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MU vs. XEMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MU vs. XEMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Micron Technology, Inc. (MU) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MU achieves a 243.32% return, which is significantly higher than XEMD's 3.09% 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%

XEMD

1D
0.10%
1M
-0.07%
6M
2.43%
YTD
3.09%
1Y
10.58%
3Y*
10.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MU vs. XEMD - Yearly Performance Comparison


2026 (YTD)2025202420232022
MU
Micron Technology, Inc.
243.32%240.24%-0.96%71.93%-10.21%
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
3.09%13.98%8.77%10.26%2.40%

Correlation

The correlation between MU and XEMD is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.30

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2022

0.29

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Return for Risk

MU vs. XEMD — 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

XEMD
XEMD Risk / Return Rank: 8383
Overall Rank
XEMD Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XEMD Sortino Ratio Rank: 8989
Sortino Ratio Rank
XEMD Omega Ratio Rank: 8787
Omega Ratio Rank
XEMD Calmar Ratio Rank: 7272
Calmar Ratio Rank
XEMD Martin Ratio Rank: 8383
Martin Ratio Rank
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. XEMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). 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.


MUXEMDDifference
Sharpe ratioReturn per unit of total volatility

+7.13

Sortino ratioReturn per unit of downside risk

+2.15

Omega ratioGain probability vs. loss probability

1.69

1.42

+0.27

Calmar ratioReturn relative to maximum drawdown

23.23

2.90

+20.33

Martin ratioReturn relative to average drawdown

83.25

12.99

+70.27

MU vs. XEMD - Sharpe Ratio Comparison

The current MU Sharpe Ratio is 9.29, which is higher than the XEMD Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of MU and XEMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MU vs. XEMD - Drawdown Comparison

The maximum MU drawdown since its inception was -98.25%, which is greater than XEMD's maximum drawdown of -10.01%. Use the drawdown chart below to compare losses from any high point for MU and XEMD.


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Drawdown Indicators


MUXEMDDifference

Max Drawdown

Largest peak-to-trough decline

-98.25%

-10.01%

-88.24%

Max Drawdown (1Y)

Largest decline over 1 year

-30.28%

-3.52%

-26.76%

Max Drawdown (3Y)

Largest decline over 3 years

-57.63%

-4.31%

-53.32%

Max Drawdown (5Y)

Largest decline over 5 years

-57.63%

Max Drawdown (10Y)

Largest decline over 10 years

-57.63%

Current Drawdown

Current decline from peak

-19.29%

-0.38%

-18.91%

Average Drawdown

Average peak-to-trough decline

-58.07%

-1.24%

-56.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.43%

0.79%

+7.64%

Volatility

MU vs. XEMD - Volatility Comparison

Micron Technology, Inc. (MU) has a higher volatility of 33.63% compared to BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) at 1.26%. This indicates that MU's price experiences larger fluctuations and is considered to be riskier than XEMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUXEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.63%

1.26%

+32.37%

Volatility (6M)

Calculated over the trailing 6-month period

62.19%

3.77%

+58.42%

Volatility (1Y)

Calculated over the trailing 1-year period

75.68%

4.71%

+70.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.75%

6.84%

+47.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.65%

6.84%

+43.81%

Dividends

MU vs. XEMD - Dividend Comparison

MU's dividend yield for the trailing twelve months is around 0.05%, less than XEMD's 5.78% yield.


PositionTTM20252024202320222021
MU
Micron Technology, Inc.
0.05%0.16%0.55%0.54%0.89%0.21%
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
5.78%6.15%6.30%6.19%3.08%0.00%

Frequently Asked Questions


MU and XEMD have a correlation of 0.29, 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 XEMD (1.26%). In terms of maximum drawdown, MU dropped -98.25% vs XEMD's -10.01%.

MU currently has the higher Sharpe Ratio (9.29 vs 2.17), 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 XEMD

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