AMBA vs. AMD
Compare and contrast key facts about Ambarella, Inc. (AMBA) and Advanced Micro Devices, Inc. (AMD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMBA or AMD.
Performance
AMBA vs. AMD - Performance Comparison
Returns By Period
In the year-to-date period, AMBA achieves a -3.69% return, which is significantly higher than AMD's -5.44% return. Over the past 10 years, AMBA has underperformed AMD with an annualized return of 1.75%, while AMD has yielded a comparatively higher 48.11% annualized return.
AMBA
-3.69%
1.32%
19.28%
5.94%
1.63%
1.75%
AMD
-5.44%
-10.63%
-15.35%
14.70%
28.78%
48.11%
Fundamentals
AMBA | AMD | |
---|---|---|
Market Cap | $2.37B | $225.46B |
EPS | -$4.37 | $1.13 |
PEG Ratio | 4.97 | 0.35 |
Total Revenue (TTM) | $169.81M | $24.30B |
Gross Profit (TTM) | $102.97M | $12.43B |
EBITDA (TTM) | -$93.90M | $4.78B |
Key characteristics
AMBA | AMD | |
---|---|---|
Sharpe Ratio | 0.19 | 0.32 |
Sortino Ratio | 0.65 | 0.77 |
Omega Ratio | 1.08 | 1.10 |
Calmar Ratio | 0.11 | 0.40 |
Martin Ratio | 0.51 | 0.71 |
Ulcer Index | 17.93% | 21.92% |
Daily Std Dev | 48.60% | 48.47% |
Max Drawdown | -81.65% | -96.57% |
Current Drawdown | -72.78% | -34.06% |
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Correlation
The correlation between AMBA and AMD is 0.41, 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
AMBA vs. AMD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ambarella, Inc. (AMBA) 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.
Dividends
AMBA vs. AMD - Dividend Comparison
Neither AMBA nor AMD has paid dividends to shareholders.
Drawdowns
AMBA vs. AMD - Drawdown Comparison
The maximum AMBA drawdown since its inception was -81.65%, smaller than the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for AMBA and AMD. For additional features, visit the drawdowns tool.
Volatility
AMBA vs. AMD - Volatility Comparison
The current volatility for Ambarella, Inc. (AMBA) is 12.54%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 14.95%. This indicates that AMBA 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.
Financials
AMBA vs. AMD - Financials Comparison
This section allows you to compare key financial metrics between Ambarella, 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.
Total Revenue: Total amount of money received from sales and other business activities