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

Performance

AMBA vs. AMD - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
16.09%
-15.79%
AMBA
AMD

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

YTD

-3.69%

1M

1.32%

6M

19.28%

1Y

5.94%

5Y (annualized)

1.63%

10Y (annualized)

1.75%

AMD

YTD

-5.44%

1M

-10.63%

6M

-15.35%

1Y

14.70%

5Y (annualized)

28.78%

10Y (annualized)

48.11%

Fundamentals


AMBAAMD
Market Cap$2.37B$225.46B
EPS-$4.37$1.13
PEG Ratio4.970.35
Total Revenue (TTM)$169.81M$24.30B
Gross Profit (TTM)$102.97M$12.43B
EBITDA (TTM)-$93.90M$4.78B

Key characteristics


AMBAAMD
Sharpe Ratio0.190.32
Sortino Ratio0.650.77
Omega Ratio1.081.10
Calmar Ratio0.110.40
Martin Ratio0.510.71
Ulcer Index17.93%21.92%
Daily Std Dev48.60%48.47%
Max Drawdown-81.65%-96.57%
Current Drawdown-72.78%-34.06%

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Correlation

-0.50.00.51.00.4

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.


Sharpe ratio
The chart of Sharpe ratio for AMBA, currently valued at 0.19, compared to the broader market-4.00-2.000.002.004.000.190.32
The chart of Sortino ratio for AMBA, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.000.650.77
The chart of Omega ratio for AMBA, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.10
The chart of Calmar ratio for AMBA, currently valued at 0.11, compared to the broader market0.002.004.006.000.110.40
The chart of Martin ratio for AMBA, currently valued at 0.51, compared to the broader market-10.000.0010.0020.0030.000.510.71
AMBA
AMD

The current AMBA Sharpe Ratio is 0.19, which is lower than the AMD Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of AMBA 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
0.19
0.32
AMBA
AMD

Dividends

AMBA vs. AMD - Dividend Comparison

Neither AMBA nor AMD has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-80.00%-60.00%-40.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-72.78%
-34.06%
AMBA
AMD

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.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.54%
14.95%
AMBA
AMD

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items