MU vs. TXN

In the year-to-date period, MU achieves a -5.08% return, which is significantly higher than TXN's -12.50% return. Over the past 10 years, MU has underperformed TXN with an annualized return of 10.93%, while TXN has yielded a comparatively higher 14.47% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) and Texas Instruments Incorporated (TXN). 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 current MU Sharpe Ratio is -0.45, which is lower than the TXN Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of MU and TXN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MU's dividend yield for the trailing twelve months is around 0.58%, less than TXN's 3.27% yield.

The maximum MU drawdown since its inception was -98.25%, which is greater than TXN's maximum drawdown of -85.81%. Use the drawdown chart below to compare losses from any high point for MU and TXN. For additional features, visit the drawdowns tool.

Micron Technology, Inc. (MU) has a higher volatility of 33.52% compared to Texas Instruments Incorporated (TXN) at 24.38%. This indicates that MU's price experiences larger fluctuations and is considered to be riskier than TXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Micron Technology, Inc. and Texas Instruments Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.