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MU vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MU vs. DHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Micron Technology, Inc. (MU) and WisdomTree US High Dividend Fund (DHS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MU achieves a 213.13% return, which is significantly higher than DHS's 17.04% return. Over the past 10 years, MU has outperformed DHS with an annualized return of 51.35%, while DHS has yielded a comparatively lower 9.66% annualized return.


MU

1D
0.06%
1M
-9.30%
6M
135.56%
YTD
213.13%
1Y
720.30%
3Y*
134.64%
5Y*
62.04%
10Y*
51.35%
ALL TIME*
17.31%

DHS

1D
-0.79%
1M
1.96%
6M
7.16%
YTD
17.04%
1Y
24.24%
3Y*
17.10%
5Y*
12.17%
10Y*
9.66%
ALL TIME*
8.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.01M$3.98M$2.95M
$42.06B$40.91B$49.33B

MU vs. DHS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MU
Micron Technology, Inc.
213.13%240.24%-0.96%71.93%-45.93%24.21%39.79%69.49%-22.84%87.59%
DHS
WisdomTree US High Dividend Fund
17.04%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%11.69%

Correlation

The correlation between MU and DHS is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.11

Correlation (3Y)
Balances recent behavior with more history.

0.06

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.19

Correlation (10Y)
Provides a long-term view across more market conditions.

0.31

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2006

0.41

The correlation between MU and DHS shifts across timeframes, from -0.11 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MU vs. DHS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MU
MU Risk / Return Rank: 9999
Overall Rank
MU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MU Sortino Ratio Rank: 9999
Sortino Ratio Rank
MU Omega Ratio Rank: 9898
Omega Ratio Rank
MU Calmar Ratio Rank: 100100
Calmar Ratio Rank
MU Martin Ratio Rank: 100100
Martin Ratio Rank

DHS
DHS Risk / Return Rank: 8888
Overall Rank
DHS Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 9191
Sortino Ratio Rank
DHS Omega Ratio Rank: 8585
Omega Ratio Rank
DHS Calmar Ratio Rank: 8787
Calmar Ratio Rank
DHS Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MU vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) and WisdomTree US High Dividend Fund (DHS). 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.


MUDHSDifference
Sharpe ratioReturn per unit of total volatility

+6.63

Sortino ratioReturn per unit of downside risk

+1.69

Omega ratioGain probability vs. loss probability

1.66

1.40

+0.25

Calmar ratioReturn relative to maximum drawdown

18.60

3.87

+14.74

Martin ratioReturn relative to average drawdown

67.49

14.13

+53.36

MU vs. DHS - Sharpe Ratio Comparison

The current MU Sharpe Ratio is 8.97, which is higher than the DHS Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of MU and DHS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MU vs. DHS - Drawdown Comparison

The maximum MU drawdown since its inception was -98.25%, which is greater than DHS's maximum drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for MU and DHS.


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Drawdown Indicators


MUDHSDifference

Max Drawdown

Largest peak-to-trough decline

-98.25%

-67.25%

-31.00%

Max Drawdown (1Y)

Largest decline over 1 year

-39.10%

-6.30%

-32.80%

Max Drawdown (3Y)

Largest decline over 3 years

-57.63%

-11.87%

-45.76%

Max Drawdown (5Y)

Largest decline over 5 years

-57.63%

-15.28%

-42.35%

Max Drawdown (10Y)

Largest decline over 10 years

-57.63%

-37.35%

-20.28%

Current Drawdown

Current decline from peak

-26.39%

-1.91%

-24.48%

Average Drawdown

Average peak-to-trough decline

-58.01%

-9.48%

-48.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.75%

1.72%

+9.03%

Volatility

MU vs. DHS - Volatility Comparison

Micron Technology, Inc. (MU) has a higher volatility of 31.47% compared to WisdomTree US High Dividend Fund (DHS) at 3.91%. This indicates that MU's price experiences larger fluctuations and is considered to be riskier than DHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.47%

3.91%

+27.56%

Volatility (6M)

Calculated over the trailing 6-month period

67.41%

7.86%

+59.55%

Volatility (1Y)

Calculated over the trailing 1-year period

81.04%

10.41%

+70.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.41%

13.90%

+42.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.46%

16.10%

+35.36%

Dividends

MU vs. DHS - Dividend Comparison

MU's dividend yield for the trailing twelve months is around 0.06%, less than DHS's 3.18% yield.


PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund
3.18%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
MU
Micron Technology, Inc.
0.06%0.16%0.55%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MU and DHS have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MU has higher volatility (31.47%) compared to DHS (3.91%). In terms of maximum drawdown, MU dropped -98.25% vs DHS's -67.25%.

MU currently has the higher Sharpe Ratio (8.97 vs 2.34), 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.

Portfolio Optimizer

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