DRAM vs. MRAM

Last updated Jun 4, 2026

DRAM (Roundhill Memory ETF) is Technology Equities fund actively managed by Roundhill, while MRAM (Everspin Technologies, Inc.) is a stock. At a 0.35 correlation, their price movements are largely independent.

Performance

DRAM vs. MRAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Memory ETF (DRAM) and Everspin Technologies, Inc. (MRAM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DRAM

• 1D: 0.20%
• 1M: 64.14%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

MRAM

• 1D: -5.11%
• 1M: 52.37%
• YTD: 207.87%
• 6M: 238.91%
• 1Y: 396.01%
• 3Y*: 49.50%
• 5Y*: 36.41%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DRAM vs. MRAM - Yearly Performance Comparison

	2026 (YTD)
DRAM Roundhill Memory ETF	151.12%
MRAM Everspin Technologies, Inc.	201.37%

Correlation

The correlation between DRAM and MRAM is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 6, 2026	0.35

Return for Risk

DRAM vs. MRAM — Risk / Return Rank

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

MRAM

MRAM Risk / Return Rank: 95
MRAM Sharpe Ratio Rank: 97
MRAM Sortino Ratio Rank: 94
MRAM Omega Ratio Rank: 93
MRAM Calmar Ratio Rank: 96
MRAM Martin Ratio Rank: 94

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.

DRAM vs. MRAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Memory ETF (DRAM) and Everspin Technologies, Inc. (MRAM). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	DRAM	MRAM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.84	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	341.95	0.18	+341.77

Drawdowns

DRAM vs. MRAM - Drawdown Comparison

The maximum DRAM drawdown since its inception was -10.46%, smaller than the maximum MRAM drawdown of -91.28%. Use the drawdown chart below to compare losses from any high point for DRAM and MRAM.

Drawdown Indicators

	DRAM	MRAM	Difference
Max Drawdown Largest peak-to-trough decline	-10.46%	-91.28%	+80.82%
Max Drawdown (1Y) Largest decline over 1 year	—	-49.25%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-57.89%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-67.02%	—
Current Drawdown Current decline from peak	0.00%	-35.08%	+35.08%
Average Drawdown Average peak-to-trough decline	-1.64%	-64.69%	+63.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	22.29%	—

Volatility

Volatility by Period

	DRAM	MRAM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	58.82%	—
Volatility (6M) Calculated over the trailing 6-month period	—	87.10%	—
Volatility (1Y) Calculated over the trailing 1-year period	73.92%	103.99%	-30.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.92%	76.10%	-2.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.92%	78.30%	-4.38%

Dividends

DRAM vs. MRAM - Dividend Comparison

Neither DRAM nor MRAM has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DRAM and MRAM in my portfolio?

DRAM and MRAM have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.