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AMD vs. MRVL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AMDMRVL
YTD Return22.44%20.02%
1Y Return87.83%79.60%
3Y Return (Ann)32.81%16.02%
5Y Return (Ann)47.97%30.34%
10Y Return (Ann)46.42%18.05%
Sharpe Ratio1.931.40
Daily Std Dev47.07%54.35%
Max Drawdown-96.57%-91.59%
Current Drawdown-14.61%-20.14%

Fundamentals


AMDMRVL
Market Cap$290.28B$57.62B
EPS$0.54-$1.08
PE Ratio332.6914.92
PEG Ratio0.731.63
Revenue (TTM)$22.68B$5.51B
Gross Profit (TTM)$12.05B$3.03B
EBITDA (TTM)$3.85B$961.10M

Correlation

0.50
-1.001.00

The correlation between AMD and MRVL is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

AMD vs. MRVL - Performance Comparison

In the year-to-date period, AMD achieves a 22.44% return, which is significantly higher than MRVL's 20.02% return. Over the past 10 years, AMD has outperformed MRVL with an annualized return of 46.42%, while MRVL has yielded a comparatively lower 18.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%600.00%OctoberNovemberDecember2024FebruaryMarch
333.28%
495.87%
AMD
MRVL

Compare stocks, funds, or ETFs


Advanced Micro Devices, Inc.

Marvell Technology Group Ltd.

Risk-Adjusted Performance

AMD vs. MRVL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) and Marvell Technology Group Ltd. (MRVL). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AMD
Advanced Micro Devices, Inc.
1.93
MRVL
Marvell Technology Group Ltd.
1.47

AMD vs. MRVL - Sharpe Ratio Comparison

The current AMD Sharpe Ratio is 1.93, which is higher than the MRVL Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of AMD and MRVL.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50OctoberNovemberDecember2024FebruaryMarch
1.93
1.47
AMD
MRVL

Dividends

AMD vs. MRVL - Dividend Comparison

AMD has not paid dividends to shareholders, while MRVL's dividend yield for the trailing twelve months is around 0.33%.


TTM20232022202120202019201820172016201520142013
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%
MRVL
Marvell Technology Group Ltd.
0.33%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%1.67%

Drawdowns

AMD vs. MRVL - Drawdown Comparison

The maximum AMD drawdown since its inception was -96.57%, which is greater than MRVL's maximum drawdown of -91.59%. The drawdown chart below compares losses from any high point along the way for AMD and MRVL


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-14.61%
-20.14%
AMD
MRVL

Volatility

AMD vs. MRVL - Volatility Comparison

The current volatility for Advanced Micro Devices, Inc. (AMD) is 14.60%, while Marvell Technology Group Ltd. (MRVL) has a volatility of 20.39%. This indicates that AMD experiences smaller price fluctuations and is considered to be less risky than MRVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%OctoberNovemberDecember2024FebruaryMarch
14.60%
20.39%
AMD
MRVL