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AMD vs. IAEX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AMD vs. IAEX.L

Last updated Jun 16, 2026

AMD (Advanced Micro Devices, Inc.) is a stock, while IAEX.L (iShares AEX UCITS ETF EUR (Dist)) is Europe Equities fund tracking the Euronext AEX All Share TR EUR. Over the past 10 years, AMD returned 59.12%/yr vs 12.64%/yr for IAEX.L. At a 0.32 correlation, their price movements are largely independent.

Performance

AMD vs. IAEX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advanced Micro Devices, Inc. (AMD) and iShares AEX UCITS ETF EUR (Dist) (IAEX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AMD is traded in USD, while IAEX.L is traded in GBp. To make them comparable, the IAEX.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AMD achieves a 155.54% return, which is significantly higher than IAEX.L's 13.35% return. Over the past 10 years, AMD has outperformed IAEX.L with an annualized return of 59.12%, while IAEX.L has yielded a comparatively lower 12.64% annualized return.

AMD

1D
6.98%
1M
29.04%
YTD
155.54%
6M
163.64%
1Y
371.13%
3Y*
65.80%
5Y*
46.86%
10Y*
59.12%

IAEX.L

1D
-0.23%
1M
6.52%
YTD
13.35%
6M
13.52%
1Y
19.75%
3Y*
16.34%
5Y*
9.51%
10Y*
12.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMD vs. IAEX.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
AMD
Advanced Micro Devices, Inc.		155.54%77.30%-18.06%127.59%-54.99%56.91%99.98%148.43%79.57%-9.35%
IAEX.L
iShares AEX UCITS ETF EUR (Dist)		13.35%24.91%6.79%20.13%-16.30%19.90%14.37%26.54%-12.97%32.32%

Correlation

The correlation between AMD and IAEX.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.32

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Advanced Micro Devices, Inc.

iShares AEX UCITS ETF EUR (Dist)

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Return for Risk

AMD vs. IAEX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AMD
AMD Risk / Return Rank: 9898
Overall Rank
AMD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMD Sortino Ratio Rank: 9898
Sortino Ratio Rank
AMD Omega Ratio Rank: 9797
Omega Ratio Rank
AMD Calmar Ratio Rank: 9999
Calmar Ratio Rank
AMD Martin Ratio Rank: 9898
Martin Ratio Rank
IAEX.L
IAEX.L Risk / Return Rank: 5252
Overall Rank
IAEX.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IAEX.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
IAEX.L Omega Ratio Rank: 4949
Omega Ratio Rank
IAEX.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
IAEX.L Martin Ratio Rank: 5050
Martin Ratio Rank
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 vs. IAEX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) and iShares AEX UCITS ETF EUR (Dist) (IAEX.L). 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.

AMDIAEX.LDifference
Sharpe ratioReturn per unit of total volatility
5.59
1.35

+4.24

Sortino ratioReturn per unit of downside risk
4.79
1.97

+2.82

Omega ratioGain probability vs. loss probability

1.64

1.23

+0.40

Calmar ratioReturn relative to maximum drawdown

13.47

2.09

+11.38

Martin ratioReturn relative to average drawdown

27.69

6.48

+21.21

AMD vs. IAEX.L - Sharpe Ratio Comparison

The current AMD Sharpe Ratio is 5.59, which is higher than the IAEX.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of AMD and IAEX.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

AMD vs. IAEX.L - Drawdown Comparison

The maximum AMD drawdown since its inception was -96.59%, which is greater than IAEX.L's maximum drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for AMD and IAEX.L.

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Drawdown Indicators

AMDIAEX.LDifference

Max Drawdown

Largest peak-to-trough decline

-96.59%

-74.16%

-22.43%

Max Drawdown (1Y)

Largest decline over 1 year

-27.76%

-9.40%

-18.36%

Max Drawdown (3Y)

Largest decline over 3 years

-63.00%

-14.34%

-48.66%

Max Drawdown (5Y)

Largest decline over 5 years

-65.45%

-34.46%

-30.99%

Max Drawdown (10Y)

Largest decline over 10 years

-65.45%

-36.46%

-28.99%

Current Drawdown

Current decline from peak

0.00%

-0.23%

+0.23%

Average Drawdown

Average peak-to-trough decline

-56.64%

-27.24%

-29.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.48%

3.03%

+10.45%

Volatility

AMD vs. IAEX.L - Volatility Comparison

Advanced Micro Devices, Inc. (AMD) has a higher volatility of 23.51% compared to iShares AEX UCITS ETF EUR (Dist) (IAEX.L) at 3.74%. This indicates that AMD's price experiences larger fluctuations and is considered to be riskier than IAEX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AMDIAEX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.51%

3.74%

+19.77%

Volatility (6M)

Calculated over the trailing 6-month period

50.48%

11.96%

+38.52%

Volatility (1Y)

Calculated over the trailing 1-year period

67.06%

14.61%

+52.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.82%

18.45%

+37.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.01%

18.44%

+38.57%

Dividends

AMD vs. IAEX.L - Dividend Comparison

AMD has not paid dividends to shareholders, while IAEX.L's dividend yield for the trailing twelve months is around 0.96%.

PositionTTM20252024202320222021202020192018201720162015
AMD
Advanced Micro Devices, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IAEX.L
iShares AEX UCITS ETF EUR (Dist)		0.96%2.03%2.16%2.09%2.20%1.57%1.41%2.89%3.11%2.70%2.73%2.85%

Frequently Asked Questions

AMD and IAEX.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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