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MU vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MU and SPY 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.


-0.50.00.51.0
Correlation: 0.5

Performance

MU vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Micron Technology, Inc. (MU) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
3,636.59%
2,152.01%
MU
SPY

Key characteristics

Sharpe Ratio

MU:

-0.45

SPY:

0.51

Sortino Ratio

MU:

-0.30

SPY:

0.86

Omega Ratio

MU:

0.96

SPY:

1.13

Calmar Ratio

MU:

-0.50

SPY:

0.55

Martin Ratio

MU:

-0.86

SPY:

2.26

Ulcer Index

MU:

33.25%

SPY:

4.55%

Daily Std Dev

MU:

63.38%

SPY:

20.08%

Max Drawdown

MU:

-98.25%

SPY:

-55.19%

Current Drawdown

MU:

-47.77%

SPY:

-9.89%

Returns By Period

In the year-to-date period, MU achieves a -5.08% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, MU has underperformed SPY with an annualized return of 10.93%, while SPY has yielded a comparatively higher 11.99% annualized return.


MU

YTD

-5.08%

1M

-13.29%

6M

-25.88%

1Y

-28.17%

5Y*

13.10%

10Y*

10.93%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

MU vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MU
The Risk-Adjusted Performance Rank of MU is 2727
Overall Rank
The Sharpe Ratio Rank of MU is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of MU is 2929
Sortino Ratio Rank
The Omega Ratio Rank of MU is 2929
Omega Ratio Rank
The Calmar Ratio Rank of MU is 2020
Calmar Ratio Rank
The Martin Ratio Rank of MU is 3333
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MU vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for MU, currently valued at -0.45, compared to the broader market-2.00-1.000.001.002.003.00
MU: -0.45
SPY: 0.51
The chart of Sortino ratio for MU, currently valued at -0.30, compared to the broader market-6.00-4.00-2.000.002.004.00
MU: -0.30
SPY: 0.86
The chart of Omega ratio for MU, currently valued at 0.96, compared to the broader market0.501.001.502.00
MU: 0.96
SPY: 1.13
The chart of Calmar ratio for MU, currently valued at -0.50, compared to the broader market0.001.002.003.004.005.00
MU: -0.50
SPY: 0.55
The chart of Martin ratio for MU, currently valued at -0.86, compared to the broader market-5.000.005.0010.0015.0020.00
MU: -0.86
SPY: 2.26

The current MU Sharpe Ratio is -0.45, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of MU and SPY, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.45
0.51
MU
SPY

Dividends

MU vs. SPY - Dividend Comparison

MU's dividend yield for the trailing twelve months is around 0.58%, less than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
MU
Micron Technology, Inc.
0.58%0.55%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

MU vs. SPY - Drawdown Comparison

The maximum MU drawdown since its inception was -98.25%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MU and SPY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-47.77%
-9.89%
MU
SPY

Volatility

MU vs. SPY - Volatility Comparison

Micron Technology, Inc. (MU) has a higher volatility of 33.52% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that MU's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
33.52%
15.12%
MU
SPY