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MRVL vs. MU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

MRVL vs. MU - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
22.16%
-21.94%
MRVL
MU

Returns By Period

In the year-to-date period, MRVL achieves a 49.53% return, which is significantly higher than MU's 15.61% return. Over the past 10 years, MRVL has outperformed MU with an annualized return of 21.77%, while MU has yielded a comparatively lower 11.36% annualized return.


MRVL

YTD

49.53%

1M

9.81%

6M

22.16%

1Y

64.92%

5Y (annualized)

28.92%

10Y (annualized)

21.77%

MU

YTD

15.61%

1M

-9.82%

6M

-21.95%

1Y

28.79%

5Y (annualized)

17.01%

10Y (annualized)

11.36%

Fundamentals


MRVLMU
Market Cap$77.84B$109.07B
EPS-$1.11$0.70
PEG Ratio1.520.16
Total Revenue (TTM)$3.86B$25.11B
Gross Profit (TTM)$1.78B$5.61B
EBITDA (TTM)$768.10M$9.48B

Key characteristics


MRVLMU
Sharpe Ratio1.210.53
Sortino Ratio1.771.11
Omega Ratio1.221.13
Calmar Ratio1.350.59
Martin Ratio4.081.21
Ulcer Index14.70%21.19%
Daily Std Dev49.53%48.26%
Max Drawdown-96.23%-98.25%
Current Drawdown-4.34%-35.77%

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Correlation

-0.50.00.51.00.5

The correlation between MRVL and MU is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

MRVL vs. MU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marvell Technology Group Ltd. (MRVL) 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 MRVL, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.210.53
The chart of Sortino ratio for MRVL, currently valued at 1.77, compared to the broader market-4.00-2.000.002.004.001.771.11
The chart of Omega ratio for MRVL, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.13
The chart of Calmar ratio for MRVL, currently valued at 1.35, compared to the broader market0.002.004.006.001.350.59
The chart of Martin ratio for MRVL, currently valued at 4.08, compared to the broader market-10.000.0010.0020.0030.004.081.21
MRVL
MU

The current MRVL Sharpe Ratio is 1.21, which is higher than the MU Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of MRVL 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.21
0.53
MRVL
MU

Dividends

MRVL vs. MU - Dividend Comparison

MRVL's dividend yield for the trailing twelve months is around 0.27%, less than MU's 0.47% yield.


TTM20232022202120202019201820172016201520142013
MRVL
Marvell Technology Group Ltd.
0.27%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%1.67%
MU
Micron Technology, Inc.
0.47%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MRVL vs. MU - Drawdown Comparison

The maximum MRVL drawdown since its inception was -96.23%, roughly equal to the maximum MU drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for MRVL and MU. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.34%
-35.77%
MRVL
MU

Volatility

MRVL vs. MU - Volatility Comparison

The current volatility for Marvell Technology Group Ltd. (MRVL) is 11.27%, while Micron Technology, Inc. (MU) has a volatility of 12.75%. This indicates that MRVL 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.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%22.00%JuneJulyAugustSeptemberOctoberNovember
11.27%
12.75%
MRVL
MU

Financials

MRVL vs. MU - Financials Comparison

This section allows you to compare key financial metrics between Marvell Technology Group Ltd. 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