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AMD vs. NET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AMDNET
YTD Return21.83%15.96%
1Y Return89.92%70.95%
3Y Return (Ann)32.43%12.65%
Sharpe Ratio1.821.22
Daily Std Dev47.13%59.28%
Max Drawdown-96.57%-82.58%
Current Drawdown-15.04%-55.56%

Fundamentals


AMDNET
Market Cap$290.28B$32.61B
EPS$0.54-$0.55
PE Ratio332.6941.25
PEG Ratio0.732.35
Revenue (TTM)$22.68B$1.30B
Gross Profit (TTM)$12.05B$742.63M
EBITDA (TTM)$3.85B-$71.17M

Correlation

0.48
-1.001.00

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.


200.00%300.00%400.00%500.00%600.00%OctoberNovemberDecember2024FebruaryMarch
485.17%
436.39%
AMD
NET

Compare stocks, funds, or ETFs


Advanced Micro Devices, Inc.

Cloudflare, Inc.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AMD
Advanced Micro Devices, Inc.
1.82
NET
Cloudflare, Inc.
1.22

AMD vs. NET - Sharpe Ratio Comparison

The current AMD Sharpe Ratio is 1.82, which is higher than the NET Sharpe Ratio of 1.22. The chart below compares the 12-month rolling Sharpe Ratio of AMD and NET.


Rolling 12-month Sharpe Ratio0.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
1.82
1.22
AMD
NET

Dividends

AMD vs. NET - Dividend Comparison

Neither AMD nor NET has paid dividends to shareholders.


Tickers have no history of dividend payments

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


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-15.04%
-55.56%
AMD
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.


10.00%15.00%20.00%25.00%OctoberNovemberDecember2024FebruaryMarch
14.62%
10.33%
AMD
NET