SNDK vs MU: returns, Sharpe ratio and drawdown

Over the past year, SNDK returned +1253.02% against +466.63% for MU. Over five years, SNDK averaged +788.75% a year, compared with +72.60% for MU. SNDK had the higher Sharpe ratio over the past year (2.85 vs 2.52), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -39.10% for MU and -56.49% for SNDK.