PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ABNB vs. AMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABNB and AMD is 0.47, 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.


-0.50.00.51.00.5

Performance

ABNB vs. AMD - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-12.53%
-26.52%
ABNB
AMD

Key characteristics

Sharpe Ratio

ABNB:

-0.36

AMD:

-0.32

Sortino Ratio

ABNB:

-0.28

AMD:

-0.14

Omega Ratio

ABNB:

0.96

AMD:

0.98

Calmar Ratio

ABNB:

-0.25

AMD:

-0.35

Martin Ratio

ABNB:

-0.73

AMD:

-0.62

Ulcer Index

ABNB:

16.39%

AMD:

24.35%

Daily Std Dev

ABNB:

33.34%

AMD:

47.96%

Max Drawdown

ABNB:

-61.96%

AMD:

-96.57%

Current Drawdown

ABNB:

-40.35%

AMD:

-43.76%

Fundamentals

Market Cap

ABNB:

$82.62B

AMD:

$202.88B

EPS

ABNB:

$2.88

AMD:

$1.13

PE Ratio

ABNB:

45.92

AMD:

110.64

PEG Ratio

ABNB:

19.34

AMD:

0.33

Total Revenue (TTM)

ABNB:

$10.84B

AMD:

$24.30B

Gross Profit (TTM)

ABNB:

$8.38B

AMD:

$12.43B

EBITDA (TTM)

ABNB:

$1.86B

AMD:

$4.78B

Returns By Period

In the year-to-date period, ABNB achieves a -4.99% return, which is significantly higher than AMD's -19.35% return.


ABNB

YTD

-4.99%

1M

-1.59%

6M

-12.53%

1Y

-8.31%

5Y*

N/A

10Y*

N/A

AMD

YTD

-19.35%

1M

-14.71%

6M

-26.52%

1Y

-12.25%

5Y*

21.97%

10Y*

46.34%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ABNB vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Airbnb, Inc. (ABNB) 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.


Sharpe ratio
The chart of Sharpe ratio for ABNB, currently valued at -0.36, compared to the broader market-4.00-2.000.002.00-0.36-0.32
The chart of Sortino ratio for ABNB, currently valued at -0.28, compared to the broader market-4.00-2.000.002.004.00-0.28-0.14
The chart of Omega ratio for ABNB, currently valued at 0.96, compared to the broader market0.501.001.502.000.960.98
The chart of Calmar ratio for ABNB, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.25-0.35
The chart of Martin ratio for ABNB, currently valued at -0.73, compared to the broader market0.0010.0020.00-0.73-0.62
ABNB
AMD

The current ABNB Sharpe Ratio is -0.36, which is comparable to the AMD Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of ABNB 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.36
-0.32
ABNB
AMD

Dividends

ABNB vs. AMD - Dividend Comparison

Neither ABNB nor AMD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ABNB vs. AMD - Drawdown Comparison

The maximum ABNB drawdown since its inception was -61.96%, smaller than the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for ABNB and AMD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-40.35%
-43.76%
ABNB
AMD

Volatility

ABNB vs. AMD - Volatility Comparison

The current volatility for Airbnb, Inc. (ABNB) is 9.06%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 9.64%. This indicates that ABNB experiences smaller price fluctuations and is considered to be less risky than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.06%
9.64%
ABNB
AMD

Financials

ABNB vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between Airbnb, Inc. and Advanced Micro Devices, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab