AMD.TO vs. ENGH.TO

Last updated Jun 4, 2026

AMD.TO (Advanced Micro Devices CDR (CAD Hedged)) and ENGH.TO (Enghouse Systems Limited) are both stocks. Both are in the Technology sector — AMD.TO in Semiconductors, ENGH.TO in Software - Application. Over the past year, AMD.TO returned 349.34% vs -29.70% for ENGH.TO. At a 0.14 correlation, their price movements are largely independent.

Performance

AMD.TO vs. ENGH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Advanced Micro Devices CDR (CAD Hedged) (AMD.TO) and Enghouse Systems Limited (ENGH.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AMD.TO achieves a 150.04% return, which is significantly higher than ENGH.TO's -9.85% return.

AMD.TO

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

ENGH.TO

• 1D: -4.89%
• 1M: 2.05%
• YTD: -9.85%
• 6M: -9.00%
• 1Y: -29.70%
• 3Y*: -18.75%
• 5Y*: -17.00%
• 10Y*: -2.95%

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

AMD.TO vs. ENGH.TO - Yearly Performance Comparison

	2026 (YTD)	2025
AMD.TO Advanced Micro Devices CDR (CAD Hedged)	150.04%	86.42%
ENGH.TO Enghouse Systems Limited	-9.85%	-23.74%

Correlation

The correlation between AMD.TO and ENGH.TO is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.00
Correlation (All Time) Calculated using the full available price history since Feb 6, 2025	0.14

The correlation between AMD.TO and ENGH.TO shifts across timeframes, from -0.00 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

Return for Risk

AMD.TO vs. ENGH.TO — Risk / Return Rank

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

AMD.TO

AMD.TO Risk / Return Rank: 97
AMD.TO Sharpe Ratio Rank: 99
AMD.TO Sortino Ratio Rank: 97
AMD.TO Omega Ratio Rank: 96
AMD.TO Calmar Ratio Rank: 98
AMD.TO Martin Ratio Rank: 97

ENGH.TO

ENGH.TO Risk / Return Rank: 9
ENGH.TO Sharpe Ratio Rank: 4
ENGH.TO Sortino Ratio Rank: 8
ENGH.TO Omega Ratio Rank: 5
ENGH.TO Calmar Ratio Rank: 14
ENGH.TO Martin Ratio Rank: 14

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.TO vs. ENGH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices CDR (CAD Hedged) (AMD.TO) and Enghouse Systems Limited (ENGH.TO). 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.TO	ENGH.TO	Difference
Sharpe ratio: Return per unit of total volatility	5.47	-1.06	+6.53
Sortino ratio: Return per unit of downside risk	4.87	-1.27	+6.13
Omega ratio: Gain probability vs. loss probability	1.64	0.80	+0.85
Calmar ratio: Return relative to maximum drawdown	12.38	-0.73	+13.11
Martin ratio: Return relative to average drawdown	25.58	-1.20	+26.78
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.TO vs. ENGH.TO - Sharpe Ratio Comparison

The current AMD.TO Sharpe Ratio is 5.47, which is higher than the ENGH.TO Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of AMD.TO and ENGH.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AMD.TO	ENGH.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.47	-1.06	+6.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.52	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.09	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.44	0.19	+3.25

Drawdowns

AMD.TO vs. ENGH.TO - Drawdown Comparison

The maximum AMD.TO drawdown since its inception was -31.90%, smaller than the maximum ENGH.TO drawdown of -77.35%. Use the drawdown chart below to compare losses from any high point for AMD.TO and ENGH.TO.

Drawdown Indicators

	AMD.TO	ENGH.TO	Difference
Max Drawdown Largest peak-to-trough decline	-31.90%	-77.35%	+45.45%
Max Drawdown (1Y) Largest decline over 1 year	-28.44%	-40.62%	+12.18%
Max Drawdown (3Y) Largest decline over 3 years	—	-56.09%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-72.35%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-77.35%	—
Current Drawdown Current decline from peak	0.00%	-73.09%	+73.09%
Average Drawdown Average peak-to-trough decline	-10.39%	-29.42%	+19.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.74%	25.04%	-11.30%

Volatility

AMD.TO vs. ENGH.TO - Volatility Comparison

Advanced Micro Devices CDR (CAD Hedged) (AMD.TO) has a higher volatility of 23.75% compared to Enghouse Systems Limited (ENGH.TO) at 8.99%. This indicates that AMD.TO's price experiences larger fluctuations and is considered to be riskier than ENGH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMD.TO	ENGH.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.75%	8.99%	+14.76%
Volatility (6M) Calculated over the trailing 6-month period	46.88%	22.61%	+24.27%
Volatility (1Y) Calculated over the trailing 1-year period	64.38%	28.21%	+36.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.52%	32.97%	+31.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.52%	31.81%	+32.71%

Dividends

AMD.TO vs. ENGH.TO - Dividend Comparison

AMD.TO has not paid dividends to shareholders, while ENGH.TO's dividend yield for the trailing twelve months is around 6.83%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AMD.TO Advanced Micro Devices CDR (CAD Hedged)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ENGH.TO Enghouse Systems Limited	6.83%	5.70%	3.69%	2.41%	1.99%	4.37%	0.84%	0.87%	1.05%	1.01%	0.97%	0.62%

Financials

Frequently Asked Questions

Can I hold both AMD.TO and ENGH.TO in my portfolio?

AMD.TO and ENGH.TO have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.