JIVE vs. MU

Last updated Jul 21, 2026

JIVE (JPMorgan International Value ETF) is Foreign Large Cap Equities fund actively managed by JPMorgan, while MU (Micron Technology, Inc.) is a stock. Over the past year, JIVE returned 37.23% vs 657.80% for MU. At a 0.41 correlation, their price movements are largely independent.

Performance

JIVE vs. MU - Performance Comparison

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

Returns By Period

In the year-to-date period, JIVE achieves a 15.17% return, which is significantly lower than MU's 203.41% return.

JIVE

• 1D: -0.35%
• 1M: -1.56%
• 6M: 10.41%
• YTD: 15.17%
• 1Y: 37.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 28.05%

MU

• 1D: 1.94%
• 1M: -23.67%
• 6M: 138.72%
• YTD: 203.41%
• 1Y: 657.80%
• 3Y*: 137.11%
• 5Y*: 62.98%
• 10Y*: 52.40%
• ALL TIME*: 17.23%

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

JIVE vs. MU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JIVE JPMorgan International Value ETF	15.17%	49.80%	11.22%	5.36%
MU Micron Technology, Inc.	203.41%	240.24%	-0.96%	20.81%

Correlation

The correlation between JIVE and MU is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023	0.41

Return for Risk

JIVE vs. MU — Risk / Return Rank

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

JIVE

JIVE Risk / Return Rank: 89
JIVE Sharpe Ratio Rank: 92
JIVE Sortino Ratio Rank: 90
JIVE Omega Ratio Rank: 90
JIVE Calmar Ratio Rank: 86
JIVE Martin Ratio Rank: 87

MU

MU Risk / Return Rank: 99
MU Sharpe Ratio Rank: 100
MU Sortino Ratio Rank: 99
MU Omega Ratio Rank: 98
MU Calmar Ratio Rank: 100
MU Martin Ratio Rank: 100

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.

JIVE vs. MU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Value ETF (JIVE) 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.

	JIVE	MU	Difference
Sharpe ratio: Return per unit of total volatility	2.47	8.69	-6.22
Sortino ratio: Return per unit of downside risk	3.29	5.21	-1.92
Omega ratio: Gain probability vs. loss probability	1.44	1.66	-0.22
Calmar ratio: Return relative to maximum drawdown	3.54	21.93	-18.39
Martin ratio: Return relative to average drawdown	13.27	74.09	-60.82

JIVE vs. MU - Sharpe Ratio Comparison

The current JIVE Sharpe Ratio is 2.47, which is lower than the MU Sharpe Ratio of 8.69. The chart below compares the historical Sharpe Ratios of JIVE 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.

Drawdowns

JIVE vs. MU - Drawdown Comparison

The maximum JIVE drawdown since its inception was -13.79%, smaller than the maximum MU drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for JIVE and MU.

Drawdown Indicators

	JIVE	MU	Difference
Max Drawdown Largest peak-to-trough decline	-13.79%	-98.25%	+84.46%
Max Drawdown (1Y) Largest decline over 1 year	-10.57%	-30.28%	+19.71%
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	-2.22%	-28.67%	+26.45%
Average Drawdown Average peak-to-trough decline	-1.95%	-58.05%	+56.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.81%	8.95%	-6.14%

Volatility

JIVE vs. MU - Volatility Comparison

The current volatility for JPMorgan International Value ETF (JIVE) is 4.05%, while Micron Technology, Inc. (MU) has a volatility of 30.97%. This indicates that JIVE 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.

Volatility by Period

	JIVE	MU	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.05%	30.97%	-26.92%
Volatility (6M) Calculated over the trailing 6-month period	13.16%	63.14%	-49.98%
Volatility (1Y) Calculated over the trailing 1-year period	15.17%	76.55%	-61.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.07%	55.01%	-39.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.07%	50.78%	-35.71%

Dividends

JIVE vs. MU - Dividend Comparison

JIVE's dividend yield for the trailing twelve months is around 2.50%, more than MU's 0.06% yield.

Position	TTM	2025	2024	2023	2022	2021
JIVE JPMorgan International Value ETF	2.50%	2.88%	2.48%	0.74%	0.00%	0.00%
MU Micron Technology, Inc.	0.06%	0.16%	0.55%	0.54%	0.89%	0.21%

Frequently Asked Questions

Can I hold both JIVE and MU in my portfolio?

JIVE and MU have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JIVE or MU?

MU has higher volatility (30.97%) compared to JIVE (4.05%). In terms of maximum drawdown, JIVE dropped -13.79% vs MU's -98.25%.

Which has better risk-adjusted returns?

MU currently has the higher Sharpe Ratio (8.69 vs 2.47), 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.