MU vs. CTEF
MU (Micron Technology, Inc.) is a stock, while CTEF (Castellan Targeted Equity ETF) is Mid Cap Blend Equities fund actively managed by Castellan. Over the past year, MU returned 657.80% vs 64.32% for CTEF. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
MU vs. CTEF - Performance Comparison
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Returns By Period
In the year-to-date period, MU achieves a 203.41% return, which is significantly higher than CTEF's 33.21% return.
MU
- 1D
- 1.94%
- 1M
- -23.67%
- 6M
- 138.72%
- YTD
- 203.41%
- 1Y
- 657.80%
- 3Y*
- 137.11%
- 5Y*
- 62.98%
- 10Y*
- 52.40%
- ALL TIME*
- 17.23%
CTEF
- 1D
- 0.33%
- 1M
- -4.17%
- 6M
- 28.28%
- YTD
- 33.21%
- 1Y
- 64.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 69.37%
MU vs. CTEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MU Micron Technology, Inc. | 203.41% | 137.64% |
CTEF Castellan Targeted Equity ETF | 33.21% | 33.10% |
Correlation
The correlation between MU and CTEF is 0.66, 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 | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025 | 0.62 |
The correlation between MU and CTEF has been stable across timeframes, ranging from 0.62 to 0.66 - a consistent structural relationship.
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Return for Risk
MU vs. CTEF — Risk / Return Rank
MU
CTEF
MU vs. CTEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) and Castellan Targeted Equity ETF (CTEF). 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 | CTEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.90 | ||
| Sortino ratioReturn per unit of downside risk | +1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.66 | 1.45 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 21.93 | 4.31 | +17.62 |
| Martin ratioReturn relative to average drawdown | 74.09 | 19.08 | +55.02 |
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Drawdowns
MU vs. CTEF - Drawdown Comparison
The maximum MU drawdown since its inception was -98.25%, which is greater than CTEF's maximum drawdown of -15.00%. Use the drawdown chart below to compare losses from any high point for MU and CTEF.
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Drawdown Indicators
| MU | CTEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.25% | -15.00% | -83.25% |
Max Drawdown (1Y)Largest decline over 1 year | -30.28% | -15.00% | -15.28% |
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 | -28.67% | -5.75% | -22.92% |
Average DrawdownAverage peak-to-trough decline | -58.05% | -1.85% | -56.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.95% | 3.38% | +5.57% |
Volatility
MU vs. CTEF - Volatility Comparison
Micron Technology, Inc. (MU) has a higher volatility of 30.97% compared to Castellan Targeted Equity ETF (CTEF) at 6.70%. This indicates that MU's price experiences larger fluctuations and is considered to be riskier than CTEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MU | CTEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.97% | 6.70% | +24.27% |
Volatility (6M)Calculated over the trailing 6-month period | 63.14% | 19.32% | +43.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.55% | 23.21% | +53.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.01% | 22.50% | +32.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.78% | 22.50% | +28.28% |
Dividends
MU vs. CTEF - Dividend Comparison
MU's dividend yield for the trailing twelve months is around 0.06%, which matches CTEF's 0.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CTEF Castellan Targeted Equity ETF | 0.06% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% |
MU Micron Technology, Inc. | 0.06% | 0.16% | 0.55% | 0.54% | 0.89% | 0.21% |
Frequently Asked Questions
MU and CTEF have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MU has higher volatility (30.97%) compared to CTEF (6.70%). In terms of maximum drawdown, MU dropped -98.25% vs CTEF's -15.00%.
MU currently has the higher Sharpe Ratio (8.69 vs 2.79), 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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