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^VVIX vs. AMD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^VVIX and AMD is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

^VVIX vs. AMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CBOE VIX Volatility Index (^VVIX) and Advanced Micro Devices, Inc. (AMD). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
43.57%
139.83%
^VVIX
AMD

Key characteristics

Sharpe Ratio

^VVIX:

0.22

AMD:

-0.68

Sortino Ratio

^VVIX:

1.28

AMD:

-0.83

Omega Ratio

^VVIX:

1.15

AMD:

0.90

Calmar Ratio

^VVIX:

0.40

AMD:

-0.58

Martin Ratio

^VVIX:

0.76

AMD:

-1.30

Ulcer Index

^VVIX:

33.59%

AMD:

27.96%

Daily Std Dev

^VVIX:

113.18%

AMD:

53.39%

Max Drawdown

^VVIX:

-78.10%

AMD:

-96.57%

Current Drawdown

^VVIX:

-50.39%

AMD:

-55.31%

Returns By Period

In the year-to-date period, ^VVIX achieves a -1.29% return, which is significantly higher than AMD's -21.79% return. Over the past 10 years, ^VVIX has underperformed AMD with an annualized return of 2.40%, while AMD has yielded a comparatively higher 44.87% annualized return.


^VVIX

YTD

-1.29%

1M

17.75%

6M

-6.25%

1Y

23.17%

5Y*

-2.97%

10Y*

2.40%

AMD

YTD

-21.79%

1M

-17.72%

6M

-38.43%

1Y

-37.74%

5Y*

10.99%

10Y*

44.87%

*Annualized

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Risk-Adjusted Performance

^VVIX vs. AMD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^VVIX
The Risk-Adjusted Performance Rank of ^VVIX is 6464
Overall Rank
The Sharpe Ratio Rank of ^VVIX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ^VVIX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ^VVIX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of ^VVIX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ^VVIX is 4747
Martin Ratio Rank

AMD
The Risk-Adjusted Performance Rank of AMD is 1616
Overall Rank
The Sharpe Ratio Rank of AMD is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of AMD is 1717
Sortino Ratio Rank
The Omega Ratio Rank of AMD is 1818
Omega Ratio Rank
The Calmar Ratio Rank of AMD is 1515
Calmar Ratio Rank
The Martin Ratio Rank of AMD is 1616
Martin 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.

^VVIX vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CBOE VIX Volatility Index (^VVIX) and Advanced Micro Devices, Inc. (AMD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for ^VVIX, currently valued at 0.22, compared to the broader market-0.500.000.501.001.50
^VVIX: 0.22
AMD: -0.66
The chart of Sortino ratio for ^VVIX, currently valued at 1.28, compared to the broader market-1.000.001.002.00
^VVIX: 1.28
AMD: -0.79
The chart of Omega ratio for ^VVIX, currently valued at 1.15, compared to the broader market0.901.001.101.201.30
^VVIX: 1.15
AMD: 0.90
The chart of Calmar ratio for ^VVIX, currently valued at 0.40, compared to the broader market-0.500.000.501.00
^VVIX: 0.40
AMD: -0.55
The chart of Martin ratio for ^VVIX, currently valued at 0.76, compared to the broader market-2.000.002.004.006.00
^VVIX: 0.76
AMD: -1.23

The current ^VVIX Sharpe Ratio is 0.22, which is higher than the AMD Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of ^VVIX and AMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.22
-0.66
^VVIX
AMD

Drawdowns

^VVIX vs. AMD - Drawdown Comparison

The maximum ^VVIX drawdown since its inception was -78.10%, smaller than the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for ^VVIX and AMD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-50.39%
-55.31%
^VVIX
AMD

Volatility

^VVIX vs. AMD - Volatility Comparison

CBOE VIX Volatility Index (^VVIX) has a higher volatility of 48.40% compared to Advanced Micro Devices, Inc. (AMD) at 30.86%. This indicates that ^VVIX's price experiences larger fluctuations and is considered to be riskier than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
48.40%
30.86%
^VVIX
AMD