MU vs. T
Compare and contrast key facts about Micron Technology, Inc. (MU) and AT&T Inc. (T).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MU or T.
Key characteristics
MU | T | |
---|---|---|
YTD Return | 39.74% | 6.29% |
1Y Return | 102.56% | 0.22% |
3Y Return (Ann) | 11.30% | -1.35% |
5Y Return (Ann) | 24.07% | 1.94% |
10Y Return (Ann) | 18.69% | 3.45% |
Sharpe Ratio | 2.68 | -0.02 |
Daily Std Dev | 38.27% | 26.96% |
Max Drawdown | -98.25% | -63.88% |
Current Drawdown | 0.00% | -18.15% |
Fundamentals
MU | T | |
---|---|---|
Market Cap | $122.04B | $121.45B |
EPS | -$3.44 | $1.97 |
PE Ratio | 9.30 | 8.62 |
PEG Ratio | 1.12 | 1.32 |
Revenue (TTM) | $18.31B | $122.43B |
Gross Profit (TTM) | -$1.42B | $69.89B |
EBITDA (TTM) | $3.66B | $41.93B |
Correlation
The correlation between MU and T is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
MU vs. T - Performance Comparison
In the year-to-date period, MU achieves a 39.74% return, which is significantly higher than T's 6.29% return. Over the past 10 years, MU has outperformed T with an annualized return of 18.69%, while T has yielded a comparatively lower 3.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
MU vs. T - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) and AT&T Inc. (T). 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Micron Technology, Inc. | 2.68 | ||||
AT&T Inc. | 0.01 |
Dividends
MU vs. T - Dividend Comparison
MU's dividend yield for the trailing twelve months is around 0.48%, less than T's 6.32% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Micron Technology, Inc. | 0.48% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AT&T Inc. | 6.32% | 6.62% | 7.35% | 11.20% | 9.58% | 6.91% | 9.28% | 6.68% | 5.98% | 7.23% | 7.25% | 6.78% |
Drawdowns
MU vs. T - Drawdown Comparison
The maximum MU drawdown since its inception was -98.25%, which is greater than T's maximum drawdown of -63.88%. The drawdown chart below compares losses from any high point along the way for MU and T
Volatility
MU vs. T - Volatility Comparison
Micron Technology, Inc. (MU) has a higher volatility of 16.77% compared to AT&T Inc. (T) at 4.39%. This indicates that MU's price experiences larger fluctuations and is considered to be riskier than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.