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SIMO vs. MU
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

SIMO vs. MU - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%OctoberNovemberDecember2025FebruaryMarch
591.65%
793.19%
SIMO
MU

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Risk-Adjusted Performance

undefined vs. MU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for undefined (undefined) and Micron Technology, Inc. (MU). 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
The chart of Sharpe ratio for SIMO, currently valued at -0.63, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.63-0.11
The chart of Sortino ratio for SIMO, currently valued at -0.70, compared to the broader market-4.00-2.000.002.004.00-0.700.24
The chart of Omega ratio for SIMO, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.03
The chart of Calmar ratio for SIMO, currently valued at -0.56, compared to the broader market0.001.002.003.004.005.00-0.56-0.14
The chart of Martin ratio for SIMO, currently valued at -0.97, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.97-0.22
SIMO
MU


Rolling 12-month Sharpe Ratio-0.500.000.501.00OctoberNovemberDecember2025FebruaryMarch
-0.63
-0.11
SIMO
MU

Drawdowns

SIMO vs. MU - Drawdown Comparison


-45.00%-40.00%-35.00%-30.00%-25.00%OctoberNovemberDecember2025FebruaryMarch
-41.15%
-41.63%
SIMO
MU

Volatility

SIMO vs. MU - Volatility Comparison

The current volatility for undefined (SIMO) is 12.09%, while Micron Technology, Inc. (MU) has a volatility of 17.36%. This indicates that SIMO experiences smaller price fluctuations and is considered to be less risky than MU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%OctoberNovemberDecember2025FebruaryMarch
12.09%
17.36%
SIMO
MU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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