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

Correlation

The correlation between AMD.DE and AMD is 0.44, 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.


-0.50.00.51.00.4

Performance

AMD.DE vs. AMD - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%OctoberNovemberDecember2025FebruaryMarch
651.47%
628.05%
AMD.DE
AMD

Key characteristics

Sharpe Ratio

AMD.DE:

-1.26

AMD:

-1.16

Sortino Ratio

AMD.DE:

-2.00

AMD:

-1.76

Omega Ratio

AMD.DE:

0.77

AMD:

0.79

Calmar Ratio

AMD.DE:

-0.99

AMD:

-0.97

Martin Ratio

AMD.DE:

-1.70

AMD:

-1.64

Ulcer Index

AMD.DE:

30.75%

AMD:

31.67%

Daily Std Dev

AMD.DE:

41.54%

AMD:

44.63%

Max Drawdown

AMD.DE:

-97.19%

AMD:

-96.57%

Current Drawdown

AMD.DE:

-52.45%

AMD:

-53.24%

Fundamentals

Market Cap

AMD.DE:

€155.53B

AMD:

$160.18B

EPS

AMD.DE:

€0.94

AMD:

$1.00

PE Ratio

AMD.DE:

98.16

AMD:

98.85

PEG Ratio

AMD.DE:

0.39

AMD:

0.41

Total Revenue (TTM)

AMD.DE:

€25.79B

AMD:

$25.79B

Gross Profit (TTM)

AMD.DE:

€12.73B

AMD:

$13.19B

EBITDA (TTM)

AMD.DE:

€5.10B

AMD:

$4.44B

Returns By Period

In the year-to-date period, AMD.DE achieves a -22.75% return, which is significantly lower than AMD's -18.16% return. Both investments have delivered pretty close results over the past 10 years, with AMD.DE having a 42.16% annualized return and AMD not far ahead at 42.29%.


AMD.DE

YTD

-22.75%

1M

-18.70%

6M

-26.51%

1Y

-51.76%

5Y*

16.63%

10Y*

42.16%

AMD

YTD

-18.16%

1M

-17.28%

6M

-29.11%

1Y

-53.07%

5Y*

15.31%

10Y*

42.29%

*Annualized

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Risk-Adjusted Performance

AMD.DE vs. AMD — Risk-Adjusted Performance Rank

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

AMD.DE
The Risk-Adjusted Performance Rank of AMD.DE is 22
Overall Rank
The Sharpe Ratio Rank of AMD.DE is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of AMD.DE is 22
Sortino Ratio Rank
The Omega Ratio Rank of AMD.DE is 44
Omega Ratio Rank
The Calmar Ratio Rank of AMD.DE is 11
Calmar Ratio Rank
The Martin Ratio Rank of AMD.DE is 33
Martin Ratio Rank

AMD
The Risk-Adjusted Performance Rank of AMD is 33
Overall Rank
The Sharpe Ratio Rank of AMD is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of AMD is 44
Sortino Ratio Rank
The Omega Ratio Rank of AMD is 55
Omega Ratio Rank
The Calmar Ratio Rank of AMD is 11
Calmar Ratio Rank
The Martin Ratio Rank of AMD is 44
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.

AMD.DE vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices Inc (AMD.DE) 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 AMD.DE, currently valued at -1.03, compared to the broader market-3.00-2.00-1.000.001.002.003.00-1.03-1.00
The chart of Sortino ratio for AMD.DE, currently valued at -1.49, compared to the broader market-4.00-2.000.002.004.00-1.49-1.38
The chart of Omega ratio for AMD.DE, currently valued at 0.83, compared to the broader market0.501.001.502.000.830.83
The chart of Calmar ratio for AMD.DE, currently valued at -0.79, compared to the broader market0.001.002.003.004.005.00-0.79-0.81
The chart of Martin ratio for AMD.DE, currently valued at -1.77, compared to the broader market0.005.0010.0015.0020.00-1.77-1.83
AMD.DE
AMD

The current AMD.DE Sharpe Ratio is -1.26, which is comparable to the AMD Sharpe Ratio of -1.16. The chart below compares the historical Sharpe Ratios of AMD.DE 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-1.00-0.500.000.501.001.50OctoberNovemberDecember2025FebruaryMarch
-1.03
-1.00
AMD.DE
AMD

Dividends

AMD.DE vs. AMD - Dividend Comparison

Neither AMD.DE nor AMD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AMD.DE vs. AMD - Drawdown Comparison

The maximum AMD.DE drawdown since its inception was -97.19%, roughly equal to the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for AMD.DE and AMD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%OctoberNovemberDecember2025FebruaryMarch
-52.52%
-52.32%
AMD.DE
AMD

Volatility

AMD.DE vs. AMD - Volatility Comparison

The current volatility for Advanced Micro Devices Inc (AMD.DE) is 9.68%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 10.57%. This indicates that AMD.DE 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.


8.00%10.00%12.00%14.00%16.00%OctoberNovemberDecember2025FebruaryMarch
9.68%
10.57%
AMD.DE
AMD

Financials

AMD.DE vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between Advanced Micro Devices 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


Please note, different currencies. AMD.DE values in EUR, AMD values in USD
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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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