MU vs. AMD
Compare and contrast key facts about Micron Technology, Inc. (MU) and Advanced Micro Devices, Inc. (AMD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MU or AMD.
Performance
MU vs. AMD - Performance Comparison
Returns By Period
In the year-to-date period, MU achieves a 20.77% return, which is significantly higher than AMD's -6.73% return. Over the past 10 years, MU has underperformed AMD with an annualized return of 11.71%, while AMD has yielded a comparatively higher 47.57% annualized return.
MU
20.77%
-4.69%
-18.46%
33.86%
18.02%
11.71%
AMD
-6.73%
-10.77%
-14.30%
12.23%
28.64%
47.57%
Fundamentals
MU | AMD | |
---|---|---|
Market Cap | $109.07B | $223.12B |
EPS | $0.70 | $1.13 |
PE Ratio | 140.53 | 121.67 |
PEG Ratio | 0.16 | 0.36 |
Total Revenue (TTM) | $25.11B | $24.30B |
Gross Profit (TTM) | $5.61B | $12.43B |
EBITDA (TTM) | $9.48B | $4.78B |
Key characteristics
MU | AMD | |
---|---|---|
Sharpe Ratio | 0.71 | 0.32 |
Sortino Ratio | 1.33 | 0.77 |
Omega Ratio | 1.16 | 1.10 |
Calmar Ratio | 0.79 | 0.39 |
Martin Ratio | 1.62 | 0.69 |
Ulcer Index | 21.29% | 22.14% |
Daily Std Dev | 48.39% | 48.44% |
Max Drawdown | -98.25% | -96.57% |
Current Drawdown | -32.90% | -34.96% |
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Correlation
The correlation between MU and AMD is 0.46, 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
MU vs. AMD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) and Advanced Micro Devices, Inc. (AMD). 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.
Dividends
MU vs. AMD - Dividend Comparison
MU's dividend yield for the trailing twelve months is around 0.45%, while AMD has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | |
---|---|---|---|---|
Micron Technology, Inc. | 0.45% | 0.54% | 0.89% | 0.21% |
Advanced Micro Devices, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MU vs. AMD - Drawdown Comparison
The maximum MU drawdown since its inception was -98.25%, roughly equal to the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for MU and AMD. For additional features, visit the drawdowns tool.
Volatility
MU vs. AMD - Volatility Comparison
The current volatility for Micron Technology, Inc. (MU) is 13.40%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 14.85%. This indicates that MU experiences smaller price fluctuations and is considered to be less risky than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MU vs. AMD - Financials Comparison
This section allows you to compare key financial metrics between Micron Technology, Inc. and Advanced Micro Devices, 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.
Total Revenue: Total amount of money received from sales and other business activities