AMD vs. ARM
Compare and contrast key facts about Advanced Micro Devices, Inc. (AMD) and Arm Holdings plc American Depositary Shares (ARM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMD or ARM.
Performance
AMD vs. ARM - Performance Comparison
Returns By Period
In the year-to-date period, AMD achieves a -6.73% return, which is significantly lower than ARM's 77.18% return.
AMD
-6.73%
-10.77%
-14.30%
12.23%
28.64%
47.57%
ARM
77.18%
-12.74%
18.32%
115.58%
N/A
N/A
Fundamentals
AMD | ARM | |
---|---|---|
Market Cap | $223.12B | $140.52B |
EPS | $1.13 | $0.60 |
PE Ratio | 121.67 | 222.83 |
PEG Ratio | 0.36 | 1.66 |
Total Revenue (TTM) | $24.30B | $3.54B |
Gross Profit (TTM) | $12.43B | $3.33B |
EBITDA (TTM) | $4.78B | $581.00M |
Key characteristics
AMD | ARM | |
---|---|---|
Sharpe Ratio | 0.32 | 1.43 |
Sortino Ratio | 0.77 | 2.35 |
Omega Ratio | 1.10 | 1.31 |
Calmar Ratio | 0.39 | 2.98 |
Martin Ratio | 0.69 | 6.34 |
Ulcer Index | 22.14% | 20.02% |
Daily Std Dev | 48.44% | 88.83% |
Max Drawdown | -96.57% | -42.57% |
Current Drawdown | -34.96% | -28.60% |
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Correlation
The correlation between AMD and ARM 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.
Risk-Adjusted Performance
AMD vs. ARM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) and Arm Holdings plc American Depositary Shares (ARM). 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.
Dividends
AMD vs. ARM - Dividend Comparison
Neither AMD nor ARM has paid dividends to shareholders.
Drawdowns
AMD vs. ARM - Drawdown Comparison
The maximum AMD drawdown since its inception was -96.57%, which is greater than ARM's maximum drawdown of -42.57%. Use the drawdown chart below to compare losses from any high point for AMD and ARM. For additional features, visit the drawdowns tool.
Volatility
AMD vs. ARM - Volatility Comparison
The current volatility for Advanced Micro Devices, Inc. (AMD) is 14.85%, while Arm Holdings plc American Depositary Shares (ARM) has a volatility of 15.89%. This indicates that AMD experiences smaller price fluctuations and is considered to be less risky than ARM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
AMD vs. ARM - Financials Comparison
This section allows you to compare key financial metrics between Advanced Micro Devices, Inc. and Arm Holdings plc American Depositary Shares. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities