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AMD vs. MU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMD and MU is 0.46, 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.


-0.50.00.51.00.5

Performance

AMD vs. MU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advanced Micro Devices, Inc. (AMD) and Micron Technology, Inc. (MU). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-19.84%
-37.16%
AMD
MU

Key characteristics

Sharpe Ratio

AMD:

-0.20

MU:

0.07

Sortino Ratio

AMD:

0.04

MU:

0.47

Omega Ratio

AMD:

1.01

MU:

1.06

Calmar Ratio

AMD:

-0.22

MU:

0.08

Martin Ratio

AMD:

-0.38

MU:

0.16

Ulcer Index

AMD:

24.77%

MU:

23.68%

Daily Std Dev

AMD:

47.96%

MU:

51.46%

Max Drawdown

AMD:

-96.57%

MU:

-98.25%

Current Drawdown

AMD:

-40.25%

MU:

-41.70%

Fundamentals

Market Cap

AMD:

$202.88B

MU:

$120.98B

EPS

AMD:

$1.13

MU:

$0.70

PE Ratio

AMD:

110.64

MU:

155.14

PEG Ratio

AMD:

0.33

MU:

0.17

Total Revenue (TTM)

AMD:

$24.30B

MU:

$20.39B

Gross Profit (TTM)

AMD:

$12.43B

MU:

$5.65B

EBITDA (TTM)

AMD:

$4.78B

MU:

$8.69B

Returns By Period

In the year-to-date period, AMD achieves a -14.33% return, which is significantly lower than MU's 4.93% return. Over the past 10 years, AMD has outperformed MU with an annualized return of 47.28%, while MU has yielded a comparatively lower 10.06% annualized return.


AMD

YTD

-14.33%

1M

-8.72%

6M

-21.19%

1Y

-9.53%

5Y*

22.11%

10Y*

47.28%

MU

YTD

4.93%

1M

-13.02%

6M

-36.61%

1Y

3.67%

5Y*

10.60%

10Y*

10.06%

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Risk-Adjusted Performance

AMD vs. MU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) and Micron Technology, Inc. (MU). 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
The chart of Sharpe ratio for AMD, currently valued at -0.20, compared to the broader market-4.00-2.000.002.00-0.200.07
The chart of Sortino ratio for AMD, currently valued at 0.04, compared to the broader market-4.00-2.000.002.004.000.040.47
The chart of Omega ratio for AMD, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.06
The chart of Calmar ratio for AMD, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.220.08
The chart of Martin ratio for AMD, currently valued at -0.38, compared to the broader market0.0010.0020.00-0.380.16
AMD
MU

The current AMD Sharpe Ratio is -0.20, which is lower than the MU Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of AMD and MU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.20
0.07
AMD
MU

Dividends

AMD vs. MU - Dividend Comparison

AMD has not paid dividends to shareholders, while MU's dividend yield for the trailing twelve months is around 0.52%.


TTM202320222021
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%0.00%
MU
Micron Technology, Inc.
0.52%0.54%0.89%0.21%

Drawdowns

AMD vs. MU - Drawdown Comparison

The maximum AMD drawdown since its inception was -96.57%, roughly equal to the maximum MU drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for AMD and MU. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-40.25%
-41.70%
AMD
MU

Volatility

AMD vs. MU - Volatility Comparison

The current volatility for Advanced Micro Devices, Inc. (AMD) is 11.03%, while Micron Technology, Inc. (MU) has a volatility of 22.40%. This indicates that AMD experiences smaller price fluctuations and is considered to be less risky than MU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.03%
22.40%
AMD
MU

Financials

AMD vs. MU - Financials Comparison

This section allows you to compare key financial metrics between Advanced Micro Devices, Inc. and Micron Technology, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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