MRAM vs. VLUE
MRAM (Everspin Technologies, Inc.) is a stock, while VLUE (iShares MSCI USA Value Factor ETF) is Large Cap Value Equities fund tracking the MSCI USA Enhanced Value Index. Over the past 5 years, MRAM returned 26.30%/yr vs 16.35%/yr for VLUE. At a 0.39 correlation, their price movements are largely independent.
Performance
MRAM vs. VLUE - Performance Comparison
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Returns By Period
In the year-to-date period, MRAM achieves a 130.60% return, which is significantly higher than VLUE's 44.95% return.
MRAM
- 1D
- -5.10%
- 1M
- -36.46%
- YTD
- 130.60%
- 6M
- 130.11%
- 1Y
- 245.16%
- 3Y*
- 37.73%
- 5Y*
- 26.30%
- 10Y*
- —
VLUE
- 1D
- -0.24%
- 1M
- 5.34%
- YTD
- 44.95%
- 6M
- 43.41%
- 1Y
- 78.89%
- 3Y*
- 32.40%
- 5Y*
- 16.35%
- 10Y*
- 15.53%
MRAM vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRAM Everspin Technologies, Inc. | 130.60% | 45.23% | -29.31% | 62.59% | -50.80% | 145.65% | -12.55% | -6.24% | -25.20% | -9.53% |
VLUE iShares MSCI USA Value Factor ETF | 44.95% | 32.67% | 7.25% | 14.26% | -14.17% | 28.93% | -0.23% | 27.20% | -11.13% | 21.95% |
Correlation
The correlation between MRAM and VLUE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2016 | 0.39 |
The correlation between MRAM and VLUE shifts across timeframes, from 0.39 (all time) to 0.52 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MRAM vs. VLUE — Risk / Return Rank
MRAM
VLUE
MRAM vs. VLUE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Everspin Technologies, Inc. (MRAM) and iShares MSCI USA Value Factor ETF (VLUE). 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.
| MRAM | VLUE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.71 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 4.81 | 8.77 | -3.97 |
| Martin ratioReturn relative to average drawdown | 10.03 | 36.50 | -26.47 |
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Drawdowns
MRAM vs. VLUE - Drawdown Comparison
The maximum MRAM drawdown since its inception was -91.28%, which is greater than VLUE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for MRAM and VLUE.
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Drawdown Indicators
| MRAM | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.28% | -39.47% | -51.81% |
Max Drawdown (1Y)Largest decline over 1 year | -51.37% | -9.04% | -42.33% |
Max Drawdown (3Y)Largest decline over 3 years | -57.89% | -17.89% | -40.00% |
Max Drawdown (5Y)Largest decline over 5 years | -67.02% | -27.12% | -39.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.47% | — |
Current DrawdownCurrent decline from peak | -51.37% | -3.69% | -47.68% |
Average DrawdownAverage peak-to-trough decline | -64.89% | -6.00% | -58.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.56% | 2.17% | +22.39% |
Volatility
MRAM vs. VLUE - Volatility Comparison
Everspin Technologies, Inc. (MRAM) has a higher volatility of 37.74% compared to iShares MSCI USA Value Factor ETF (VLUE) at 9.72%. This indicates that MRAM's price experiences larger fluctuations and is considered to be riskier than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRAM | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 37.74% | 9.72% | +28.02% |
Volatility (6M)Calculated over the trailing 6-month period | 91.34% | 16.12% | +75.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 107.61% | 19.07% | +88.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.98% | 18.12% | +58.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.69% | 19.94% | +58.75% |
Dividends
MRAM vs. VLUE - Dividend Comparison
MRAM has not paid dividends to shareholders, while VLUE's dividend yield for the trailing twelve months is around 1.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRAM Everspin Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VLUE iShares MSCI USA Value Factor ETF | 1.42% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
Frequently Asked Questions
MRAM and VLUE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRAM has higher volatility (37.74%) compared to VLUE (9.72%). In terms of maximum drawdown, MRAM dropped -91.28% vs VLUE's -39.47%.
VLUE currently has the higher Sharpe Ratio (4.17 vs 2.29), 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.
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