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 60.93%/yr vs 15.87%/yr for IGV. A 0.54 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 138.87% return, which is significantly higher than IGV's -14.18% return. Over the past 10 years, AMD has outperformed IGV with an annualized return of 60.93%, while IGV has yielded a comparatively lower 15.87% annualized return.
AMD
- 1D
- 4.73%
- 1M
- 20.62%
- YTD
- 138.87%
- 6M
- 142.70%
- 1Y
- 340.40%
- 3Y*
- 60.16%
- 5Y*
- 44.46%
- 10Y*
- 60.93%
IGV
- 1D
- -0.24%
- 1M
- -1.18%
- YTD
- -14.18%
- 6M
- -16.00%
- 1Y
- -14.65%
- 3Y*
- 10.04%
- 5Y*
- 3.91%
- 10Y*
- 15.87%
AMD vs. IGV - 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% |
IGV iShares Expanded Tech-Software Sector ETF | -14.18% | 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 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
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 | 0.54 |
Over the past year, the correlation between AMD and IGV has dropped to 0.25 - well below their long-term average of 0.54, 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 | +5.56 | ||
| Sortino ratioReturn per unit of downside risk | +5.15 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 0.93 | +0.67 |
| Calmar ratioReturn relative to maximum drawdown | 12.04 | -0.42 | +12.46 |
| Martin ratioReturn relative to average drawdown | 24.74 | -0.87 | +25.61 |
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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 | -5.70% | -23.00% | +17.30% |
Average DrawdownAverage peak-to-trough decline | -56.65% | -14.45% | -42.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.48% | 17.55% | -4.07% |
Volatility
AMD vs. IGV - Volatility Comparison
Advanced Micro Devices, Inc. (AMD) has a higher volatility of 22.71% compared to iShares Expanded Tech-Software Sector ETF (IGV) at 12.57%. 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 | 22.71% | 12.57% | +10.14% |
Volatility (6M)Calculated over the trailing 6-month period | 50.12% | 24.80% | +25.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.74% | 28.06% | +38.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.71% | 27.92% | +27.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.99% | 26.39% | +30.60% |
Dividends
AMD vs. IGV - Dividend Comparison
Neither AMD nor IGV has paid dividends to shareholders.
| 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 | 0.00% | 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 0.25, 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 IGV (12.57%). In terms of maximum drawdown, AMD dropped -96.59% vs IGV's -63.45%.
AMD currently has the higher Sharpe Ratio (5.01 vs -0.55), 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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