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MU vs. 000660.KS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MU vs. 000660.KS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Micron Technology, Inc. (MU) and SK Hynix Inc (000660.KS). The values are adjusted to include any dividend payments, if applicable.

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MU vs. 000660.KS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MU
Micron Technology, Inc.
18.42%240.24%-0.96%71.93%-45.93%24.21%39.79%69.49%-22.84%87.59%
000660.KS
SK Hynix Inc
19.18%286.66%8.25%86.36%-45.25%2.02%35.65%51.56%-22.20%95.57%
Different Trading Currencies

MU is traded in USD, while 000660.KS is traded in KRW. To make them comparable, the 000660.KS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MU achieves a 18.42% return, which is significantly lower than 000660.KS's 27.19% return. Over the past 10 years, MU has outperformed 000660.KS with an annualized return of 41.16%, while 000660.KS has yielded a comparatively lower 38.79% annualized return.


MU

1D
4.98%
1M
-18.04%
YTD
18.42%
6M
102.21%
1Y
289.74%
3Y*
78.45%
5Y*
30.25%
10Y*
41.16%

000660.KS

1D
0.00%
1M
-17.23%
YTD
27.19%
6M
132.72%
1Y
346.25%
3Y*
105.31%
5Y*
37.19%
10Y*
38.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MU vs. 000660.KS — Risk / Return Rank

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

MU
MU Risk / Return Rank: 9898
Overall Rank
MU Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MU Sortino Ratio Rank: 9696
Sortino Ratio Rank
MU Omega Ratio Rank: 9595
Omega Ratio Rank
MU Calmar Ratio Rank: 9898
Calmar Ratio Rank
MU Martin Ratio Rank: 9999
Martin Ratio Rank

000660.KS
000660.KS Risk / Return Rank: 9999
Overall Rank
000660.KS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
000660.KS Sortino Ratio Rank: 9898
Sortino Ratio Rank
000660.KS Omega Ratio Rank: 9797
Omega Ratio Rank
000660.KS Calmar Ratio Rank: 9999
Calmar Ratio Rank
000660.KS Martin Ratio Rank: 9999
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.

MU vs. 000660.KS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) and SK Hynix Inc (000660.KS). 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.


MU000660.KSDifference

Sharpe ratio

Return per unit of total volatility

4.49

6.12

-1.62

Sortino ratio

Return per unit of downside risk

3.83

4.69

-0.86

Omega ratio

Gain probability vs. loss probability

1.52

1.62

-0.10

Calmar ratio

Return relative to maximum drawdown

9.36

13.03

-3.67

Martin ratio

Return relative to average drawdown

31.94

34.68

-2.74

MU vs. 000660.KS - Sharpe Ratio Comparison

The current MU Sharpe Ratio is 4.49, which is comparable to the 000660.KS Sharpe Ratio of 6.12. The chart below compares the historical Sharpe Ratios of MU and 000660.KS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MU000660.KSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.49

6.12

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.83

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.93

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.36

-0.11

Correlation

The correlation between MU and 000660.KS is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MU vs. 000660.KS - Dividend Comparison

MU's dividend yield for the trailing twelve months is around 0.15%, less than 000660.KS's 0.37% yield.


TTM20252024202320222021202020192018201720162015
MU
Micron Technology, Inc.
0.15%0.16%0.55%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%
000660.KS
SK Hynix Inc
0.37%0.37%0.52%0.85%1.60%1.18%0.99%1.06%2.48%1.31%1.34%1.63%

Drawdowns

MU vs. 000660.KS - Drawdown Comparison

The maximum MU drawdown since its inception was -98.25%, which is greater than 000660.KS's maximum drawdown of -90.66%. Use the drawdown chart below to compare losses from any high point for MU and 000660.KS.


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Drawdown Indicators


MU000660.KSDifference

Max Drawdown

Largest peak-to-trough decline

-98.25%

-123.94%

+25.69%

Max Drawdown (1Y)

Largest decline over 1 year

-30.28%

-19.30%

-10.98%

Max Drawdown (5Y)

Largest decline over 5 years

-57.63%

-46.58%

-11.05%

Max Drawdown (10Y)

Largest decline over 10 years

-57.63%

-48.20%

-9.43%

Current Drawdown

Current decline from peak

-26.80%

-100.00%

+73.20%

Average Drawdown

Average peak-to-trough decline

-58.46%

-93.77%

+35.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.87%

8.69%

+0.18%

Volatility

MU vs. 000660.KS - Volatility Comparison

The current volatility for Micron Technology, Inc. (MU) is 23.12%, while SK Hynix Inc (000660.KS) has a volatility of 26.27%. This indicates that MU experiences smaller price fluctuations and is considered to be less risky than 000660.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MU000660.KSDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.12%

26.27%

-3.15%

Volatility (6M)

Calculated over the trailing 6-month period

49.17%

48.15%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

65.00%

60.98%

+4.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.86%

46.41%

+3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.59%

42.98%

+5.61%

Financials

MU vs. 000660.KS - Financials Comparison

This section allows you to compare key financial metrics between Micron Technology, Inc. and SK Hynix 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. MU values in USD, 000660.KS values in KRW