MU vs. AGEM
MU (Micron Technology, Inc.) is a stock, while AGEM (abrdn Emerging Markets Dividend Active ETF) is Emerging Markets Equities fund actively managed by abrdn. Over the past year, MU returned 751.18% vs 56.44% for AGEM. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
MU vs. AGEM - Performance Comparison
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Returns By Period
In the year-to-date period, MU achieves a 244.07% return, which is significantly higher than AGEM's 28.39% return.
MU
- 1D
- -1.43%
- 1M
- 26.49%
- YTD
- 244.07%
- 6M
- 307.41%
- 1Y
- 751.18%
- 3Y*
- 144.69%
- 5Y*
- 66.21%
- 10Y*
- 55.83%
AGEM
- 1D
- 0.40%
- 1M
- 1.36%
- YTD
- 28.39%
- 6M
- 30.42%
- 1Y
- 56.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MU vs. AGEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MU Micron Technology, Inc. | 244.07% | 187.73% |
AGEM abrdn Emerging Markets Dividend Active ETF | 28.39% | 29.73% |
Correlation
The correlation between MU and AGEM is 0.60, 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 | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2025 | 0.60 |
The correlation between MU and AGEM has been stable across timeframes, ranging from 0.60 to 0.60 - a consistent structural relationship.
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Return for Risk
MU vs. AGEM — Risk / Return Rank
MU
AGEM
MU vs. AGEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) and abrdn Emerging Markets Dividend Active ETF (AGEM). 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.
| MU | AGEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +8.35 | ||
| Sortino ratioReturn per unit of downside risk | +2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.78 | 1.45 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 24.91 | 3.88 | +21.03 |
| Martin ratioReturn relative to average drawdown | 94.64 | 14.50 | +80.13 |
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Drawdowns
MU vs. AGEM - Drawdown Comparison
The maximum MU drawdown since its inception was -98.25%, which is greater than AGEM's maximum drawdown of -15.58%. Use the drawdown chart below to compare losses from any high point for MU and AGEM.
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Drawdown Indicators
| MU | AGEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.25% | -15.58% | -82.67% |
Max Drawdown (1Y)Largest decline over 1 year | -30.28% | -13.92% | -16.36% |
Max Drawdown (3Y)Largest decline over 3 years | -57.63% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -57.63% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -57.63% | — | — |
Current DrawdownCurrent decline from peak | -9.07% | -3.82% | -5.25% |
Average DrawdownAverage peak-to-trough decline | -58.16% | -2.31% | -55.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.95% | 3.72% | +4.23% |
Volatility
MU vs. AGEM - Volatility Comparison
Micron Technology, Inc. (MU) has a higher volatility of 32.86% compared to abrdn Emerging Markets Dividend Active ETF (AGEM) at 10.95%. This indicates that MU's price experiences larger fluctuations and is considered to be riskier than AGEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MU | AGEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 32.86% | 10.95% | +21.91% |
Volatility (6M)Calculated over the trailing 6-month period | 57.74% | 19.56% | +38.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.66% | 21.78% | +47.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.18% | 22.46% | +30.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.12% | 22.46% | +27.66% |
Dividends
MU vs. AGEM - Dividend Comparison
MU's dividend yield for the trailing twelve months is around 0.05%, less than AGEM's 1.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
AGEM abrdn Emerging Markets Dividend Active ETF | 1.75% | 1.80% | 0.00% | 0.00% | 0.00% | 0.00% |
MU Micron Technology, Inc. | 0.05% | 0.16% | 0.55% | 0.54% | 0.89% | 0.21% |
Frequently Asked Questions
MU and AGEM have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MU has higher volatility (32.86%) compared to AGEM (10.95%). In terms of maximum drawdown, MU dropped -98.25% vs AGEM's -15.58%.
MU currently has the higher Sharpe Ratio (10.83 vs 2.48), 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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