0.34%, more than MU's 0.05% yield.


PositionTTM20252024202320222021
DARP
Grizzle Growth ETF
0.34%0.43%1.93%0.32%0.00%0.00%
MU
Micron Technology, Inc.
0.05%0.16%0.55%0.54%0.89%0.21%

Frequently Asked Questions


DARP and MU have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MU has higher volatility (32.86%) compared to DARP (8.82%). In terms of maximum drawdown, DARP dropped -30.27% vs MU's -98.25%.

MU currently has the higher Sharpe Ratio (10.83 vs 2.88), 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 DARP and MU

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