AMD vs. NET
Compare and contrast key facts about Advanced Micro Devices, Inc. (AMD) and Cloudflare, Inc. (NET).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMD or NET.
Key characteristics
AMD | NET | |
---|---|---|
YTD Return | 21.83% | 15.96% |
1Y Return | 89.92% | 70.95% |
3Y Return (Ann) | 32.43% | 12.65% |
Sharpe Ratio | 1.82 | 1.22 |
Daily Std Dev | 47.13% | 59.28% |
Max Drawdown | -96.57% | -82.58% |
Current Drawdown | -15.04% | -55.56% |
Fundamentals
AMD | NET | |
---|---|---|
Market Cap | $290.28B | $32.61B |
EPS | $0.54 | -$0.55 |
PE Ratio | 332.69 | 41.25 |
PEG Ratio | 0.73 | 2.35 |
Revenue (TTM) | $22.68B | $1.30B |
Gross Profit (TTM) | $12.05B | $742.63M |
EBITDA (TTM) | $3.85B | -$71.17M |
Correlation
The correlation between AMD and NET is 0.48, 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. NET - Performance Comparison
In the year-to-date period, AMD achieves a 21.83% return, which is significantly higher than NET's 15.96% 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. NET - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) and Cloudflare, Inc. (NET). 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. | 1.82 | ||||
Cloudflare, Inc. | 1.22 |
Dividends
AMD vs. NET - Dividend Comparison
Neither AMD nor NET has paid dividends to shareholders.
Drawdowns
AMD vs. NET - Drawdown Comparison
The maximum AMD drawdown since its inception was -96.57%, which is greater than NET's maximum drawdown of -82.58%. The drawdown chart below compares losses from any high point along the way for AMD and NET
Volatility
AMD vs. NET - Volatility Comparison
Advanced Micro Devices, Inc. (AMD) has a higher volatility of 14.62% compared to Cloudflare, Inc. (NET) at 10.33%. This indicates that AMD's price experiences larger fluctuations and is considered to be riskier than NET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.