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

Performance

MU vs. AMD - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-20.48%
-17.35%
MU
AMD

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

YTD

20.77%

1M

-4.69%

6M

-18.46%

1Y

33.86%

5Y (annualized)

18.02%

10Y (annualized)

11.71%

AMD

YTD

-6.73%

1M

-10.77%

6M

-14.30%

1Y

12.23%

5Y (annualized)

28.64%

10Y (annualized)

47.57%

Fundamentals


MUAMD
Market Cap$109.07B$223.12B
EPS$0.70$1.13
PE Ratio140.53121.67
PEG Ratio0.160.36
Total Revenue (TTM)$25.11B$24.30B
Gross Profit (TTM)$5.61B$12.43B
EBITDA (TTM)$9.48B$4.78B

Key characteristics


MUAMD
Sharpe Ratio0.710.32
Sortino Ratio1.330.77
Omega Ratio1.161.10
Calmar Ratio0.790.39
Martin Ratio1.620.69
Ulcer Index21.29%22.14%
Daily Std Dev48.39%48.44%
Max Drawdown-98.25%-96.57%
Current Drawdown-32.90%-34.96%

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Correlation

-0.50.00.51.00.5

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.


Sharpe ratio
The chart of Sharpe ratio for MU, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.710.32
The chart of Sortino ratio for MU, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.330.77
The chart of Omega ratio for MU, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.10
The chart of Calmar ratio for MU, currently valued at 0.79, compared to the broader market0.002.004.006.000.790.39
The chart of Martin ratio for MU, currently valued at 1.62, compared to the broader market0.0010.0020.0030.001.620.69
MU
AMD

The current MU Sharpe Ratio is 0.71, which is higher than the AMD Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of MU and AMD, 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.71
0.32
MU
AMD

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.


TTM202320222021
MU
Micron Technology, Inc.
0.45%0.54%0.89%0.21%
AMD
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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-32.90%
-34.96%
MU
AMD

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.


10.00%12.00%14.00%16.00%18.00%20.00%JuneJulyAugustSeptemberOctoberNovember
13.40%
14.85%
MU
AMD

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items