PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IOT vs. MU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IOT and MU is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

IOT vs. MU - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
45.53%
-37.46%
IOT
MU

Key characteristics

Sharpe Ratio

IOT:

0.49

MU:

0.12

Sortino Ratio

IOT:

1.03

MU:

0.55

Omega Ratio

IOT:

1.12

MU:

1.07

Calmar Ratio

IOT:

0.75

MU:

0.15

Martin Ratio

IOT:

2.16

MU:

0.28

Ulcer Index

IOT:

11.50%

MU:

23.25%

Daily Std Dev

IOT:

50.38%

MU:

52.25%

Max Drawdown

IOT:

-70.38%

MU:

-98.25%

Current Drawdown

IOT:

-24.28%

MU:

-43.13%

Fundamentals

Market Cap

IOT:

$26.25B

MU:

$120.98B

EPS

IOT:

-$0.47

MU:

$0.70

PEG Ratio

IOT:

0.00

MU:

0.17

Total Revenue (TTM)

IOT:

$1.18B

MU:

$20.39B

Gross Profit (TTM)

IOT:

$892.14M

MU:

$5.65B

EBITDA (TTM)

IOT:

-$164.02M

MU:

$8.69B

Returns By Period

In the year-to-date period, IOT achieves a 27.83% return, which is significantly higher than MU's 2.35% return.


IOT

YTD

27.83%

1M

-18.30%

6M

44.16%

1Y

28.83%

5Y*

N/A

10Y*

N/A

MU

YTD

2.35%

1M

-10.89%

6M

-39.48%

1Y

11.15%

5Y*

10.07%

10Y*

9.90%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IOT vs. MU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Samsara Inc. (IOT) 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.


Sharpe ratio
The chart of Sharpe ratio for IOT, currently valued at 0.49, compared to the broader market-4.00-2.000.002.000.490.12
The chart of Sortino ratio for IOT, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.001.030.55
The chart of Omega ratio for IOT, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.07
The chart of Calmar ratio for IOT, currently valued at 0.75, compared to the broader market0.002.004.006.000.750.15
The chart of Martin ratio for IOT, currently valued at 2.16, compared to the broader market0.0010.0020.002.160.28
IOT
MU

The current IOT Sharpe Ratio is 0.49, which is higher than the MU Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of IOT and MU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.49
0.12
IOT
MU

Dividends

IOT vs. MU - Dividend Comparison

IOT has not paid dividends to shareholders, while MU's dividend yield for the trailing twelve months is around 0.53%.


TTM202320222021
IOT
Samsara Inc.
0.00%0.00%0.00%0.00%
MU
Micron Technology, Inc.
0.53%0.54%0.89%0.21%

Drawdowns

IOT vs. MU - Drawdown Comparison

The maximum IOT drawdown since its inception was -70.38%, smaller than the maximum MU drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for IOT and MU. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.28%
-43.13%
IOT
MU

Volatility

IOT vs. MU - Volatility Comparison

The current volatility for Samsara Inc. (IOT) is 15.69%, while Micron Technology, Inc. (MU) has a volatility of 22.64%. This indicates that IOT 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.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.69%
22.64%
IOT
MU

Financials

IOT vs. MU - Financials Comparison

This section allows you to compare key financial metrics between Samsara Inc. and Micron Technology, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab