AMD vs MU: returns, Sharpe ratio and drawdown

Over the past year, MU returned +466.63% against +182.97% for AMD. Over five years, MU averaged +72.60% a year, compared with +40.37% for AMD. MU had the higher Sharpe ratio over the past year (2.52 vs 1.84), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -27.76% for AMD and -39.10% for MU.