AMD vs. IGV
AMD (Advanced Micro Devices, Inc.) is a stock, while IGV (iShares Expanded Tech-Software Sector ETF) is Technology Equities fund tracking the S&P North American Expanded Technology Software Index. Over the past 10 years, AMD returned 56.16%/yr vs 15.60%/yr for IGV. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
AMD vs. IGV - Performance Comparison
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Returns By Period
In the year-to-date period, AMD achieves a 135.14% return, which is significantly higher than IGV's -12.01% return. Over the past 10 years, AMD has outperformed IGV with an annualized return of 56.16%, while IGV has yielded a comparatively lower 15.60% annualized return.
AMD
- 1D
- 1.58%
- 1M
- -6.29%
- 6M
- 117.22%
- YTD
- 135.14%
- 1Y
- 220.77%
- 3Y*
- 65.57%
- 5Y*
- 41.30%
- 10Y*
- 56.16%
- ALL TIME*
- 9.74%
IGV
- 1D
- 0.19%
- 1M
- 4.37%
- 6M
- -5.40%
- YTD
- -12.01%
- 1Y
- -16.26%
- 3Y*
- 9.01%
- 5Y*
- 3.20%
- 10Y*
- 15.60%
- ALL TIME*
- 9.30%
AMD vs. IGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | 135.14% | 77.30% | -18.06% | 127.59% | -54.99% | 56.91% | 99.98% | 148.43% | 79.57% | -9.35% |
IGV iShares Expanded Tech-Software Sector ETF | -12.01% | 5.56% | 23.41% | 58.56% | -35.65% | 12.30% | 52.86% | 34.33% | 12.44% | 42.16% |
Correlation
The correlation between AMD and IGV is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.53 |
Over the past year, the correlation between AMD and IGV has dropped to 0.24 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
AMD vs. IGV — Risk / Return Rank
AMD
IGV
AMD vs. IGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) and iShares Expanded Tech-Software Sector ETF (IGV). 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 | IGV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.80 | ||
| Sortino ratioReturn per unit of downside risk | +4.15 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.92 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 8.01 | -0.45 | +8.45 |
| Martin ratioReturn relative to average drawdown | 16.22 | -0.86 | +17.09 |
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Drawdowns
AMD vs. IGV - Drawdown Comparison
The maximum AMD drawdown since its inception was -96.59%, which is greater than IGV's maximum drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for AMD and IGV.
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Drawdown Indicators
| AMD | IGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.59% | -63.45% | -33.14% |
Max Drawdown (1Y)Largest decline over 1 year | -27.76% | -36.61% | +8.85% |
Max Drawdown (3Y)Largest decline over 3 years | -63.00% | -36.61% | -26.39% |
Max Drawdown (5Y)Largest decline over 5 years | -65.45% | -45.85% | -19.60% |
Max Drawdown (10Y)Largest decline over 10 years | -65.45% | -45.85% | -19.60% |
Current DrawdownCurrent decline from peak | -13.31% | -21.05% | +7.74% |
Average DrawdownAverage peak-to-trough decline | -56.54% | -14.48% | -42.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.67% | 18.89% | -5.22% |
Volatility
AMD vs. IGV - Volatility Comparison
Advanced Micro Devices, Inc. (AMD) has a higher volatility of 20.56% compared to iShares Expanded Tech-Software Sector ETF (IGV) at 7.17%. This indicates that AMD's price experiences larger fluctuations and is considered to be riskier than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMD | IGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.56% | 7.17% | +13.39% |
Volatility (6M)Calculated over the trailing 6-month period | 53.32% | 25.18% | +28.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.96% | 28.69% | +40.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.46% | 28.08% | +28.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.02% | 26.41% | +30.61% |
Dividends
AMD vs. IGV - Dividend Comparison
AMD has not paid dividends to shareholders, while IGV's dividend yield for the trailing twelve months is around 0.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IGV iShares Expanded Tech-Software Sector ETF | 0.02% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.35% | 0.02% | 0.16% | 0.09% | 0.82% | 0.22% |
Frequently Asked Questions
AMD and IGV have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMD has higher volatility (20.56%) compared to IGV (7.17%). In terms of maximum drawdown, AMD dropped -96.59% vs IGV's -63.45%.
AMD currently has the higher Sharpe Ratio (3.23 vs -0.57), 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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