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

Performance

USD=X vs. MU - Performance Comparison

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

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Returns By Period


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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. MU - Yearly Performance Comparison


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

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Return for Risk

USD=X vs. MU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USD=X

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) 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.

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

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. MU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XMUDifference

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

USD=X vs. MU - Drawdown Comparison

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


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Drawdown Indicators


USD=XMUDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-98.25%

+98.25%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-30.28%

+30.28%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-57.63%

+57.63%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-57.63%

+57.63%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-57.63%

+57.63%

Current Drawdown

Current decline from peak

0.00%

-12.07%

+12.07%

Average Drawdown

Average peak-to-trough decline

0.00%

-58.19%

+58.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

7.80%

-7.80%

Volatility

USD=X vs. MU - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Micron Technology, Inc. (MU) has a volatility of 34.16%. This indicates that USD=X 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


USD=XMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

34.16%

-34.16%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

56.74%

-56.74%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

68.70%

-68.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

52.91%

-52.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

49.99%

-49.99%

Frequently Asked Questions


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

Portfolio Optimizer

Find the right allocation for USD=X and MU

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