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AMD.NEO vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AMD.NEO vs. VOO

Last updated Jun 4, 2026

AMD.NEO (Advanced Micro Devices Inc CDR) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 3 years, AMD.NEO returned 62.65%/yr vs 23.99%/yr for VOO. A 0.59 correlation means they provide meaningful diversification when combined.

Performance

AMD.NEO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Advanced Micro Devices Inc CDR (AMD.NEO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AMD.NEO is traded in CAD, while VOO is traded in USD. To make them comparable, the VOO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AMD.NEO achieves a 150.04% return, which is significantly higher than VOO's 12.66% return.

AMD.NEO

1D
4.03%
1M
58.50%
YTD
150.04%
6M
145.49%
1Y
349.34%
3Y*
62.65%
5Y*
—
10Y*
—

VOO

1D
0.00%
1M
7.45%
YTD
12.66%
6M
10.84%
1Y
30.08%
3Y*
23.99%
5Y*
17.22%
10Y*
16.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMD.NEO vs. VOO - Yearly Performance Comparison

2026 (YTD)20252024202320222021
AMD.NEO
Advanced Micro Devices Inc CDR		150.04%72.02%-19.50%124.09%-56.42%-4.49%
VOO
Vanguard S&P 500 ETF		12.32%12.42%35.71%23.54%-12.34%4.35%

Correlation

The correlation between AMD.NEO and VOO is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.45

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

0.54

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2021

0.59

The correlation between AMD.NEO and VOO shifts across timeframes, from 0.45 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

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Advanced Micro Devices Inc CDR

Vanguard S&P 500 ETF

Often compared with AMD.NEO:
AMD.NEO vs. AMD.TOAMD.NEO vs. AMD
Often compared with VOO:
VOO vs. VTIVOO vs. QQQVOO vs. SCHDVOO vs. VTVOO vs. SPYVOO vs. FXAIXVOO vs. IVV

Return for Risk

AMD.NEO vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AMD.NEO
AMD.NEO Risk / Return Rank: 9797
Overall Rank
AMD.NEO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMD.NEO Sortino Ratio Rank: 9797
Sortino Ratio Rank
AMD.NEO Omega Ratio Rank: 9696
Omega Ratio Rank
AMD.NEO Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMD.NEO Martin Ratio Rank: 9797
Martin Ratio Rank
VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VOO Omega Ratio Rank: 7070
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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.NEO vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices Inc CDR (AMD.NEO) and Vanguard S&P 500 ETF (VOO). 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.NEOVOODifference
Sharpe ratioReturn per unit of total volatility
5.46
2.60

+2.86

Sortino ratioReturn per unit of downside risk
4.87
3.49

+1.39

Omega ratioGain probability vs. loss probability

1.65

1.50

+0.15

Calmar ratioReturn relative to maximum drawdown

12.38

3.51

+8.87

Martin ratioReturn relative to average drawdown

25.53

13.34

+12.18

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AMD.NEO vs. VOO - Sharpe Ratio Comparison

The current AMD.NEO Sharpe Ratio is 5.46, which is higher than the VOO Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of AMD.NEO and VOO, 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.NEOVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.46

2.60

+2.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

1.16

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.01

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.15

-0.62

Drawdowns

AMD.NEO vs. VOO - Drawdown Comparison

The maximum AMD.NEO drawdown since its inception was -63.98%, which is greater than VOO's maximum drawdown of -27.65%. Use the drawdown chart below to compare losses from any high point for AMD.NEO and VOO.

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Drawdown Indicators

AMD.NEOVOODifference

Max Drawdown

Largest peak-to-trough decline

-63.98%

-27.65%

-36.33%

Max Drawdown (1Y)

Largest decline over 1 year

-28.44%

-8.62%

-19.82%

Max Drawdown (3Y)

Largest decline over 3 years

-63.86%

-18.93%

-44.93%

Max Drawdown (5Y)

Largest decline over 5 years

—

-22.08%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.65%

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-30.93%

-3.24%

-27.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.76%

2.26%

+11.50%

Volatility

AMD.NEO vs. VOO - Volatility Comparison

Advanced Micro Devices Inc CDR (AMD.NEO) has a higher volatility of 23.75% compared to Vanguard S&P 500 ETF (VOO) at 2.60%. This indicates that AMD.NEO's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AMD.NEOVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

23.75%

2.60%

+21.15%

Volatility (6M)

Calculated over the trailing 6-month period

47.30%

8.79%

+38.51%

Volatility (1Y)

Calculated over the trailing 1-year period

64.54%

11.64%

+52.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.86%

14.91%

+40.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.86%

16.28%

+39.58%

Dividends

AMD.NEO vs. VOO - Dividend Comparison

AMD.NEO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.03%.

PositionTTM20252024202320222021202020192018201720162015
AMD.NEO
Advanced Micro Devices Inc CDR		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF		1.03%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions

AMD.NEO and VOO have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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