MU vs. MKOR
MU (Micron Technology, Inc.) is a stock, while MKOR (Matthews Korea Active ETF) is Asia Pacific Equities fund actively managed by Matthews. Over the past year, MU returned 843.42% vs 180.86% for MKOR. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
MU vs. MKOR - Performance Comparison
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Returns By Period
In the year-to-date period, MU achieves a 281.36% return, which is significantly higher than MKOR's 105.30% return.
MU
- 1D
- 10.84%
- 1M
- 50.14%
- YTD
- 281.36%
- 6M
- 358.48%
- 1Y
- 843.42%
- 3Y*
- 153.49%
- 5Y*
- 69.18%
- 10Y*
- 57.08%
MKOR
- 1D
- 5.43%
- 1M
- 18.33%
- YTD
- 105.30%
- 6M
- 118.25%
- 1Y
- 180.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MU vs. MKOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MU Micron Technology, Inc. | 281.36% | 240.24% | -0.96% | 33.58% |
MKOR Matthews Korea Active ETF | 105.30% | 70.33% | -15.76% | -2.52% |
Correlation
The correlation between MU and MKOR is 0.59, 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 | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2023 | 0.51 |
The correlation between MU and MKOR has been stable across timeframes, ranging from 0.51 to 0.59 - a consistent structural relationship.
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Return for Risk
MU vs. MKOR — Risk / Return Rank
MU
MKOR
MU vs. MKOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) and Matthews Korea Active ETF (MKOR). 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 | MKOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +7.60 | ||
| Sortino ratioReturn per unit of downside risk | +2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.82 | 1.64 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 28.14 | 8.83 | +19.31 |
| Martin ratioReturn relative to average drawdown | 106.90 | 32.45 | +74.45 |
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Drawdowns
MU vs. MKOR - Drawdown Comparison
The maximum MU drawdown since its inception was -98.25%, which is greater than MKOR's maximum drawdown of -22.09%. Use the drawdown chart below to compare losses from any high point for MU and MKOR.
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Drawdown Indicators
| MU | MKOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.25% | -22.09% | -76.16% |
Max Drawdown (1Y)Largest decline over 1 year | -30.28% | -20.62% | -9.66% |
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 | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -58.16% | -6.29% | -51.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.95% | 5.60% | +2.35% |
Volatility
MU vs. MKOR - Volatility Comparison
Micron Technology, Inc. (MU) has a higher volatility of 33.78% compared to Matthews Korea Active ETF (MKOR) at 21.03%. This indicates that MU's price experiences larger fluctuations and is considered to be riskier than MKOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MU | MKOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.78% | 21.03% | +12.75% |
Volatility (6M)Calculated over the trailing 6-month period | 58.39% | 37.01% | +21.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.48% | 40.39% | +30.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.40% | 28.54% | +24.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.25% | 28.54% | +21.71% |
Dividends
MU vs. MKOR - Dividend Comparison
MU's dividend yield for the trailing twelve months is around 0.05%, less than MKOR's 1.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
MKOR Matthews Korea Active ETF | 1.28% | 2.62% | 5.28% | 0.00% | 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 MKOR have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MU has higher volatility (33.78%) compared to MKOR (21.03%). In terms of maximum drawdown, MU dropped -98.25% vs MKOR's -22.09%.
MU currently has the higher Sharpe Ratio (12.11 vs 4.52), 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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