AMAT vs. HDV
AMAT (Applied Materials, Inc.) is a stock, while HDV (iShares Core High Dividend ETF) is Dividend fund tracking the Morningstar Dividend Yield Focus Index. Over the past 10 years, AMAT returned 39.61%/yr vs 9.45%/yr for HDV. At a 0.41 correlation, their price movements are largely independent.
Performance
AMAT vs. HDV - Performance Comparison
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Returns By Period
In the year-to-date period, AMAT achieves a 128.55% return, which is significantly higher than HDV's 14.07% return. Over the past 10 years, AMAT has outperformed HDV with an annualized return of 39.61%, while HDV has yielded a comparatively lower 9.45% annualized return.
AMAT
- 1D
- -8.48%
- 1M
- 35.57%
- YTD
- 128.55%
- 6M
- 125.70%
- 1Y
- 243.21%
- 3Y*
- 64.02%
- 5Y*
- 34.61%
- 10Y*
- 39.61%
HDV
- 1D
- 1.33%
- 1M
- -1.35%
- YTD
- 14.07%
- 6M
- 14.08%
- 1Y
- 21.06%
- 3Y*
- 15.48%
- 5Y*
- 11.09%
- 10Y*
- 9.45%
AMAT vs. HDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMAT Applied Materials, Inc. | 128.55% | 59.60% | 1.13% | 67.97% | -37.54% | 83.64% | 43.29% | 89.86% | -34.92% | 59.86% |
HDV iShares Core High Dividend ETF | 14.07% | 11.90% | 14.16% | 1.72% | 7.05% | 19.45% | -6.48% | 20.22% | -3.01% | 13.40% |
Correlation
The correlation between AMAT and HDV is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2011 | 0.41 |
The correlation between AMAT and HDV shifts across timeframes, from -0.04 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AMAT vs. HDV — Risk / Return Rank
AMAT
HDV
AMAT vs. HDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Applied Materials, Inc. (AMAT) and iShares Core High Dividend ETF (HDV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMAT | HDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.36 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 11.46 | 4.09 | +7.37 |
| Martin ratioReturn relative to average drawdown | 32.59 | 11.19 | +21.41 |
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Drawdowns
AMAT vs. HDV - Drawdown Comparison
The maximum AMAT drawdown since its inception was -85.22%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for AMAT and HDV.
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Drawdown Indicators
| AMAT | HDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.22% | -37.04% | -48.18% |
Max Drawdown (1Y)Largest decline over 1 year | -21.37% | -5.18% | -16.19% |
Max Drawdown (3Y)Largest decline over 3 years | -49.88% | -10.49% | -39.39% |
Max Drawdown (5Y)Largest decline over 5 years | -55.14% | -15.42% | -39.72% |
Max Drawdown (10Y)Largest decline over 10 years | -55.14% | -37.04% | -18.10% |
Current DrawdownCurrent decline from peak | -8.48% | -1.35% | -7.13% |
Average DrawdownAverage peak-to-trough decline | -38.76% | -3.08% | -35.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.50% | 1.89% | +5.61% |
Volatility
AMAT vs. HDV - Volatility Comparison
Applied Materials, Inc. (AMAT) has a higher volatility of 22.35% compared to iShares Core High Dividend ETF (HDV) at 3.64%. This indicates that AMAT's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMAT | HDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.35% | 3.64% | +18.71% |
Volatility (6M)Calculated over the trailing 6-month period | 39.96% | 7.61% | +32.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.13% | 9.93% | +40.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.49% | 12.81% | +31.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.09% | 15.73% | +27.36% |
Dividends
AMAT vs. HDV - Dividend Comparison
AMAT's dividend yield for the trailing twelve months is around 0.33%, less than HDV's 2.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMAT Applied Materials, Inc. | 0.33% | 0.69% | 0.93% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% |
HDV iShares Core High Dividend ETF | 2.90% | 3.22% | 3.67% | 3.82% | 3.56% | 3.47% | 4.07% | 3.27% | 3.67% | 3.27% | 3.28% | 3.92% |
Frequently Asked Questions
AMAT and HDV have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMAT has higher volatility (22.35%) compared to HDV (3.64%). In terms of maximum drawdown, AMAT dropped -85.22% vs HDV's -37.04%.
AMAT currently has the higher Sharpe Ratio (4.89 vs 2.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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