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AMD.DE vs. SNPS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AMD.DE vs. SNPS - Performance Comparison

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

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Different Trading Currencies

AMD.DE is traded in EUR, while SNPS is traded in USD. To make them comparable, the SNPS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AMD.DE achieves a 144.65% return, which is significantly higher than SNPS's 0.91% return. Over the past 10 years, AMD.DE has outperformed SNPS with an annualized return of 61.13%, while SNPS has yielded a comparatively lower 24.13% annualized return.


AMD.DE

1D
-2.03%
1M
27.05%
YTD
144.65%
6M
141.40%
1Y
336.40%
3Y*
59.37%
5Y*
46.41%
10Y*
61.13%

SNPS

1D
-5.24%
1M
-6.03%
YTD
0.91%
6M
0.63%
1Y
-4.24%
3Y*
-0.94%
5Y*
13.91%
10Y*
24.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMD.DE vs. SNPS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMD.DE
Advanced Micro Devices Inc
144.65%54.15%-11.71%125.84%-54.09%76.39%79.14%168.26%75.13%-21.61%
SNPS
Synopsys, Inc.
0.91%-14.71%0.48%56.43%-7.98%52.78%70.88%68.98%3.47%27.02%

Correlation

The correlation between AMD.DE and SNPS is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.30

The correlation between AMD.DE and SNPS shifts across timeframes, from 0.23 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

AMD.DE vs. SNPS — Risk / Return Rank

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

AMD.DE
AMD.DE Risk / Return Rank: 9797
Overall Rank
AMD.DE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMD.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
AMD.DE Omega Ratio Rank: 9696
Omega Ratio Rank
AMD.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMD.DE Martin Ratio Rank: 9797
Martin Ratio Rank

SNPS
SNPS Risk / Return Rank: 3939
Overall Rank
SNPS Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SNPS Sortino Ratio Rank: 3838
Sortino Ratio Rank
SNPS Omega Ratio Rank: 4141
Omega Ratio Rank
SNPS Calmar Ratio Rank: 3939
Calmar Ratio Rank
SNPS Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMD.DE vs. SNPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices Inc (AMD.DE) and Synopsys, Inc. (SNPS). 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.


AMD.DESNPSDifference
Sharpe ratioReturn per unit of total volatility

+5.39

Sortino ratioReturn per unit of downside risk

+4.55

Omega ratioGain probability vs. loss probability

1.64

1.05

+0.59

Calmar ratioReturn relative to maximum drawdown

12.40

-0.10

+12.51

Martin ratioReturn relative to average drawdown

25.54

-0.16

+25.70

AMD.DE vs. SNPS - Sharpe Ratio Comparison

The current AMD.DE Sharpe Ratio is 5.31, which is higher than the SNPS Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of AMD.DE and SNPS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AMD.DESNPSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.31

-0.08

+5.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.34

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

0.69

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.57

-0.34

Drawdowns

AMD.DE vs. SNPS - Drawdown Comparison

The maximum AMD.DE drawdown since its inception was -97.19%, which is greater than SNPS's maximum drawdown of -42.76%. Use the drawdown chart below to compare losses from any high point for AMD.DE and SNPS.


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Drawdown Indicators


AMD.DESNPSDifference

Max Drawdown

Largest peak-to-trough decline

-97.19%

-42.76%

-54.43%

Max Drawdown (1Y)

Largest decline over 1 year

-27.05%

-41.60%

+14.55%

Max Drawdown (3Y)

Largest decline over 3 years

-61.93%

-42.76%

-19.17%

Max Drawdown (5Y)

Largest decline over 5 years

-61.93%

-42.76%

-19.17%

Max Drawdown (10Y)

Largest decline over 10 years

-61.93%

-42.76%

-19.17%

Current Drawdown

Current decline from peak

-2.03%

-30.13%

+28.10%

Average Drawdown

Average peak-to-trough decline

-64.61%

-10.84%

-53.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.16%

27.32%

-14.16%

Volatility

AMD.DE vs. SNPS - Volatility Comparison

Advanced Micro Devices Inc (AMD.DE) has a higher volatility of 17.88% compared to Synopsys, Inc. (SNPS) at 13.41%. This indicates that AMD.DE's price experiences larger fluctuations and is considered to be riskier than SNPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMD.DESNPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.88%

13.41%

+4.47%

Volatility (6M)

Calculated over the trailing 6-month period

44.11%

30.62%

+13.49%

Volatility (1Y)

Calculated over the trailing 1-year period

63.14%

56.67%

+6.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.28%

40.63%

+10.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.51%

35.26%

+17.25%

Dividends

AMD.DE vs. SNPS - Dividend Comparison

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


Tickers have no history of dividend payments

Financials

AMD.DE vs. SNPS - Financials Comparison

This section allows you to compare key financial metrics between Advanced Micro Devices Inc and Synopsys, 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, SNPS values in USD

Frequently Asked Questions


AMD.DE and SNPS have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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