AMD.NEO vs. VOO

Last updated Jul 21, 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 61.84%/yr vs 22.02%/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.

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 131.42% return, which is significantly higher than VOO's 12.04% return.

AMD.NEO

• 1D: 0.56%
• 1M: -6.39%
• 6M: 118.71%
• YTD: 131.42%
• 1Y: 211.51%
• 3Y*: 61.84%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 25.15%

VOO

• 1D: -0.27%
• 1M: -1.14%
• 6M: 8.92%
• YTD: 12.04%
• 1Y: 22.11%
• 3Y*: 22.02%
• 5Y*: 15.18%
• 10Y*: 15.78%
• ALL TIME*: 16.97%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AMD.NEO vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
AMD.NEO Advanced Micro Devices Inc CDR	131.42%	71.98%	-19.50%	124.09%	-56.42%	-9.64%
VOO Vanguard S&P 500 ETF	12.04%	12.44%	35.56%	23.32%	-12.99%	4.61%

Correlation

The correlation between AMD.NEO and VOO is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (All Time) Calculated using the full available price history since Dec 1, 2021	0.59

The correlation between AMD.NEO and VOO has been stable across timeframes, ranging from 0.54 to 0.59 - a consistent structural relationship.

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: 96
AMD.NEO Sharpe Ratio Rank: 97
AMD.NEO Sortino Ratio Rank: 94
AMD.NEO Omega Ratio Rank: 94
AMD.NEO Calmar Ratio Rank: 98
AMD.NEO Martin Ratio Rank: 95

VOO

VOO Risk / Return Rank: 64
VOO Sharpe Ratio Rank: 64
VOO Sortino Ratio Rank: 62
VOO Omega Ratio Rank: 63
VOO Calmar Ratio Rank: 59
VOO Martin Ratio Rank: 72

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AMD.NEO	VOO	Difference
Sharpe ratio: Return per unit of total volatility	3.10	1.72	+1.37
Sortino ratio: Return per unit of downside risk	3.35	2.43	+0.92
Omega ratio: Gain probability vs. loss probability	1.43	1.30	+0.13
Calmar ratio: Return relative to maximum drawdown	7.48	2.48	+5.00
Martin ratio: Return relative to average drawdown	15.11	9.23	+5.89

AMD.NEO vs. VOO - Sharpe Ratio Comparison

The current AMD.NEO Sharpe Ratio is 3.10, which is higher than the VOO Sharpe Ratio of 1.72. 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.

Drawdowns

AMD.NEO vs. VOO - Drawdown Comparison

The maximum AMD.NEO drawdown since its inception was -65.61%, which is greater than VOO's maximum drawdown of -27.99%. Use the drawdown chart below to compare losses from any high point for AMD.NEO and VOO.

Drawdown Indicators

	AMD.NEO	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-65.61%	-27.99%	-37.62%
Max Drawdown (1Y) Largest decline over 1 year	-28.46%	-8.94%	-19.52%
Max Drawdown (3Y) Largest decline over 3 years	-63.86%	-19.34%	-44.52%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.60%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-27.99%	—
Current Drawdown Current decline from peak	-13.59%	-2.67%	-10.92%
Average Drawdown Average peak-to-trough decline	-31.59%	-3.33%	-28.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.06%	2.40%	+11.66%

Volatility

AMD.NEO vs. VOO - Volatility Comparison

Advanced Micro Devices Inc CDR (AMD.NEO) has a higher volatility of 22.22% compared to Vanguard S&P 500 ETF (VOO) at 3.69%. 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.

Volatility by Period

	AMD.NEO	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.22%	3.69%	+18.53%
Volatility (6M) Calculated over the trailing 6-month period	53.60%	10.39%	+43.21%
Volatility (1Y) Calculated over the trailing 1-year period	68.87%	12.91%	+55.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.71%	17.81%	+38.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.71%	19.05%	+37.66%

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 1.08%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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	1.08%	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

Can I hold both AMD.NEO and VOO in my portfolio?

AMD.NEO and VOO have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.