AMD vs. CPER
AMD (Advanced Micro Devices, Inc.) is a stock, while CPER (United States Copper Index Fund) is Metals fund tracking the SummerHaven Copper Index Total Return. Over the past 10 years, AMD returned 60.93%/yr vs 11.36%/yr for CPER. At a 0.19 correlation, their price movements are largely independent.
Performance
AMD vs. CPER - Performance Comparison
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Returns By Period
In the year-to-date period, AMD achieves a 138.87% return, which is significantly higher than CPER's 13.13% return. Over the past 10 years, AMD has outperformed CPER with an annualized return of 60.93%, while CPER has yielded a comparatively lower 11.36% annualized return.
AMD
- 1D
- 4.73%
- 1M
- 14.83%
- YTD
- 138.87%
- 6M
- 142.70%
- 1Y
- 331.70%
- 3Y*
- 60.16%
- 5Y*
- 44.46%
- 10Y*
- 60.93%
CPER
- 1D
- 1.57%
- 1M
- -1.79%
- YTD
- 13.13%
- 6M
- 20.47%
- 1Y
- 30.70%
- 3Y*
- 18.85%
- 5Y*
- 7.15%
- 10Y*
- 11.36%
AMD vs. CPER - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | 138.87% | 77.30% | -18.06% | 127.59% | -54.99% | 56.91% | 99.98% | 148.43% | 79.57% | -9.35% |
CPER United States Copper Index Fund | 13.13% | 38.95% | 4.23% | 4.55% | -15.14% | 25.21% | 23.90% | 6.66% | -21.91% | 28.80% |
Correlation
The correlation between AMD and CPER is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2011 | 0.19 |
The correlation between AMD and CPER shifts across timeframes, from 0.19 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AMD vs. CPER — Risk / Return Rank
AMD
CPER
AMD vs. CPER - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) and United States Copper Index Fund (CPER). 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 | CPER | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.13 | ||
| Sortino ratioReturn per unit of downside risk | +3.30 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.21 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 12.04 | 1.25 | +10.79 |
| Martin ratioReturn relative to average drawdown | 24.74 | 2.58 | +22.16 |
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Drawdowns
AMD vs. CPER - Drawdown Comparison
The maximum AMD drawdown since its inception was -96.59%, which is greater than CPER's maximum drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for AMD and CPER.
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Drawdown Indicators
| AMD | CPER | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.59% | -54.04% | -42.55% |
Max Drawdown (1Y)Largest decline over 1 year | -27.76% | -24.77% | -2.99% |
Max Drawdown (3Y)Largest decline over 3 years | -63.00% | -24.77% | -38.23% |
Max Drawdown (5Y)Largest decline over 5 years | -65.45% | -34.75% | -30.70% |
Max Drawdown (10Y)Largest decline over 10 years | -65.45% | -38.42% | -27.03% |
Current DrawdownCurrent decline from peak | -5.70% | -2.59% | -3.11% |
Average DrawdownAverage peak-to-trough decline | -56.65% | -25.36% | -31.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.48% | 11.95% | +1.53% |
Volatility
AMD vs. CPER - Volatility Comparison
Advanced Micro Devices, Inc. (AMD) has a higher volatility of 22.71% compared to United States Copper Index Fund (CPER) at 10.06%. This indicates that AMD's price experiences larger fluctuations and is considered to be riskier than CPER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMD | CPER | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.71% | 10.06% | +12.65% |
Volatility (6M)Calculated over the trailing 6-month period | 50.12% | 23.36% | +26.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.74% | 34.86% | +31.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.71% | 27.08% | +28.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.99% | 24.09% | +32.90% |
Dividends
AMD vs. CPER - Dividend Comparison
Neither AMD nor CPER has paid dividends to shareholders.
Frequently Asked Questions
AMD and CPER have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMD has higher volatility (22.71%) compared to CPER (10.06%). In terms of maximum drawdown, AMD dropped -96.59% vs CPER's -54.04%.
AMD currently has the higher Sharpe Ratio (5.01 vs 0.88), 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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