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MU vs. MRVL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MU and MRVL is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

MU vs. MRVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Micron Technology, Inc. (MU) and Marvell Technology Group Ltd. (MRVL). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
2.16%
-42.22%
MU
MRVL

Key characteristics

Sharpe Ratio

MU:

0.29

MRVL:

1.67

Sortino Ratio

MU:

0.77

MRVL:

2.34

Omega Ratio

MU:

1.10

MRVL:

1.29

Calmar Ratio

MU:

0.34

MRVL:

1.34

Martin Ratio

MU:

0.64

MRVL:

6.44

Ulcer Index

MU:

23.39%

MRVL:

14.78%

Daily Std Dev

MU:

52.18%

MRVL:

57.13%

Max Drawdown

MU:

-98.25%

MRVL:

-99.06%

Current Drawdown

MU:

-41.15%

MRVL:

-42.22%

Fundamentals

Market Cap

MU:

$120.98B

MRVL:

$97.13B

EPS

MU:

$0.70

MRVL:

-$1.70

PEG Ratio

MU:

0.17

MRVL:

1.52

Total Revenue (TTM)

MU:

$20.39B

MRVL:

$5.38B

Gross Profit (TTM)

MU:

$5.65B

MRVL:

$2.13B

EBITDA (TTM)

MU:

$8.69B

MRVL:

$65.30M

Returns By Period

In the year-to-date period, MU achieves a 5.91% return, which is significantly lower than MRVL's 86.20% return. Over the past 10 years, MU has underperformed MRVL with an annualized return of 10.17%, while MRVL has yielded a comparatively higher 24.13% annualized return.


MU

YTD

5.91%

1M

-8.39%

6M

-35.29%

1Y

5.88%

5Y*

10.82%

10Y*

10.17%

MRVL

YTD

86.20%

1M

24.53%

6M

55.91%

1Y

86.39%

5Y*

34.69%

10Y*

24.13%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MU vs. MRVL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) and Marvell Technology Group Ltd. (MRVL). 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.


Sharpe ratio
The chart of Sharpe ratio for MU, currently valued at 0.29, compared to the broader market-4.00-2.000.002.000.291.67
The chart of Sortino ratio for MU, currently valued at 0.77, compared to the broader market-4.00-2.000.002.004.000.772.34
The chart of Omega ratio for MU, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.29
The chart of Calmar ratio for MU, currently valued at 0.34, compared to the broader market0.002.004.006.000.341.34
The chart of Martin ratio for MU, currently valued at 0.64, compared to the broader market-5.000.005.0010.0015.0020.0025.000.646.44
MU
MRVL

The current MU Sharpe Ratio is 0.29, which is lower than the MRVL Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of MU and MRVL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.29
1.67
MU
MRVL

Dividends

MU vs. MRVL - Dividend Comparison

MU's dividend yield for the trailing twelve months is around 0.51%, more than MRVL's 0.21% yield.


TTM20232022202120202019201820172016201520142013
MU
Micron Technology, Inc.
0.51%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MRVL
Marvell Technology Group Ltd.
0.21%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%1.67%

Drawdowns

MU vs. MRVL - Drawdown Comparison

The maximum MU drawdown since its inception was -98.25%, roughly equal to the maximum MRVL drawdown of -99.06%. Use the drawdown chart below to compare losses from any high point for MU and MRVL. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-41.15%
-42.22%
MU
MRVL

Volatility

MU vs. MRVL - Volatility Comparison

The current volatility for Micron Technology, Inc. (MU) is 22.96%, while Marvell Technology Group Ltd. (MRVL) has a volatility of 29.46%. This indicates that MU experiences smaller price fluctuations and is considered to be less risky than MRVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
22.96%
29.46%
MU
MRVL

Financials

MU vs. MRVL - Financials Comparison

This section allows you to compare key financial metrics between Micron Technology, Inc. and Marvell Technology Group Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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