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

Correlation

The correlation between ACMR 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.


-0.50.00.51.0
Correlation: 0.4

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%NovemberDecember2025FebruaryMarchApril
952.71%
769.11%
ACMR
AMD

Key characteristics

Sharpe Ratio

ACMR:

-0.30

AMD:

-0.68

Sortino Ratio

ACMR:

0.04

AMD:

-0.83

Omega Ratio

ACMR:

1.00

AMD:

0.90

Calmar Ratio

ACMR:

-0.32

AMD:

-0.58

Martin Ratio

ACMR:

-0.74

AMD:

-1.30

Ulcer Index

ACMR:

30.20%

AMD:

28.12%

Daily Std Dev

ACMR:

75.03%

AMD:

53.45%

Max Drawdown

ACMR:

-87.23%

AMD:

-96.57%

Current Drawdown

ACMR:

-54.50%

AMD:

-54.28%

Fundamentals

Market Cap

ACMR:

$1.32B

AMD:

$157.01B

EPS

ACMR:

$1.53

AMD:

$1.00

PE Ratio

ACMR:

13.88

AMD:

96.65

PS Ratio

ACMR:

1.69

AMD:

6.09

PB Ratio

ACMR:

1.48

AMD:

2.73

Total Revenue (TTM)

ACMR:

$629.93M

AMD:

$20.31B

Gross Profit (TTM)

ACMR:

$312.43M

AMD:

$10.40B

EBITDA (TTM)

ACMR:

$144.42M

AMD:

$3.54B

Returns By Period

In the year-to-date period, ACMR achieves a 40.60% return, which is significantly higher than AMD's -19.99% return.


ACMR

YTD

40.60%

1M

-13.73%

6M

8.76%

1Y

-21.49%

5Y*

10.78%

10Y*

N/A

AMD

YTD

-19.99%

1M

-6.37%

6M

-38.14%

1Y

-38.60%

5Y*

11.78%

10Y*

45.76%

*Annualized

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Risk-Adjusted Performance

ACMR vs. AMD — Risk-Adjusted Performance Rank

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

ACMR
The Risk-Adjusted Performance Rank of ACMR is 3636
Overall Rank
The Sharpe Ratio Rank of ACMR is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ACMR is 3838
Sortino Ratio Rank
The Omega Ratio Rank of ACMR is 3838
Omega Ratio Rank
The Calmar Ratio Rank of ACMR is 3131
Calmar Ratio Rank
The Martin Ratio Rank of ACMR is 3636
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 1616
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.

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.


The chart of Sharpe ratio for ACMR, currently valued at -0.30, compared to the broader market-2.00-1.000.001.002.003.00
ACMR: -0.30
AMD: -0.68
The chart of Sortino ratio for ACMR, currently valued at 0.04, compared to the broader market-6.00-4.00-2.000.002.004.00
ACMR: 0.04
AMD: -0.83
The chart of Omega ratio for ACMR, currently valued at 1.00, compared to the broader market0.501.001.502.00
ACMR: 1.00
AMD: 0.90
The chart of Calmar ratio for ACMR, currently valued at -0.32, compared to the broader market0.001.002.003.004.005.00
ACMR: -0.32
AMD: -0.58
The chart of Martin ratio for ACMR, currently valued at -0.74, compared to the broader market-5.000.005.0010.0015.0020.00
ACMR: -0.74
AMD: -1.30

The current ACMR Sharpe Ratio is -0.30, which is higher than the AMD Sharpe Ratio of -0.68. 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 Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.30
-0.68
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%NovemberDecember2025FebruaryMarchApril
-54.50%
-54.28%
ACMR
AMD

Volatility

ACMR vs. AMD - Volatility Comparison

The current volatility for ACM Research, Inc. (ACMR) is 25.08%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 30.83%. This indicates that ACMR 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%30.00%NovemberDecember2025FebruaryMarchApril
25.08%
30.83%
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