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FRNW vs. MU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRNW vs. MU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Clean Energy ETF (FRNW) 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, FRNW achieves a 23.12% return, which is significantly lower than MU's 244.07% return.


FRNW

1D
1.22%
1M
-4.62%
YTD
23.12%
6M
22.47%
1Y
62.88%
3Y*
6.70%
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)

FRNW vs. MU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FRNW
Fidelity Clean Energy ETF
23.12%53.20%-21.11%-19.64%-11.46%-2.52%
MU
Micron Technology, Inc.
244.07%240.24%-0.96%71.93%-45.93%33.33%

Correlation

The correlation between FRNW and MU is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.41

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2021

0.43

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Return for Risk

FRNW vs. MU — Risk / Return Rank

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

FRNW
FRNW Risk / Return Rank: 8282
Overall Rank
FRNW Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FRNW Sortino Ratio Rank: 7777
Sortino Ratio Rank
FRNW Omega Ratio Rank: 7373
Omega Ratio Rank
FRNW Calmar Ratio Rank: 8888
Calmar Ratio Rank
FRNW Martin Ratio Rank: 8686
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.

FRNW vs. MU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Clean Energy ETF (FRNW) 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.


FRNWMUDifference
Sharpe ratioReturn per unit of total volatility

-8.46

Sortino ratioReturn per unit of downside risk

-3.17

Omega ratioGain probability vs. loss probability

1.37

1.78

-0.41

Calmar ratioReturn relative to maximum drawdown

4.48

24.91

-20.43

Martin ratioReturn relative to average drawdown

15.67

94.64

-78.97

FRNW vs. MU - Sharpe Ratio Comparison

The current FRNW Sharpe Ratio is 2.36, which is lower than the MU Sharpe Ratio of 10.83. The chart below compares the historical Sharpe Ratios of FRNW 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

FRNW vs. MU - Drawdown Comparison

The maximum FRNW drawdown since its inception was -59.37%, smaller than the maximum MU drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for FRNW and MU.


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Drawdown Indicators


FRNWMUDifference

Max Drawdown

Largest peak-to-trough decline

-59.37%

-98.25%

+38.88%

Max Drawdown (1Y)

Largest decline over 1 year

-14.20%

-30.28%

+16.08%

Max Drawdown (3Y)

Largest decline over 3 years

-45.14%

-57.63%

+12.49%

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

-11.09%

-9.07%

-2.02%

Average Drawdown

Average peak-to-trough decline

-33.17%

-58.16%

+24.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

7.95%

-3.90%

Volatility

FRNW vs. MU - Volatility Comparison

The current volatility for Fidelity Clean Energy ETF (FRNW) is 10.63%, while Micron Technology, Inc. (MU) has a volatility of 32.86%. This indicates that FRNW 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


FRNWMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.63%

32.86%

-22.23%

Volatility (6M)

Calculated over the trailing 6-month period

19.61%

57.74%

-38.13%

Volatility (1Y)

Calculated over the trailing 1-year period

26.92%

69.66%

-42.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.52%

53.18%

-24.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.52%

50.12%

-21.60%

Dividends

FRNW vs. MU - Dividend Comparison

FRNW's dividend yield for the trailing twelve months is around 1.02%, more than MU's 0.05% yield.


PositionTTM20252024202320222021
FRNW
Fidelity Clean Energy ETF
1.02%1.25%1.43%1.30%0.69%0.04%
MU
Micron Technology, Inc.
0.05%0.16%0.55%0.54%0.89%0.21%

Frequently Asked Questions


FRNW and MU have a correlation of 0.46, 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 FRNW (10.63%). In terms of maximum drawdown, FRNW dropped -59.37% vs MU's -98.25%.

MU currently has the higher Sharpe Ratio (10.83 vs 2.36), 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 FRNW 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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