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ACLS vs. AMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ACLS vs. AMD - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-37.37%
-16.47%
ACLS
AMD

Returns By Period

In the year-to-date period, ACLS achieves a -44.38% return, which is significantly lower than AMD's -5.75% return. Over the past 10 years, ACLS has underperformed AMD with an annualized return of 23.83%, while AMD has yielded a comparatively higher 48.08% annualized return.


ACLS

YTD

-44.38%

1M

-21.81%

6M

-37.37%

1Y

-45.36%

5Y (annualized)

26.71%

10Y (annualized)

23.83%

AMD

YTD

-5.75%

1M

-10.93%

6M

-16.47%

1Y

15.18%

5Y (annualized)

27.76%

10Y (annualized)

48.08%

Fundamentals


ACLSAMD
Market Cap$2.34B$225.46B
EPS$6.76$1.13
PE Ratio10.67122.95
PEG Ratio1.230.35
Total Revenue (TTM)$1.08B$24.30B
Gross Profit (TTM)$476.33M$12.43B
EBITDA (TTM)$256.21M$4.78B

Key characteristics


ACLSAMD
Sharpe Ratio-0.950.33
Sortino Ratio-1.450.78
Omega Ratio0.841.10
Calmar Ratio-0.730.41
Martin Ratio-1.930.73
Ulcer Index24.34%21.81%
Daily Std Dev49.41%48.57%
Max Drawdown-99.34%-96.57%
Current Drawdown-64.02%-34.27%

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Correlation

-0.50.00.51.00.4

The correlation between ACLS and AMD is 0.43, 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.

Risk-Adjusted Performance

ACLS vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Axcelis Technologies, Inc. (ACLS) 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 ACLS, currently valued at -0.95, compared to the broader market-4.00-2.000.002.004.00-0.950.33
The chart of Sortino ratio for ACLS, currently valued at -1.45, compared to the broader market-4.00-2.000.002.004.00-1.450.78
The chart of Omega ratio for ACLS, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.10
The chart of Calmar ratio for ACLS, currently valued at -0.73, compared to the broader market0.002.004.006.00-0.730.41
The chart of Martin ratio for ACLS, currently valued at -1.93, compared to the broader market-10.000.0010.0020.0030.00-1.930.73
ACLS
AMD

The current ACLS Sharpe Ratio is -0.95, which is lower than the AMD Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of ACLS 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.95
0.33
ACLS
AMD

Dividends

ACLS vs. AMD - Dividend Comparison

Neither ACLS nor AMD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ACLS vs. AMD - Drawdown Comparison

The maximum ACLS drawdown since its inception was -99.34%, roughly equal to the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for ACLS and AMD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-64.02%
-34.27%
ACLS
AMD

Volatility

ACLS vs. AMD - Volatility Comparison

The current volatility for Axcelis Technologies, Inc. (ACLS) is 10.82%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 15.04%. This indicates that ACLS 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.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
10.82%
15.04%
ACLS
AMD

Financials

ACLS vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between Axcelis Technologies, 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