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LIGHT.AS vs. MU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LIGHT.AS vs. MU - Performance Comparison

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

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Different Trading Currencies

LIGHT.AS is traded in EUR, while MU is traded in USD. To make them comparable, the MU values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LIGHT.AS achieves a 11.10% return, which is significantly lower than MU's 208.80% return. Over the past 10 years, LIGHT.AS has underperformed MU with an annualized return of 4.81%, while MU has yielded a comparatively higher 52.31% annualized return.


LIGHT.AS

1D
1.99%
1M
6.32%
YTD
11.10%
6M
16.08%
1Y
7.21%
3Y*
1.56%
5Y*
-11.11%
10Y*
4.81%

MU

1D
-12.56%
1M
32.18%
YTD
208.80%
6M
268.34%
1Y
709.42%
3Y*
129.12%
5Y*
62.03%
10Y*
52.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LIGHT.AS vs. MU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LIGHT.AS
Signify NV
11.10%5.51%-24.51%2.48%-19.89%21.37%23.94%43.34%-29.71%35.29%
MU
Micron Technology, Inc.
208.80%199.86%5.58%66.78%-42.58%33.50%28.27%73.32%-19.21%64.54%

Correlation

The correlation between LIGHT.AS and MU is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.22

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

0.23

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

0.20

Correlation (All Time)
Calculated using the full available price history since May 30, 2016

0.20

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Return for Risk

LIGHT.AS vs. MU — Risk / Return Rank

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

LIGHT.AS
LIGHT.AS Risk / Return Rank: 4747
Overall Rank
LIGHT.AS Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
LIGHT.AS Sortino Ratio Rank: 4242
Sortino Ratio Rank
LIGHT.AS Omega Ratio Rank: 4646
Omega Ratio Rank
LIGHT.AS Calmar Ratio Rank: 4949
Calmar Ratio Rank
LIGHT.AS Martin Ratio Rank: 4949
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: 9999
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.

LIGHT.AS vs. MU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Signify NV (LIGHT.AS) 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.


LIGHT.ASMUDifference
Sharpe ratioReturn per unit of total volatility

-10.33

Sortino ratioReturn per unit of downside risk

-5.60

Omega ratioGain probability vs. loss probability

1.09

1.78

-0.69

Calmar ratioReturn relative to maximum drawdown

0.31

23.68

-23.37

Martin ratioReturn relative to average drawdown

0.66

90.60

-89.94

LIGHT.AS vs. MU - Sharpe Ratio Comparison

The current LIGHT.AS Sharpe Ratio is 0.24, which is lower than the MU Sharpe Ratio of 10.57. The chart below compares the historical Sharpe Ratios of LIGHT.AS 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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Sharpe Ratios by Period


LIGHT.ASMUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

10.57

-10.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

1.19

-1.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

1.05

-0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.51

-0.37

Drawdowns

LIGHT.AS vs. MU - Drawdown Comparison

The maximum LIGHT.AS drawdown since its inception was -62.39%, smaller than the maximum MU drawdown of -84.08%. Use the drawdown chart below to compare losses from any high point for LIGHT.AS and MU.


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Drawdown Indicators


LIGHT.ASMUDifference

Max Drawdown

Largest peak-to-trough decline

-62.39%

-84.08%

+21.69%

Max Drawdown (1Y)

Largest decline over 1 year

-25.66%

-30.24%

+4.58%

Max Drawdown (3Y)

Largest decline over 3 years

-39.93%

-59.24%

+19.31%

Max Drawdown (5Y)

Largest decline over 5 years

-62.39%

-59.24%

-3.15%

Max Drawdown (10Y)

Largest decline over 10 years

-62.39%

-59.24%

-3.15%

Current Drawdown

Current decline from peak

-45.36%

-19.43%

-25.93%

Average Drawdown

Average peak-to-trough decline

-29.00%

-27.27%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.15%

7.89%

+4.26%

Volatility

LIGHT.AS vs. MU - Volatility Comparison

The current volatility for Signify NV (LIGHT.AS) is 6.28%, while Micron Technology, Inc. (MU) has a volatility of 32.73%. This indicates that LIGHT.AS 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


LIGHT.ASMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

32.73%

-26.45%

Volatility (6M)

Calculated over the trailing 6-month period

27.24%

55.72%

-28.48%

Volatility (1Y)

Calculated over the trailing 1-year period

33.99%

67.80%

-33.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.13%

52.44%

-18.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.87%

49.94%

-16.07%

Dividends

LIGHT.AS vs. MU - Dividend Comparison

LIGHT.AS's dividend yield for the trailing twelve months is around 7.29%, more than MU's 0.06% yield.


PositionTTM202520242023202220212020201920182017
LIGHT.AS
Signify NV
7.29%7.44%7.18%4.95%4.62%3.31%0.00%4.67%6.11%3.59%
MU
Micron Technology, Inc.
0.06%0.16%0.55%0.54%0.89%0.21%0.00%0.00%0.00%0.00%

Financials

LIGHT.AS vs. MU - Financials Comparison

This section allows you to compare key financial metrics between Signify NV 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


Please note, different currencies. LIGHT.AS values in EUR, MU values in USD

Frequently Asked Questions


LIGHT.AS and MU have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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