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MU vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

MU vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Micron Technology, Inc. (MU) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MU

1D
9.87%
1M
27.11%
YTD
232.74%
6M
284.77%
1Y
776.52%
3Y*
144.94%
5Y*
65.39%
10Y*
55.03%

USD=X

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

MU vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MU
Micron Technology, Inc.
232.74%240.24%-0.96%71.93%-45.93%24.21%39.79%69.49%-22.84%87.59%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

MU vs. USD=X — 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

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) and USD Cash (USD=X). 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.


MUUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.81

Calmar ratioReturn relative to maximum drawdown

25.90

Martin ratioReturn relative to average drawdown

100.37

MU vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MUUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

11.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

Drawdowns

MU vs. USD=X - Drawdown Comparison

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


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Drawdown Indicators


MUUSD=XDifference

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%

0.00%

-57.63%

Current Drawdown

Current decline from peak

-12.07%

0.00%

-12.07%

Average Drawdown

Average peak-to-trough decline

-58.19%

0.00%

-58.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.80%

0.00%

+7.80%

Volatility

MU vs. USD=X - Volatility Comparison

Micron Technology, Inc. (MU) has a higher volatility of 34.16% compared to USD Cash (USD=X) at 0.00%. This indicates that MU's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.16%

0.00%

+34.16%

Volatility (6M)

Calculated over the trailing 6-month period

56.74%

0.00%

+56.74%

Volatility (1Y)

Calculated over the trailing 1-year period

68.70%

0.00%

+68.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.91%

0.00%

+52.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.99%

0.00%

+49.99%

Frequently Asked Questions


MU has higher volatility (34.16%) compared to USD=X (0.00%). In terms of maximum drawdown, MU dropped -98.25% vs USD=X's 0.00%.

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