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MEMX vs. SNDK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEMX vs. SNDK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matthews Emerging Markets Ex China Active ETF (MEMX) and Sandisk Corporation (SNDK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MEMX achieves a 29.81% return, which is significantly lower than SNDK's 734.15% return.


MEMX

1D
0.55%
1M
5.01%
YTD
29.81%
6M
38.48%
1Y
63.43%
3Y*
24.90%
5Y*
10Y*

SNDK

1D
5.24%
1M
40.67%
YTD
734.15%
6M
860.37%
1Y
4,559.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEMX vs. SNDK - Yearly Performance Comparison


2026 (YTD)2025
MEMX
Matthews Emerging Markets Ex China Active ETF
29.81%36.32%
SNDK
Sandisk Corporation
734.15%356.50%

Correlation

The correlation between MEMX and SNDK 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 (All Time)
Calculated using the full available price history since Feb 24, 2025

0.44

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Return for Risk

MEMX vs. SNDK — Risk / Return Rank

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

MEMX
MEMX Risk / Return Rank: 8686
Overall Rank
MEMX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
MEMX Sortino Ratio Rank: 8383
Sortino Ratio Rank
MEMX Omega Ratio Rank: 8787
Omega Ratio Rank
MEMX Calmar Ratio Rank: 8585
Calmar Ratio Rank
MEMX Martin Ratio Rank: 8686
Martin Ratio Rank

SNDK
SNDK Risk / Return Rank: 100100
Overall Rank
SNDK Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SNDK Sortino Ratio Rank: 9999
Sortino Ratio Rank
SNDK Omega Ratio Rank: 9999
Omega Ratio Rank
SNDK Calmar Ratio Rank: 100100
Calmar Ratio Rank
SNDK 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.

MEMX vs. SNDK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews Emerging Markets Ex China Active ETF (MEMX) and Sandisk Corporation (SNDK). 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.


MEMXSNDKDifference
Sharpe ratioReturn per unit of total volatility

-45.33

Sortino ratioReturn per unit of downside risk

-5.10

Omega ratioGain probability vs. loss probability

1.47

2.16

-0.69

Calmar ratioReturn relative to maximum drawdown

4.16

152.17

-148.01

Martin ratioReturn relative to average drawdown

15.97

461.00

-445.03

MEMX vs. SNDK - Sharpe Ratio Comparison

The current MEMX Sharpe Ratio is 2.61, which is lower than the SNDK Sharpe Ratio of 47.94. The chart below compares the historical Sharpe Ratios of MEMX and SNDK, 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

MEMX vs. SNDK - Drawdown Comparison

The maximum MEMX drawdown since its inception was -19.27%, smaller than the maximum SNDK drawdown of -47.50%. Use the drawdown chart below to compare losses from any high point for MEMX and SNDK.


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Drawdown Indicators


MEMXSNDKDifference

Max Drawdown

Largest peak-to-trough decline

-19.27%

-47.50%

+28.23%

Max Drawdown (1Y)

Largest decline over 1 year

-14.70%

-31.34%

+16.64%

Max Drawdown (3Y)

Largest decline over 3 years

-19.27%

Current Drawdown

Current decline from peak

-3.40%

0.00%

-3.40%

Average Drawdown

Average peak-to-trough decline

-3.50%

-13.74%

+10.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

10.32%

-6.49%

Volatility

MEMX vs. SNDK - Volatility Comparison

The current volatility for Matthews Emerging Markets Ex China Active ETF (MEMX) is 11.94%, while Sandisk Corporation (SNDK) has a volatility of 26.68%. This indicates that MEMX experiences smaller price fluctuations and is considered to be less risky than SNDK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEMXSNDKDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.94%

26.68%

-14.74%

Volatility (6M)

Calculated over the trailing 6-month period

21.24%

71.96%

-50.72%

Volatility (1Y)

Calculated over the trailing 1-year period

23.42%

99.48%

-76.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.73%

97.64%

-79.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.73%

97.64%

-79.91%

Dividends

MEMX vs. SNDK - Dividend Comparison

MEMX's dividend yield for the trailing twelve months is around 3.76%, while SNDK has not paid dividends to shareholders.


PositionTTM202520242023
MEMX
Matthews Emerging Markets Ex China Active ETF
3.76%4.88%0.99%1.13%
SNDK
Sandisk Corporation
0.00%0.00%0.00%0.00%

Frequently Asked Questions


MEMX and SNDK 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.

SNDK has higher volatility (26.68%) compared to MEMX (11.94%). In terms of maximum drawdown, MEMX dropped -19.27% vs SNDK's -47.50%.

SNDK currently has the higher Sharpe Ratio (47.94 vs 2.61), 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 MEMX and SNDK

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