PortfoliosLab logoPortfoliosLab logo
MU vs. QQQI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MU vs. QQQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Micron Technology, Inc. (MU) and NEOS Nasdaq-100 High Income ETF (QQQI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MU achieves a 232.74% return, which is significantly higher than QQQI's 9.93% return.


MU

1D
9.87%
1M
27.11%
YTD
232.74%
6M
284.77%
1Y
776.52%
3Y*
144.94%
5Y*
65.39%
10Y*
55.03%

QQQI

1D
1.27%
1M
-0.05%
YTD
9.93%
6M
9.25%
1Y
25.86%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MU vs. QQQI - Yearly Performance Comparison


2026 (YTD)20252024
MU
Micron Technology, Inc.
232.74%240.24%-1.90%
QQQI
NEOS Nasdaq-100 High Income ETF
9.93%18.62%19.83%

Correlation

The correlation between MU and QQQI is 0.58, 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

0.58

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2024

0.62

The correlation between MU and QQQI has been stable across timeframes, ranging from 0.58 to 0.62 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MU vs. QQQI — 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

QQQI
QQQI Risk / Return Rank: 6464
Overall Rank
QQQI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
QQQI Sortino Ratio Rank: 5858
Sortino Ratio Rank
QQQI Omega Ratio Rank: 6666
Omega Ratio Rank
QQQI Calmar Ratio Rank: 6060
Calmar Ratio Rank
QQQI Martin Ratio Rank: 7171
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. QQQI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) and NEOS Nasdaq-100 High Income ETF (QQQI). 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.


MUQQQIDifference
Sharpe ratioReturn per unit of total volatility

+9.53

Sortino ratioReturn per unit of downside risk

+3.78

Omega ratioGain probability vs. loss probability

1.81

1.36

+0.46

Calmar ratioReturn relative to maximum drawdown

25.90

2.70

+23.20

Martin ratioReturn relative to average drawdown

100.37

11.98

+88.39

MU vs. QQQI - Sharpe Ratio Comparison

The current MU Sharpe Ratio is 11.44, which is higher than the QQQI Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of MU and QQQI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


MUQQQIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

11.44

1.91

+9.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

1.22

-0.91

Drawdowns

MU vs. QQQI - Drawdown Comparison

The maximum MU drawdown since its inception was -98.25%, which is greater than QQQI's maximum drawdown of -20.00%. Use the drawdown chart below to compare losses from any high point for MU and QQQI.


Loading charts...

Drawdown Indicators


MUQQQIDifference

Max Drawdown

Largest peak-to-trough decline

-98.25%

-20.00%

-78.25%

Max Drawdown (1Y)

Largest decline over 1 year

-30.28%

-9.61%

-20.67%

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

-12.07%

-3.26%

-8.81%

Average Drawdown

Average peak-to-trough decline

-58.19%

-2.20%

-55.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.80%

2.16%

+5.64%

Volatility

MU vs. QQQI - Volatility Comparison

Micron Technology, Inc. (MU) has a higher volatility of 34.16% compared to NEOS Nasdaq-100 High Income ETF (QQQI) at 5.07%. This indicates that MU's price experiences larger fluctuations and is considered to be riskier than QQQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MUQQQIDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.16%

5.07%

+29.09%

Volatility (6M)

Calculated over the trailing 6-month period

56.74%

10.75%

+45.99%

Volatility (1Y)

Calculated over the trailing 1-year period

68.70%

13.65%

+55.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.91%

17.25%

+35.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.99%

17.25%

+32.74%

Dividends

MU vs. QQQI - Dividend Comparison

MU's dividend yield for the trailing twelve months is around 0.05%, less than QQQI's 13.61% yield.


PositionTTM20252024202320222021
MU
Micron Technology, Inc.
0.05%0.16%0.55%0.54%0.89%0.21%
QQQI
NEOS Nasdaq-100 High Income ETF
13.61%13.82%12.85%0.00%0.00%0.00%

Frequently Asked Questions


MU and QQQI have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MU has higher volatility (34.16%) compared to QQQI (5.07%). In terms of maximum drawdown, MU dropped -98.25% vs QQQI's -20.00%.

MU currently has the higher Sharpe Ratio (11.44 vs 1.91), 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 QQQI

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

Open Portfolio Optimizer