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Advanced Micro Devices Inc (AMD.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS0079031078
SectorTechnology
IndustrySemiconductors

Highlights

Market Cap€226.87B
EPS€0.49
PE Ratio286.49
PEG Ratio0.67
Revenue (TTM)€22.68B
Gross Profit (TTM)€12.05B
EBITDA (TTM)€3.85B
Year Range€73.36 - €207.30

Share Price Chart


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Advanced Micro Devices Inc

Popular comparisons: AMD.DE vs. NVDL

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Advanced Micro Devices Inc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2024FebruaryMarchApril
58.77%
20.13%
AMD.DE (Advanced Micro Devices Inc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Advanced Micro Devices Inc had a return of 5.04% year-to-date (YTD) and 80.72% in the last 12 months. Over the past 10 years, Advanced Micro Devices Inc had an annualized return of 47.43%, outperforming the S&P 500 benchmark which had an annualized return of 10.46%.


PeriodReturnBenchmark
Year-To-Date5.04%5.84%
1 month-15.55%-2.98%
6 months58.77%22.02%
1 year80.72%24.47%
5 years (annualized)41.25%11.44%
10 years (annualized)47.43%10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202413.16%12.20%-1.98%
2023-0.37%-5.81%20.28%22.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of AMD.DE is 86, placing it in the top 14% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of AMD.DE is 8686
Advanced Micro Devices Inc(AMD.DE)
The Sharpe Ratio Rank of AMD.DE is 8989Sharpe Ratio Rank
The Sortino Ratio Rank of AMD.DE is 8686Sortino Ratio Rank
The Omega Ratio Rank of AMD.DE is 8383Omega Ratio Rank
The Calmar Ratio Rank of AMD.DE is 8989Calmar Ratio Rank
The Martin Ratio Rank of AMD.DE is 8585Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Advanced Micro Devices Inc (AMD.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AMD.DE
Sharpe ratio
The chart of Sharpe ratio for AMD.DE, currently valued at 1.63, compared to the broader market-2.00-1.000.001.002.003.004.001.63
Sortino ratio
The chart of Sortino ratio for AMD.DE, currently valued at 2.35, compared to the broader market-4.00-2.000.002.004.006.002.35
Omega ratio
The chart of Omega ratio for AMD.DE, currently valued at 1.28, compared to the broader market0.501.001.501.28
Calmar ratio
The chart of Calmar ratio for AMD.DE, currently valued at 1.61, compared to the broader market0.002.004.006.001.61
Martin ratio
The chart of Martin ratio for AMD.DE, currently valued at 5.76, compared to the broader market0.0010.0020.0030.005.76
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-2.00-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.006.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.008.05

Sharpe Ratio

The current Advanced Micro Devices Inc Sharpe ratio is 1.63. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2024FebruaryMarchApril
1.63
2.35
AMD.DE (Advanced Micro Devices Inc)
Benchmark (^GSPC)

Dividends

Dividend History


Advanced Micro Devices Inc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-26.77%
-3.59%
AMD.DE (Advanced Micro Devices Inc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Advanced Micro Devices Inc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Advanced Micro Devices Inc was 97.19%, occurring on Nov 16, 2012. Recovery took 1812 trading sessions.

The current Advanced Micro Devices Inc drawdown is 26.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.19%May 9, 20002966Nov 16, 20121812Feb 17, 20204778
-72.33%Dec 7, 199828Apr 15, 1999158Mar 8, 2000186
-58.99%Nov 26, 2021229Oct 18, 2022318Jan 16, 2024547
-33.73%Feb 20, 202016Mar 12, 202092Jul 24, 2020108
-28.62%Mar 11, 202429Apr 22, 2024

Volatility

Volatility Chart

The current Advanced Micro Devices Inc volatility is 9.11%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
9.11%
3.44%
AMD.DE (Advanced Micro Devices Inc)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Advanced Micro Devices Inc over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

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Quarterly

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Income Statement


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EBIT

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Net Income

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Other Non-Operating Income (Expenses)

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Non Recurring

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Minority Interest

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Other Items

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Values in undefined except per share items