MU vs. SOXX
MU (Micron Technology, Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, MU returned 57.08%/yr vs 36.39%/yr for SOXX. A 0.73 correlation means they provide meaningful diversification when combined.
Performance
MU vs. SOXX - 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 SOXX's 108.91% return. Over the past 10 years, MU has outperformed SOXX with an annualized return of 57.08%, while SOXX has yielded a comparatively lower 36.39% annualized 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%
SOXX
- 1D
- 5.45%
- 1M
- 23.64%
- YTD
- 108.91%
- 6M
- 111.42%
- 1Y
- 186.37%
- 3Y*
- 55.91%
- 5Y*
- 35.21%
- 10Y*
- 36.39%
MU vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MU Micron Technology, Inc. | 281.36% | 240.24% | -0.96% | 71.93% | -45.93% | 24.21% | 39.79% | 69.49% | -22.84% | 87.59% |
SOXX iShares Semiconductor ETF | 108.91% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between MU and SOXX is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.73 |
The correlation between MU and SOXX has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.
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Return for Risk
MU vs. SOXX — Risk / Return Rank
MU
SOXX
MU vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) and iShares Semiconductor ETF (SOXX). 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 | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +7.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.82 | 1.68 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 28.14 | 11.90 | +16.24 |
| Martin ratioReturn relative to average drawdown | 106.90 | 43.29 | +63.61 |
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Drawdowns
MU vs. SOXX - Drawdown Comparison
The maximum MU drawdown since its inception was -98.25%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for MU and SOXX.
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Drawdown Indicators
| MU | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.25% | -70.21% | -28.04% |
Max Drawdown (1Y)Largest decline over 1 year | -30.28% | -15.77% | -14.51% |
Max Drawdown (3Y)Largest decline over 3 years | -57.63% | -41.36% | -16.27% |
Max Drawdown (5Y)Largest decline over 5 years | -57.63% | -45.75% | -11.88% |
Max Drawdown (10Y)Largest decline over 10 years | -57.63% | -45.75% | -11.88% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -58.16% | -19.95% | -38.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.95% | 4.32% | +3.63% |
Volatility
MU vs. SOXX - Volatility Comparison
Micron Technology, Inc. (MU) has a higher volatility of 33.78% compared to iShares Semiconductor ETF (SOXX) at 19.99%. This indicates that MU's price experiences larger fluctuations and is considered to be riskier than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MU | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.78% | 19.99% | +13.79% |
Volatility (6M)Calculated over the trailing 6-month period | 58.39% | 31.81% | +26.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.48% | 37.63% | +32.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.40% | 36.81% | +16.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.25% | 33.82% | +16.43% |
Dividends
MU vs. SOXX - Dividend Comparison
MU's dividend yield for the trailing twelve months is around 0.05%, less than SOXX's 0.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MU Micron Technology, Inc. | 0.05% | 0.16% | 0.55% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.31% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
MU and SOXX have a correlation of 0.71, 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 SOXX (19.99%). In terms of maximum drawdown, MU dropped -98.25% vs SOXX's -70.21%.
MU currently has the higher Sharpe Ratio (12.11 vs 4.99), 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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