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MU vs. GOOY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MU vs. GOOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Micron Technology, Inc. (MU) and YieldMax GOOGL Option Income Strategy ETF (GOOY). 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 244.07% return, which is significantly higher than GOOY's 13.92% return.


MU

1D
-1.43%
1M
35.46%
YTD
244.07%
6M
307.41%
1Y
751.18%
3Y*
144.69%
5Y*
66.21%
10Y*
55.83%

GOOY

1D
0.00%
1M
-7.48%
YTD
13.92%
6M
14.56%
1Y
81.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MU vs. GOOY - Yearly Performance Comparison


2026 (YTD)202520242023
MU
Micron Technology, Inc.
244.07%240.24%-0.96%20.44%
GOOY
YieldMax GOOGL Option Income Strategy ETF
13.92%53.95%12.58%-3.35%

Correlation

The correlation between MU and GOOY is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2023

0.35

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Return for Risk

MU vs. GOOY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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

GOOY
GOOY Risk / Return Rank: 9393
Overall Rank
GOOY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOOY Sortino Ratio Rank: 9595
Sortino Ratio Rank
GOOY Omega Ratio Rank: 9494
Omega Ratio Rank
GOOY Calmar Ratio Rank: 9191
Calmar Ratio Rank
GOOY Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MU vs. GOOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) and YieldMax GOOGL Option Income Strategy ETF (GOOY). 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.


MUGOOYDifference
Sharpe ratioReturn per unit of total volatility

+7.32

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.78

1.60

+0.19

Calmar ratioReturn relative to maximum drawdown

24.91

5.06

+19.85

Martin ratioReturn relative to average drawdown

94.64

18.64

+75.99

MU vs. GOOY - Sharpe Ratio Comparison

The current MU Sharpe Ratio is 10.83, which is higher than the GOOY Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of MU and GOOY, 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. GOOY - Drawdown Comparison

The maximum MU drawdown since its inception was -98.25%, which is greater than GOOY's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for MU and GOOY.


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Drawdown Indicators


MUGOOYDifference

Max Drawdown

Largest peak-to-trough decline

-98.25%

-24.40%

-73.85%

Max Drawdown (1Y)

Largest decline over 1 year

-30.28%

-16.15%

-14.13%

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 Drawdown

Current decline from peak

-9.07%

-8.37%

-0.70%

Average Drawdown

Average peak-to-trough decline

-58.16%

-6.27%

-51.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.95%

4.38%

+3.57%

Volatility

MU vs. GOOY - Volatility Comparison

Micron Technology, Inc. (MU) has a higher volatility of 32.86% compared to YieldMax GOOGL Option Income Strategy ETF (GOOY) at 6.21%. This indicates that MU's price experiences larger fluctuations and is considered to be riskier than GOOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUGOOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.86%

6.21%

+26.65%

Volatility (6M)

Calculated over the trailing 6-month period

57.74%

17.39%

+40.35%

Volatility (1Y)

Calculated over the trailing 1-year period

69.66%

23.33%

+46.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.18%

23.29%

+29.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.12%

23.29%

+26.83%

Dividends

MU vs. GOOY - Dividend Comparison

MU's dividend yield for the trailing twelve months is around 0.05%, less than GOOY's 49.78% yield.


PositionTTM20252024202320222021
GOOY
YieldMax GOOGL Option Income Strategy ETF
49.78%41.50%36.74%7.90%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 GOOY have a correlation of 0.35, 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 GOOY (6.21%). In terms of maximum drawdown, MU dropped -98.25% vs GOOY's -24.40%.

MU currently has the higher Sharpe Ratio (10.83 vs 3.51), 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

Find the right allocation for MU and GOOY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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