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

Correlation

The correlation between ACMR and AMD is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

ACMR vs. AMD - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
639.33%
972.03%
ACMR
AMD

Key characteristics

Sharpe Ratio

ACMR:

-0.20

AMD:

-0.25

Sortino Ratio

ACMR:

0.28

AMD:

-0.04

Omega Ratio

ACMR:

1.03

AMD:

1.00

Calmar Ratio

ACMR:

-0.23

AMD:

-0.27

Martin Ratio

ACMR:

-0.47

AMD:

-0.49

Ulcer Index

ACMR:

34.81%

AMD:

24.50%

Daily Std Dev

ACMR:

81.35%

AMD:

47.84%

Max Drawdown

ACMR:

-87.23%

AMD:

-96.57%

Current Drawdown

ACMR:

-68.05%

AMD:

-43.60%

Fundamentals

Market Cap

ACMR:

$954.45M

AMD:

$202.88B

EPS

ACMR:

$1.33

AMD:

$1.13

PE Ratio

ACMR:

11.46

AMD:

110.64

Total Revenue (TTM)

ACMR:

$728.97M

AMD:

$24.30B

Gross Profit (TTM)

ACMR:

$359.82M

AMD:

$12.43B

EBITDA (TTM)

ACMR:

$137.06M

AMD:

$4.78B

Returns By Period

In the year-to-date period, ACMR achieves a -23.69% return, which is significantly lower than AMD's -19.13% return.


ACMR

YTD

-23.69%

1M

-20.18%

6M

-34.38%

1Y

-19.64%

5Y*

19.38%

10Y*

N/A

AMD

YTD

-19.13%

1M

-13.36%

6M

-26.06%

1Y

-14.80%

5Y*

22.02%

10Y*

46.32%

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Risk-Adjusted Performance

ACMR vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ACM Research, Inc. (ACMR) 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 ACMR, currently valued at -0.20, compared to the broader market-4.00-2.000.002.00-0.20-0.25
The chart of Sortino ratio for ACMR, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.000.28-0.04
The chart of Omega ratio for ACMR, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.00
The chart of Calmar ratio for ACMR, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.23-0.27
The chart of Martin ratio for ACMR, currently valued at -0.47, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.47-0.49
ACMR
AMD

The current ACMR Sharpe Ratio is -0.20, which is comparable to the AMD Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of ACMR 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.20
-0.25
ACMR
AMD

Dividends

ACMR vs. AMD - Dividend Comparison

Neither ACMR nor AMD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ACMR vs. AMD - Drawdown Comparison

The maximum ACMR drawdown since its inception was -87.23%, smaller than the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for ACMR and AMD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-68.05%
-43.60%
ACMR
AMD

Volatility

ACMR vs. AMD - Volatility Comparison

ACM Research, Inc. (ACMR) has a higher volatility of 22.85% compared to Advanced Micro Devices, Inc. (AMD) at 9.67%. This indicates that ACMR'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%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
22.85%
9.67%
ACMR
AMD

Financials

ACMR vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between ACM Research, 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
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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.

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