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SLGL vs. MU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SLGL vs. MU - Performance Comparison

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

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Returns By Period

In the year-to-date period, SLGL achieves a 95.18% return, which is significantly lower than MU's 188.53% return.


SLGL

1D
-3.45%
1M
11.13%
6M
28.08%
YTD
95.18%
1Y
532.69%
3Y*
28.35%
5Y*
-6.04%
10Y*
ALL TIME*
-7.07%

MU

1D
-5.90%
1M
-15.62%
6M
98.49%
YTD
188.53%
1Y
685.99%
3Y*
127.41%
5Y*
61.18%
10Y*
51.33%
ALL TIME*
17.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$43.28B$42.78B$49.13B
$4.19M$3.49M$2.73M

SLGL vs. MU - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SLGL
Sol-Gel Technologies Ltd.
95.18%353.07%-15.83%-75.77%-38.38%-24.41%-42.92%184.88%-60.73%
MU
Micron Technology, Inc.
188.53%240.24%-0.96%71.93%-45.93%24.21%39.79%69.49%-27.42%

Correlation

The correlation between SLGL and MU is 0.12, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.12

Correlation (3Y)
Balances recent behavior with more history.

0.12

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.10

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2018

0.12

Fundamentals

Market Cap

SLGL:

$268.87M

MU:

$929.52B

EPS

SLGL:

-$0.37

MU:

$44.42

PS Ratio

SLGL:

12.49

MU:

10.36

PB Ratio

SLGL:

4.54

MU:

9.33

Total Revenue (TTM)

SLGL:

$18.47M

MU:

$90.27B

Gross Profit (TTM)

SLGL:

$18.47M

MU:

$65.51B

EBITDA (TTM)

SLGL:

-$2.03M

MU:

$44.96B

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Return for Risk

SLGL vs. MU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SLGL
SLGL Risk / Return Rank: 9898
Overall Rank
SLGL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SLGL Sortino Ratio Rank: 9898
Sortino Ratio Rank
SLGL Omega Ratio Rank: 9696
Omega Ratio Rank
SLGL Calmar Ratio Rank: 9999
Calmar Ratio Rank
SLGL Martin Ratio Rank: 9999
Martin Ratio Rank

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
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SLGL vs. MU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sol-Gel Technologies Ltd. (SLGL) 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.

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.


SLGLMUDifference
Sharpe ratioReturn per unit of total volatility

-2.60

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.53

1.63

-0.10

Calmar ratioReturn relative to maximum drawdown

15.76

16.92

-1.15

Martin ratioReturn relative to average drawdown

33.16

64.08

-30.92

SLGL vs. MU - Sharpe Ratio Comparison

The current SLGL Sharpe Ratio is 5.57, which is lower than the MU Sharpe Ratio of 8.17. The chart below compares the historical Sharpe Ratios of SLGL and MU, 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

SLGL vs. MU - Drawdown Comparison

The maximum SLGL drawdown since its inception was -97.87%, roughly equal to the maximum MU drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for SLGL and MU.


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Drawdown Indicators


SLGLMUDifference

Max Drawdown

Largest peak-to-trough decline

-97.87%

-98.25%

+0.38%

Max Drawdown (1Y)

Largest decline over 1 year

-35.38%

-39.10%

+3.72%

Max Drawdown (3Y)

Largest decline over 3 years

-89.73%

-57.63%

-32.10%

Max Drawdown (5Y)

Largest decline over 5 years

-96.60%

-57.63%

-38.97%

Max Drawdown (10Y)

Largest decline over 10 years

-57.63%

Current Drawdown

Current decline from peak

-52.04%

-32.17%

-19.87%

Average Drawdown

Average peak-to-trough decline

-64.07%

-58.02%

-6.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.79%

10.31%

+6.48%

Volatility

SLGL vs. MU - Volatility Comparison

The current volatility for Sol-Gel Technologies Ltd. (SLGL) is 19.77%, while Micron Technology, Inc. (MU) has a volatility of 31.11%. This indicates that SLGL 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.


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Volatility by Period


SLGLMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.77%

31.11%

-11.34%

Volatility (6M)

Calculated over the trailing 6-month period

62.77%

67.64%

-4.87%

Volatility (1Y)

Calculated over the trailing 1-year period

100.04%

81.13%

+18.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

160.55%

56.32%

+104.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

131.71%

51.42%

+80.29%

Dividends

SLGL vs. MU - Dividend Comparison

SLGL has not paid dividends to shareholders, while MU's dividend yield for the trailing twelve months is around 0.06%.


PositionTTM20252024202320222021
MU
Micron Technology, Inc.
0.06%0.16%0.55%0.54%0.89%0.21%
SLGL
Sol-Gel Technologies Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%

Financials

SLGL vs. MU - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


SLGL and MU have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MU has higher volatility (31.11%) compared to SLGL (19.77%). In terms of maximum drawdown, SLGL dropped -97.87% vs MU's -98.25%.

MU currently has the higher Sharpe Ratio (8.17 vs 5.57), 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 SLGL and MU

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