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

Performance

MU vs. SWVXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Micron Technology, Inc. (MU) and Schwab Prime Advantage Money Fund Investor Shares (SWVXX). 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 243.32% return, which is significantly higher than SWVXX's 1.74% return.


MU

1D
-1.24%
1M
-1.65%
6M
183.94%
YTD
243.32%
1Y
687.66%
3Y*
149.71%
5Y*
66.39%
10Y*
54.18%

SWVXX

1D
0.00%
1M
0.29%
6M
1.74%
YTD
1.74%
1Y
3.80%
3Y*
4.42%
5Y*
3.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MU vs. SWVXX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MU
Micron Technology, Inc.
243.32%240.24%-0.96%71.93%-45.93%12.64%
SWVXX
Schwab Prime Advantage Money Fund Investor Shares
1.74%4.15%5.16%4.33%0.00%0.00%

Correlation

The correlation between MU and SWVXX is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since May 25, 2021

-0.03

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. SWVXX — 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

SWVXX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. SWVXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) and Schwab Prime Advantage Money Fund Investor Shares (SWVXX). 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.


MUSWVXXDifference
Sharpe ratioReturn per unit of total volatility

+5.59

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.69

Calmar ratioReturn relative to maximum drawdown

23.23

Martin ratioReturn relative to average drawdown

83.25

MU vs. SWVXX - Sharpe Ratio Comparison

The current MU Sharpe Ratio is 9.29, which is higher than the SWVXX Sharpe Ratio of 3.71. The chart below compares the historical Sharpe Ratios of MU and SWVXX, 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...

Drawdowns

MU vs. SWVXX - Drawdown Comparison

The maximum MU drawdown since its inception was -98.25%, which is greater than SWVXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MU and SWVXX.


Loading charts...

Drawdown Indicators


MUSWVXXDifference

Max Drawdown

Largest peak-to-trough decline

-98.25%

0.00%

-98.25%

Max Drawdown (1Y)

Largest decline over 1 year

-30.28%

0.00%

-30.28%

Max Drawdown (3Y)

Largest decline over 3 years

-57.63%

0.00%

-57.63%

Max Drawdown (5Y)

Largest decline over 5 years

-57.63%

0.00%

-57.63%

Max Drawdown (10Y)

Largest decline over 10 years

-57.63%

Current Drawdown

Current decline from peak

-19.29%

0.00%

-19.29%

Average Drawdown

Average peak-to-trough decline

-58.07%

0.00%

-58.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.43%

0.00%

+8.43%

Volatility

MU vs. SWVXX - Volatility Comparison

Micron Technology, Inc. (MU) has a higher volatility of 33.63% compared to Schwab Prime Advantage Money Fund Investor Shares (SWVXX) at 0.29%. This indicates that MU's price experiences larger fluctuations and is considered to be riskier than SWVXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MUSWVXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.63%

0.29%

+33.34%

Volatility (6M)

Calculated over the trailing 6-month period

62.19%

0.75%

+61.44%

Volatility (1Y)

Calculated over the trailing 1-year period

75.68%

1.09%

+74.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.75%

1.06%

+53.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.65%

1.04%

+49.61%

Dividends

MU vs. SWVXX - Dividend Comparison

MU's dividend yield for the trailing twelve months is around 0.05%, less than SWVXX's 3.73% yield.


PositionTTM20252024202320222021
MU
Micron Technology, Inc.
0.05%0.16%0.55%0.54%0.89%0.21%
SWVXX
Schwab Prime Advantage Money Fund Investor Shares
3.73%4.06%5.02%4.23%0.00%0.00%

Frequently Asked Questions


MU and SWVXX have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MU has higher volatility (33.63%) compared to SWVXX (0.29%). In terms of maximum drawdown, MU dropped -98.25% vs SWVXX's 0.00%.

MU currently has the higher Sharpe Ratio (9.29 vs 3.71), 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 SWVXX

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