AMD vs. BTC-USD
AMD (Advanced Micro Devices, Inc.) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, AMD returned 60.51%/yr vs 59.68%/yr for BTC-USD. At a 0.10 correlation, their price movements are largely independent.
Performance
AMD vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, AMD achieves a 128.95% return, which is significantly higher than BTC-USD's -28.54% return. Both investments have delivered pretty close results over the past 10 years, with AMD having a 60.51% annualized return and BTC-USD not far behind at 59.68%.
AMD
- 1D
- 5.14%
- 1M
- 7.72%
- YTD
- 128.95%
- 6M
- 121.76%
- 1Y
- 322.01%
- 3Y*
- 57.74%
- 5Y*
- 43.72%
- 10Y*
- 60.51%
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
AMD vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | 128.95% | 77.30% | -18.06% | 127.59% | -54.99% | 56.91% | 99.98% | 148.43% | 79.57% | -9.35% |
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between AMD and BTC-USD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.10 |
Over the past year, AMD and BTC-USD have become more correlated (0.34) than their long-term average of 0.10, meaning their price movements have been converging.
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Return for Risk
AMD vs. BTC-USD — Risk / Return Rank
AMD
BTC-USD
AMD vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) and Bitcoin (BTC-USD). 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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.86 | ||
| Sortino ratioReturn per unit of downside risk | +5.86 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 0.86 | +0.74 |
| Calmar ratioReturn relative to maximum drawdown | 11.69 | -0.80 | +12.49 |
| Martin ratioReturn relative to average drawdown | 24.15 | -1.42 | +25.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMD | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.91 | -0.95 | +5.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.20 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | 0.87 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 1.13 | -0.97 |
Drawdowns
AMD vs. BTC-USD - Drawdown Comparison
The maximum AMD drawdown since its inception was -96.59%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for AMD and BTC-USD.
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Drawdown Indicators
| AMD | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.59% | -85.30% | -11.29% |
Max Drawdown (1Y)Largest decline over 1 year | -27.76% | -51.21% | +23.45% |
Max Drawdown (3Y)Largest decline over 3 years | -63.00% | -51.21% | -11.79% |
Max Drawdown (5Y)Largest decline over 5 years | -65.45% | -76.67% | +11.22% |
Max Drawdown (10Y)Largest decline over 10 years | -65.45% | -83.80% | +18.35% |
Current DrawdownCurrent decline from peak | -9.62% | -49.86% | +40.24% |
Average DrawdownAverage peak-to-trough decline | -56.67% | -42.32% | -14.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.41% | 34.46% | -21.05% |
Volatility
AMD vs. BTC-USD - Volatility Comparison
Advanced Micro Devices, Inc. (AMD) has a higher volatility of 22.76% compared to Bitcoin (BTC-USD) at 11.59%. This indicates that AMD's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMD | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.76% | 11.59% | +11.17% |
Volatility (6M)Calculated over the trailing 6-month period | 49.01% | 34.53% | +14.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.18% | 35.67% | +30.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.54% | 44.95% | +10.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.93% | 56.71% | +0.22% |
Frequently Asked Questions
AMD and BTC-USD have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMD has higher volatility (22.76%) compared to BTC-USD (11.59%). In terms of maximum drawdown, AMD dropped -96.59% vs BTC-USD's -85.30%.
AMD currently has the higher Sharpe Ratio (4.91 vs -0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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