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EWY vs. MU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWY vs. MU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI South Korea ETF (EWY) 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, EWY achieves a 103.10% return, which is significantly lower than MU's 244.07% return. Over the past 10 years, EWY has underperformed MU with an annualized return of 16.84%, while MU has yielded a comparatively higher 55.83% annualized return.


EWY

1D
-0.75%
1M
3.64%
YTD
103.10%
6M
117.85%
1Y
203.95%
3Y*
46.46%
5Y*
18.80%
10Y*
16.84%

MU

1D
-1.43%
1M
26.49%
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)

EWY vs. MU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWY
iShares MSCI South Korea ETF
103.10%95.33%-20.48%19.05%-26.59%-7.58%39.43%7.97%-20.37%44.97%
MU
Micron Technology, Inc.
244.07%240.24%-0.96%71.93%-45.93%24.21%39.79%69.49%-22.84%87.59%

Correlation

The correlation between EWY and MU is 0.64, 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

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since May 12, 2000

0.43

Over the past year, EWY and MU have become more correlated (0.64) than their long-term average of 0.43, meaning their price movements have been converging.

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Return for Risk

EWY vs. MU — Risk / Return Rank

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

EWY
EWY Risk / Return Rank: 9595
Overall Rank
EWY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EWY Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWY Omega Ratio Rank: 9494
Omega Ratio Rank
EWY Calmar Ratio Rank: 9797
Calmar Ratio Rank
EWY Martin Ratio Rank: 9696
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.

EWY vs. MU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI South Korea ETF (EWY) 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.


EWYMUDifference
Sharpe ratioReturn per unit of total volatility

-6.54

Sortino ratioReturn per unit of downside risk

-2.07

Omega ratioGain probability vs. loss probability

1.59

1.78

-0.19

Calmar ratioReturn relative to maximum drawdown

8.65

24.91

-16.26

Martin ratioReturn relative to average drawdown

30.24

94.64

-64.40

EWY vs. MU - Sharpe Ratio Comparison

The current EWY Sharpe Ratio is 4.29, which is lower than the MU Sharpe Ratio of 10.83. The chart below compares the historical Sharpe Ratios of EWY 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

EWY vs. MU - Drawdown Comparison

The maximum EWY drawdown since its inception was -74.14%, smaller than the maximum MU drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for EWY and MU.


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Drawdown Indicators


EWYMUDifference

Max Drawdown

Largest peak-to-trough decline

-74.14%

-98.25%

+24.11%

Max Drawdown (1Y)

Largest decline over 1 year

-23.08%

-30.28%

+7.20%

Max Drawdown (3Y)

Largest decline over 3 years

-27.36%

-57.63%

+30.27%

Max Drawdown (5Y)

Largest decline over 5 years

-48.55%

-57.63%

+9.08%

Max Drawdown (10Y)

Largest decline over 10 years

-49.73%

-57.63%

+7.90%

Current Drawdown

Current decline from peak

-8.88%

-9.07%

+0.19%

Average Drawdown

Average peak-to-trough decline

-20.11%

-58.16%

+38.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.59%

7.95%

-1.36%

Volatility

EWY vs. MU - Volatility Comparison

The current volatility for iShares MSCI South Korea ETF (EWY) is 25.64%, while Micron Technology, Inc. (MU) has a volatility of 32.86%. This indicates that EWY 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


EWYMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.64%

32.86%

-7.22%

Volatility (6M)

Calculated over the trailing 6-month period

42.65%

57.74%

-15.09%

Volatility (1Y)

Calculated over the trailing 1-year period

46.51%

69.66%

-23.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.15%

53.18%

-23.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.06%

50.12%

-22.06%

Dividends

EWY vs. MU - Dividend Comparison

EWY's dividend yield for the trailing twelve months is around 1.03%, more than MU's 0.05% yield.


PositionTTM20252024202320222021202020192018201720162015
EWY
iShares MSCI South Korea ETF
1.03%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%
MU
Micron Technology, Inc.
0.05%0.16%0.55%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EWY and MU have a correlation of 0.64, 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 EWY (25.64%). In terms of maximum drawdown, EWY dropped -74.14% vs MU's -98.25%.

MU currently has the higher Sharpe Ratio (10.83 vs 4.29), 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.

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