AMD vs. MSTR
AMD (Advanced Micro Devices, Inc.) and MSTR (Strategy Inc) are both stocks. Both are in the Technology sector — AMD in Semiconductors, MSTR in Software - Application. Over the past 10 years, AMD returned 60.51%/yr vs 21.08%/yr for MSTR. At a 0.33 correlation, their price movements are largely independent.
Performance
AMD vs. MSTR - Performance Comparison
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Returns By Period
In the year-to-date period, AMD achieves a 128.95% return, which is significantly higher than MSTR's -16.29% return. Over the past 10 years, AMD has outperformed MSTR with an annualized return of 60.51%, while MSTR has yielded a comparatively lower 21.08% annualized return.
AMD
- 1D
- 5.14%
- 1M
- 7.72%
- YTD
- 128.95%
- 6M
- 121.76%
- 1Y
- 322.01%
- 3Y*
- 57.74%
- 5Y*
- 43.72%
- 10Y*
- 60.51%
MSTR
- 1D
- 5.61%
- 1M
- -32.19%
- YTD
- -16.29%
- 6M
- -30.75%
- 1Y
- -66.03%
- 3Y*
- 65.16%
- 5Y*
- 19.92%
- 10Y*
- 21.08%
AMD vs. MSTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | 128.95% | 77.30% | -18.06% | 127.59% | -54.99% | 56.91% | 99.98% | 148.43% | 79.57% | -9.35% |
MSTR Strategy Inc | -16.29% | -47.53% | 358.54% | 346.15% | -74.00% | 40.13% | 172.42% | 11.65% | -2.70% | -33.49% |
Correlation
The correlation between AMD and MSTR is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 1998 | 0.33 |
The correlation between AMD and MSTR shifts across timeframes, from 0.33 (all time) to 0.44 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
AMD:
$809.04B
MSTR:
$42.47B
AMD:
$3.05
MSTR:
-$40.19
AMD:
21.50
MSTR:
79.74
AMD:
12.55
MSTR:
1.16
AMD:
$37.45B
MSTR:
$490.47M
AMD:
$18.83B
MSTR:
$334.08M
AMD:
$7.17B
MSTR:
$466.93M
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Return for Risk
AMD vs. MSTR — Risk / Return Rank
AMD
MSTR
AMD vs. MSTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) and Strategy Inc (MSTR). 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.
| AMD | MSTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.85 | ||
| Sortino ratioReturn per unit of downside risk | +6.16 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 0.82 | +0.78 |
| Calmar ratioReturn relative to maximum drawdown | 11.69 | -0.86 | +12.55 |
| Martin ratioReturn relative to average drawdown | 24.15 | -1.27 | +25.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMD | MSTR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.91 | -0.94 | +5.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.22 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | 0.29 | +0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.12 | +0.04 |
Drawdowns
AMD vs. MSTR - Drawdown Comparison
The maximum AMD drawdown since its inception was -96.59%, roughly equal to the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for AMD and MSTR.
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Drawdown Indicators
| AMD | MSTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.59% | -99.86% | +3.27% |
Max Drawdown (1Y)Largest decline over 1 year | -27.76% | -76.53% | +48.77% |
Max Drawdown (3Y)Largest decline over 3 years | -63.00% | -77.42% | +14.42% |
Max Drawdown (5Y)Largest decline over 5 years | -65.45% | -84.11% | +18.66% |
Max Drawdown (10Y)Largest decline over 10 years | -65.45% | -89.27% | +23.82% |
Current DrawdownCurrent decline from peak | -9.62% | -73.15% | +63.53% |
Average DrawdownAverage peak-to-trough decline | -56.67% | -86.47% | +29.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.41% | 52.19% | -38.78% |
Volatility
AMD vs. MSTR - Volatility Comparison
Advanced Micro Devices, Inc. (AMD) has a higher volatility of 22.76% compared to Strategy Inc (MSTR) at 21.43%. This indicates that AMD's price experiences larger fluctuations and is considered to be riskier than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMD | MSTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.76% | 21.43% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 49.01% | 56.80% | -7.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.18% | 70.82% | -4.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.54% | 90.87% | -35.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.93% | 73.77% | -16.84% |
Dividends
AMD vs. MSTR - Dividend Comparison
Neither AMD nor MSTR has paid dividends to shareholders.
Financials
AMD vs. MSTR - Financials Comparison
This section allows you to compare key financial metrics between Advanced Micro Devices, Inc. and Strategy Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AMD and MSTR have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMD has higher volatility (22.76%) compared to MSTR (21.43%). In terms of maximum drawdown, AMD dropped -96.59% vs MSTR's -99.86%.
AMD currently has the higher Sharpe Ratio (4.91 vs -0.94), 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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