WDC vs. MU

In the year-to-date period, WDC achieves a 19.92% return, which is significantly higher than MU's 14.19% return. Over the past 10 years, WDC has underperformed MU with an annualized return of -2.84%, while MU has yielded a comparatively higher 11.23% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Western Digital Corporation (WDC) 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.

The current WDC Sharpe Ratio is 0.98, which is higher than the MU Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of WDC and MU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WDC has not paid dividends to shareholders, while MU's dividend yield for the trailing twelve months is around 0.47%.

The maximum WDC drawdown since its inception was -96.20%, roughly equal to the maximum MU drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for WDC and MU. For additional features, visit the drawdowns tool.

The current volatility for Western Digital Corporation (WDC) is 10.75%, while Micron Technology, Inc. (MU) has a volatility of 12.72%. This indicates that WDC 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.

This section allows you to compare key financial metrics between Western Digital Corporation 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.