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AMD vs. ARM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.4

Performance

AMD vs. ARM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advanced Micro Devices, Inc. (AMD) and Arm Holdings plc American Depositary Shares (ARM). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-22.25%
-16.02%
AMD
ARM

Key characteristics

Sharpe Ratio

AMD:

-0.23

ARM:

0.89

Sortino Ratio

AMD:

-0.00

ARM:

1.85

Omega Ratio

AMD:

1.00

ARM:

1.24

Calmar Ratio

AMD:

-0.25

ARM:

1.84

Martin Ratio

AMD:

-0.44

ARM:

3.66

Ulcer Index

AMD:

24.64%

ARM:

21.34%

Daily Std Dev

AMD:

48.04%

ARM:

88.45%

Max Drawdown

AMD:

-96.57%

ARM:

-42.57%

Current Drawdown

AMD:

-41.05%

ARM:

-31.96%

Fundamentals

Market Cap

AMD:

$202.88B

ARM:

$152.40B

EPS

AMD:

$1.13

ARM:

$0.61

PE Ratio

AMD:

110.64

ARM:

237.70

PEG Ratio

AMD:

0.33

ARM:

1.38

Total Revenue (TTM)

AMD:

$24.30B

ARM:

$3.54B

Gross Profit (TTM)

AMD:

$12.43B

ARM:

$3.33B

EBITDA (TTM)

AMD:

$4.78B

ARM:

$581.00M

Returns By Period

In the year-to-date period, AMD achieves a -15.47% return, which is significantly lower than ARM's 68.83% return.


AMD

YTD

-15.47%

1M

-9.94%

6M

-22.25%

1Y

-10.74%

5Y*

21.83%

10Y*

47.10%

ARM

YTD

68.83%

1M

-6.71%

6M

-16.02%

1Y

75.50%

5Y*

N/A

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for AMD, currently valued at -0.23, compared to the broader market-4.00-2.000.002.00-0.230.89
The chart of Sortino ratio for AMD, currently valued at -0.00, compared to the broader market-4.00-2.000.002.004.00-0.001.85
The chart of Omega ratio for AMD, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.24
The chart of Calmar ratio for AMD, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.251.84
The chart of Martin ratio for AMD, currently valued at -0.44, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.443.66
AMD
ARM

The current AMD Sharpe Ratio is -0.23, which is lower than the ARM Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of AMD and ARM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
-0.23
0.89
AMD
ARM

Dividends

AMD vs. ARM - Dividend Comparison

Neither AMD nor ARM has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-41.05%
-31.96%
AMD
ARM

Volatility

AMD vs. ARM - Volatility Comparison

The current volatility for Advanced Micro Devices, Inc. (AMD) is 10.93%, while Arm Holdings plc American Depositary Shares (ARM) has a volatility of 13.06%. 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.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
10.93%
13.06%
AMD
ARM

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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