Micron Technology Inc

10-Year Study

MTE.XETRA · Technology · DE · Common Stock

Executive Summary: Micron Technology Inc has compounded at 43.3% annually over the last 10 years, with a maximum drawdown of 45.7% and an annualized volatility of 75.8%.

1Y CAGR
+438.3%
3Y CAGR
+86.6%
5Y CAGR
+43.3%
10Y CAGR
+43.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
45.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
45.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +202.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -43.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202646.2-5.2-20.039.2————————54.4%
20257.6-0.3-12.1-15.525.026.1-9.07.337.735.76.623.6202.0%
20241.25.432.1-1.94.79.6-17.3-14.98.2-1.40.2-9.48.2%
202318.5-1.43.12.211.2-9.111.8-0.8-0.1-2.311.211.967.7%
2022-13.510.3-11.0-5.92.2-22.112.9-6.4-6.24.8-4.2-11.2-43.7%
202112.417.5-0.9-3.6-6.24.3-8.4-3.4-1.2-3.125.411.346.1%
20200.4-2.3-13.87.1-3.910.2-8.4-10.28.14.625.06.919.1%
201919.36.91.82.4-20.413.422.4-0.2-3.97.11.811.471.3%
2018-1.215.15.0-9.632.1-9.50.3-0.0-14.6-15.71.0-15.2-20.3%
20174.00.722.5-6.56.5-3.5-6.18.320.610.43.2-4.065.5%
2016———8.216.68.40.718.810.00.314.415.6138.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 75.8%. The dominant macroeconomic risk driver is QQQ.US, accounting for 32.7% of variance. Idiosyncratic stock-specific factors contribute 11.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110815.942760170621
2016-05-0112609.273953125718
2016-06-0113674.035683162869
2016-07-0113774.939228546533
2016-08-0116369.650965463468
2016-09-0118000.50451772692
2016-10-0118050.841627298996
2016-11-0120651.17185708389
2016-12-0123873.549511535108
2017-01-0124831.9038664404
2017-02-0125011.236985735908
2017-03-0130637.75627207265
2017-04-0128659.473466954092
2017-05-0130514.493418336926
2017-06-0129438.49470256387
2017-07-0127628.308031004908
2017-08-0129931.66078062652
2017-09-0136101.79791771774
2017-10-0139873.41191579141
2017-11-0141156.721552079995
2017-12-0139503.50869146448
2018-01-0139038.32041462185
2018-02-0144922.71705728569
2018-03-0147153.14406274365
2018-04-0142624.982800532045
2018-05-0156287.89616107875
2018-06-0150919.139567949365
2018-07-0151064.76173003715
2018-08-0151053.639407421
2018-09-0143600.07797092144
2018-10-0136774.297115075904
2018-11-0137144.200339402836
2018-12-0131495.20708159428
2019-01-0137570.0591661698
2019-02-0140170.389395954684
2019-03-0140910.081181488786
2019-04-0141885.29101499794
2019-05-0133361.349355593265
2019-06-0137827.82185937715
2019-07-0146306.93023895794
2019-08-0146200.40820070632
2019-09-0144384.71769939916
2019-10-0147556.643581158554
2019-11-0148414.09439068019
2019-12-0153945.32862450122
2020-01-0154175.11351648856
2020-02-0152947.75948264
2020-03-0145634.43104159978
2020-04-0148884.78649727102
2020-05-0146968.192450580194
2020-06-0151748.497913131214
2020-07-0147388.547447598954
2020-08-0142540.934733752234
2020-09-0145970.62330871899
2020-10-0148094.64293904509
2020-11-0160098.610282988586
2020-12-0164234.509012521215
2021-01-0172169.99954134753
2021-02-0184824.10677429712
2021-03-0184061.9410172912
2021-04-0181058.11126909142
2021-05-0176070.3802229051
2021-06-0179354.44663578406
2021-07-0172651.92863367427
2021-08-0170197.33522909692
2021-09-0169363.04636976562
2021-10-0167241.66399119387
2021-11-0184301.8162638169
2021-12-0193842.13181672248
2022-01-0181219.67160482502
2022-02-0189567.37604916755
2022-03-0179702.90785671696
2022-04-0175012.61294317296
2022-05-0176666.28445626749
2022-06-0159746.82383158281
2022-07-0167467.09168463056
2022-08-0163128.468559372566
2022-09-0159218.226849516126
2022-10-0162089.16204192084
2022-11-0159458.90473788011
2022-12-0152811.76902261157
2023-01-0162602.62349217998
2023-02-0161720.2907856717
2023-03-0163654.65761592441
2023-04-0165033.82562032749
2023-05-0172332.82117139843
2023-06-0165781.88781360364
2023-07-0173550.19951382837
2023-08-0172937.09581250287
2023-09-0172891.68921708023
2023-10-0171205.33871485577
2023-11-0179165.02316195019
2023-12-0188555.01536485806
2024-01-0189625.2809246434
2024-02-0194429.78030546255
2024-03-01124724.46452323075
2024-04-01122297.16094115489
2024-05-01128086.15786818329
2024-06-01140393.40916387652
2024-07-01116146.28720818234
2024-08-0198833.76140898041
2024-09-01106931.1562628996
2024-10-01105411.06728431866
2024-11-01105673.64582855572
2024-12-0195783.37843416043
2025-01-01103064.25721231024
2025-02-01102801.4493418337
2025-03-0190314.52093748568
2025-04-0176295.92257946153
2025-05-0195395.58776315185
2025-06-01120274.50350869147
2025-07-01109459.59271659865
2025-08-01117454.82273081689
2025-09-01161760.99619318443
2025-10-01219445.83314222813
2025-11-01233933.40366004678
2025-12-01289237.71957987436
2026-01-01422992.24877310457
2026-02-01401091.59290005965
2026-03-01320999.4037517773
2026-04-01446727.51456221624
Annual Return Matrix
YearAnnual Return
20170.6546977512655736
2018-0.20272380543251722
20190.7128107297324846
20200.19073348240475463
20210.46093016447638524
2022-0.437227522433579
20230.676804564659496
20240.08162567686901312
20252.0197068041266735
20260.5444995044598613
Total Factor Risk
0.7582551803150217
VTI.US Exposure
-0.0523833516900972
VEA.US Exposure
0.046633225791832975
VWO.US Exposure
0.004860866775626307
QQQ.US Exposure
0.32677534185047225
VTV.US Exposure
0.2096430462270382
IJR.US Exposure
0.01002055494415026
QUAL.US Exposure
-0.04311479410176614
SHV.US Exposure
0.2871108391304324
TLT.US Exposure
0.013083575355665953
LQD.US Exposure
-0.0018135226570019797
HYG.US Exposure
-0.0024646347022911183
GLD.US Exposure
0.002650857352310114
USO.US Exposure
0.004918917318301407
VNQ.US Exposure
-0.0019281514348504158
BTC-USD.CC Exposure
0.002016786899043495
CPER.US Exposure
0.003740228330798439
VIX.INDX Exposure
-0.013152322781259104
UUP.US Exposure
0.07689597477142143
TIP.US Exposure
0.008398752707446574
Idiosyncratic Exposure
0.11810780991272622
Value Score
43.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
1.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
75.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →17.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.15%
Market Cap$355.2B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$261
Avg Yield on Cost
1.30%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$111.51.11%Solid
2026$149.281.49%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+12.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+78.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
4.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Micron Technology Inc a high-risk investment?

Micron Technology Inc (MTE.XETRA) has an annualized volatility of 75.8% and experienced a maximum drawdown of 45.7% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of MTE.XETRA?

Over the past 10 years, MTE.XETRA has generated a Compound Annual Growth Rate (CAGR) of 43.3%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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