AMD vs. MRVL
Compare and contrast key facts about Advanced Micro Devices, Inc. (AMD) and Marvell Technology Group Ltd. (MRVL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMD or MRVL.
Key characteristics
AMD | MRVL | |
---|---|---|
YTD Return | 22.44% | 20.02% |
1Y Return | 87.83% | 79.60% |
3Y Return (Ann) | 32.81% | 16.02% |
5Y Return (Ann) | 47.97% | 30.34% |
10Y Return (Ann) | 46.42% | 18.05% |
Sharpe Ratio | 1.93 | 1.40 |
Daily Std Dev | 47.07% | 54.35% |
Max Drawdown | -96.57% | -91.59% |
Current Drawdown | -14.61% | -20.14% |
Fundamentals
AMD | MRVL | |
---|---|---|
Market Cap | $290.28B | $57.62B |
EPS | $0.54 | -$1.08 |
PE Ratio | 332.69 | 14.92 |
PEG Ratio | 0.73 | 1.63 |
Revenue (TTM) | $22.68B | $5.51B |
Gross Profit (TTM) | $12.05B | $3.03B |
EBITDA (TTM) | $3.85B | $961.10M |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Advanced Micro Devices, Inc. | 1.93 | ||||
Marvell Technology Group Ltd. | 1.47 |
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.