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MTE.DE vs. GOAI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MTE.DE vs. GOAI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Micron Technology Inc (MTE.DE) and Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MTE.DE achieves a 207.92% return, which is significantly higher than GOAI.DE's 20.65% return.


MTE.DE

1D
3.70%
1M
-21.01%
6M
151.09%
YTD
207.92%
1Y
694.72%
3Y*
137.10%
5Y*
65.14%
10Y*
52.08%
ALL TIME*
31.27%

GOAI.DE

1D
1.73%
1M
-3.72%
6M
22.49%
YTD
20.65%
1Y
30.81%
3Y*
18.28%
5Y*
11.08%
10Y*
ALL TIME*
15.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTE.DE vs. GOAI.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MTE.DE
Micron Technology Inc
207.92%201.98%8.19%67.85%-43.71%46.13%19.07%71.28%-9.44%
GOAI.DE
Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc
20.65%6.11%21.03%26.97%-21.63%32.03%16.95%33.68%-4.39%

Correlation

The correlation between MTE.DE and GOAI.DE is 0.50, 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

0.50

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

0.54

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

0.59

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2018

0.60

The correlation between MTE.DE and GOAI.DE shifts across timeframes, from 0.50 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MTE.DE vs. GOAI.DE — Risk / Return Rank

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

MTE.DE
MTE.DE Risk / Return Rank: 9999
Overall Rank
MTE.DE Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MTE.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
MTE.DE Omega Ratio Rank: 9898
Omega Ratio Rank
MTE.DE Calmar Ratio Rank: 100100
Calmar Ratio Rank
MTE.DE Martin Ratio Rank: 100100
Martin Ratio Rank

GOAI.DE
GOAI.DE Risk / Return Rank: 5353
Overall Rank
GOAI.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
GOAI.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
GOAI.DE Omega Ratio Rank: 5353
Omega Ratio Rank
GOAI.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
GOAI.DE Martin Ratio Rank: 4444
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.

MTE.DE vs. GOAI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Micron Technology Inc (MTE.DE) and Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE). 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.


MTE.DEGOAI.DEDifference
Sharpe ratioReturn per unit of total volatility

+8.35

Sortino ratioReturn per unit of downside risk

+3.88

Omega ratioGain probability vs. loss probability

1.70

1.25

+0.45

Calmar ratioReturn relative to maximum drawdown

22.20

2.12

+20.08

Martin ratioReturn relative to average drawdown

80.58

5.33

+75.25

MTE.DE vs. GOAI.DE - Sharpe Ratio Comparison

The current MTE.DE Sharpe Ratio is 9.78, which is higher than the GOAI.DE Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of MTE.DE and GOAI.DE, 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

MTE.DE vs. GOAI.DE - Drawdown Comparison

The maximum MTE.DE drawdown since its inception was -74.96%, which is greater than GOAI.DE's maximum drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for MTE.DE and GOAI.DE.


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Drawdown Indicators


MTE.DEGOAI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-74.96%

-34.25%

-40.71%

Max Drawdown (1Y)

Largest decline over 1 year

-31.00%

-14.45%

-16.55%

Max Drawdown (3Y)

Largest decline over 3 years

-60.17%

-28.67%

-31.50%

Max Drawdown (5Y)

Largest decline over 5 years

-60.17%

-28.67%

-31.50%

Max Drawdown (10Y)

Largest decline over 10 years

-60.17%

Current Drawdown

Current decline from peak

-24.93%

-7.56%

-17.37%

Average Drawdown

Average peak-to-trough decline

-25.52%

-7.14%

-18.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.53%

5.76%

+2.77%

Volatility

MTE.DE vs. GOAI.DE - Volatility Comparison

Micron Technology Inc (MTE.DE) has a higher volatility of 27.98% compared to Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) at 7.79%. This indicates that MTE.DE's price experiences larger fluctuations and is considered to be riskier than GOAI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MTE.DEGOAI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.98%

7.79%

+20.19%

Volatility (6M)

Calculated over the trailing 6-month period

55.15%

16.78%

+38.37%

Volatility (1Y)

Calculated over the trailing 1-year period

70.55%

21.53%

+49.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.12%

20.04%

+32.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.00%

20.35%

+27.65%

Dividends

MTE.DE vs. GOAI.DE - Dividend Comparison

MTE.DE's dividend yield for the trailing twelve months is around 0.06%, while GOAI.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021
GOAI.DE
Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%
MTE.DE
Micron Technology Inc
0.06%0.16%0.51%0.59%0.95%0.12%

Frequently Asked Questions


MTE.DE and GOAI.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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