MU vs. GSIB
MU (Micron Technology, Inc.) is a stock, while GSIB (Themes Global Systemically Important Banks ETF) is Financials Equities fund actively managed by Themes. Over the past year, MU returned 655.32% vs 46.76% for GSIB. Their 0.35 correlation means their historical movements had little consistent relationship.
Performance
MU vs. GSIB - Performance Comparison
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Returns By Period
In the year-to-date period, MU achieves a 188.53% return, which is significantly higher than GSIB's 22.66% return.
MU
- 1D
- -5.90%
- 1M
- -20.26%
- 6M
- 98.49%
- YTD
- 188.53%
- 1Y
- 655.32%
- 3Y*
- 127.41%
- 5Y*
- 61.18%
- 10Y*
- 51.33%
- ALL TIME*
- 17.06%
GSIB
- 1D
- -0.11%
- 1M
- 7.17%
- 6M
- 18.14%
- YTD
- 22.66%
- 1Y
- 46.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 45.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.37M | $1.31M | $753.15K | |
| $43.28B | $42.78B | $49.13B |
MU vs. GSIB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MU Micron Technology, Inc. | 188.53% | 240.24% | -0.96% | 3.97% |
GSIB Themes Global Systemically Important Banks ETF | 22.66% | 61.67% | 32.86% | 1.75% |
Correlation
The correlation between MU and GSIB is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2023 | 0.35 |
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Return for Risk
MU vs. GSIB — Risk / Return Rank
MU
GSIB
MU vs. GSIB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) and Themes Global Systemically Important Banks ETF (GSIB). 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 | GSIB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.55 | ||
| Sortino ratioReturn per unit of downside risk | +1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.43 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 16.92 | 3.38 | +13.54 |
| Martin ratioReturn relative to average drawdown | 64.08 | 11.87 | +52.21 |
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Drawdowns
MU vs. GSIB - Drawdown Comparison
The maximum MU drawdown since its inception was -98.25%, which is greater than GSIB's maximum drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for MU and GSIB.
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Drawdown Indicators
| MU | GSIB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.25% | -17.71% | -80.54% |
Max Drawdown (1Y)Largest decline over 1 year | -39.10% | -13.90% | -25.20% |
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 | -32.17% | -0.11% | -32.06% |
Average DrawdownAverage peak-to-trough decline | -58.02% | -1.99% | -56.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.31% | 3.95% | +6.36% |
Volatility
MU vs. GSIB - Volatility Comparison
Micron Technology, Inc. (MU) has a higher volatility of 31.11% compared to Themes Global Systemically Important Banks ETF (GSIB) at 5.74%. This indicates that MU's price experiences larger fluctuations and is considered to be riskier than GSIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MU | GSIB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.11% | 5.74% | +25.37% |
Volatility (6M)Calculated over the trailing 6-month period | 67.64% | 14.93% | +52.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 81.13% | 17.90% | +63.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.32% | 18.46% | +37.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.42% | 18.46% | +32.96% |
Dividends
MU vs. GSIB - Dividend Comparison
MU's dividend yield for the trailing twelve months is around 0.06%, less than GSIB's 1.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
GSIB Themes Global Systemically Important Banks ETF | 1.55% | 1.91% | 1.67% | 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 GSIB have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MU has higher volatility (31.11%) compared to GSIB (5.74%). In terms of maximum drawdown, MU dropped -98.25% vs GSIB's -17.71%.
MU currently has the higher Sharpe Ratio (8.17 vs 2.63), 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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