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

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-16.84%
-20.58%
AMD
MU

Returns By Period

In the year-to-date period, AMD achieves a -6.15% return, which is significantly lower than MU's 20.63% return. Over the past 10 years, AMD has outperformed MU with an annualized return of 47.66%, while MU has yielded a comparatively lower 11.67% annualized return.


AMD

YTD

-6.15%

1M

-9.52%

6M

-16.84%

1Y

12.93%

5Y (annualized)

28.77%

10Y (annualized)

47.66%

MU

YTD

20.63%

1M

-2.29%

6M

-20.58%

1Y

33.70%

5Y (annualized)

17.98%

10Y (annualized)

11.67%

Fundamentals


AMDMU
Market Cap$223.12B$109.07B
EPS$1.13$0.70
PE Ratio121.67140.53
PEG Ratio0.360.16
Total Revenue (TTM)$24.30B$25.11B
Gross Profit (TTM)$12.43B$5.61B
EBITDA (TTM)$4.78B$9.48B

Key characteristics


AMDMU
Sharpe Ratio0.270.70
Sortino Ratio0.711.31
Omega Ratio1.091.16
Calmar Ratio0.330.77
Martin Ratio0.581.58
Ulcer Index22.24%21.39%
Daily Std Dev48.37%48.39%
Max Drawdown-96.57%-98.25%
Current Drawdown-34.55%-32.98%

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Correlation

-0.50.00.51.00.5

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.

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 0.27, compared to the broader market-4.00-2.000.002.004.000.270.70
The chart of Sortino ratio for AMD, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.711.31
The chart of Omega ratio for AMD, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.16
The chart of Calmar ratio for AMD, currently valued at 0.33, compared to the broader market0.002.004.006.000.330.77
The chart of Martin ratio for AMD, currently valued at 0.58, compared to the broader market0.0010.0020.0030.000.581.58
AMD
MU

The current AMD Sharpe Ratio is 0.27, which is lower than the MU Sharpe Ratio of 0.70. 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.27
0.70
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 0.45%.


TTM202320222021
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%0.00%
MU
Micron Technology, Inc.
0.45%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%0.00%JuneJulyAugustSeptemberOctoberNovember
-34.55%
-32.98%
AMD
MU

Volatility

AMD vs. MU - Volatility Comparison

Advanced Micro Devices, Inc. (AMD) has a higher volatility of 14.87% compared to Micron Technology, Inc. (MU) at 13.27%. This indicates that AMD's price experiences larger fluctuations and is considered to be riskier than MU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%12.00%14.00%16.00%18.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.87%
13.27%
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