Performance

AMAT+131.31%MU+438.57%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
AMAT	-2.13%	+89.52%	+131.31%	+31.20%	-40.20%	1.66
MU	-4.79%	+228.40%	+438.57%	+72.83%	-39.10%	2.45

Summary

AMAT vs MU

Over the past year, MU returned +438.57% against +131.31% for AMAT. Over five years, MU averaged +72.83% a year, compared with +31.20% for AMAT. MU had the higher Sharpe ratio over the past year (2.45 vs 1.66), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -39.10% for MU and -40.20% for AMAT.

Current Drawdown

AMAT-26.64%MU-14.64%

Rolling Volatility

AMAT+2.97%MU+3.09%

METRICS

Correlation Matrix

	AMAT	MU
AMAT	1.00	0.72
MU	0.72	1.00

Metrics

Risk Indicators

AMATMU

Alpha

69.80%

164.52%

Beta

2.59x

3.20x

Sharpe

1.66

2.45

Sortino

2.60

4.11

Omega

1.32

1.51

Calmar

3.27

11.22

Martin

6.34

14.75

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AMAT vs MU: returns, Sharpe ratio and drawdown

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