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

Correlation

The correlation between AMD and QCOM is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

AMD vs. QCOM - Performance Comparison

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

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%NovemberDecember2025FebruaryMarchApril
1,110.37%
40,821.17%
AMD
QCOM

Key characteristics

Sharpe Ratio

AMD:

-0.79

QCOM:

-0.40

Sortino Ratio

AMD:

-1.06

QCOM:

-0.31

Omega Ratio

AMD:

0.87

QCOM:

0.96

Calmar Ratio

AMD:

-0.66

QCOM:

-0.39

Martin Ratio

AMD:

-1.55

QCOM:

-0.73

Ulcer Index

AMD:

26.84%

QCOM:

24.04%

Daily Std Dev

AMD:

53.03%

QCOM:

43.31%

Max Drawdown

AMD:

-96.57%

QCOM:

-86.75%

Current Drawdown

AMD:

-54.92%

QCOM:

-38.00%

Fundamentals

Market Cap

AMD:

$154.81B

QCOM:

$153.29B

EPS

AMD:

$1.00

QCOM:

$9.27

PE Ratio

AMD:

95.29

QCOM:

14.95

PEG Ratio

AMD:

0.38

QCOM:

1.38

PS Ratio

AMD:

6.00

QCOM:

3.77

PB Ratio

AMD:

2.67

QCOM:

5.73

Total Revenue (TTM)

AMD:

$20.31B

QCOM:

$31.31B

Gross Profit (TTM)

AMD:

$10.40B

QCOM:

$17.50B

EBITDA (TTM)

AMD:

$3.54B

QCOM:

$10.16B

Returns By Period

In the year-to-date period, AMD achieves a -21.11% return, which is significantly lower than QCOM's -9.29% return. Over the past 10 years, AMD has outperformed QCOM with an annualized return of 43.62%, while QCOM has yielded a comparatively lower 10.72% annualized return.


AMD

YTD

-21.11%

1M

-5.63%

6M

-39.17%

1Y

-40.56%

5Y*

10.88%

10Y*

43.62%

QCOM

YTD

-9.29%

1M

-11.48%

6M

-19.54%

1Y

-16.76%

5Y*

15.03%

10Y*

10.72%

*Annualized

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Risk-Adjusted Performance

AMD vs. QCOM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMD
The Risk-Adjusted Performance Rank of AMD is 1414
Overall Rank
The Sharpe Ratio Rank of AMD is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of AMD is 1515
Sortino Ratio Rank
The Omega Ratio Rank of AMD is 1717
Omega Ratio Rank
The Calmar Ratio Rank of AMD is 1414
Calmar Ratio Rank
The Martin Ratio Rank of AMD is 1111
Martin Ratio Rank

QCOM
The Risk-Adjusted Performance Rank of QCOM is 3434
Overall Rank
The Sharpe Ratio Rank of QCOM is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of QCOM is 3232
Sortino Ratio Rank
The Omega Ratio Rank of QCOM is 3333
Omega Ratio Rank
The Calmar Ratio Rank of QCOM is 3131
Calmar Ratio Rank
The Martin Ratio Rank of QCOM is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMD vs. QCOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) and QUALCOMM Incorporated (QCOM). 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 -0.79, compared to the broader market-2.00-1.000.001.002.003.00
AMD: -0.79
QCOM: -0.40
The chart of Sortino ratio for AMD, currently valued at -1.06, compared to the broader market-6.00-4.00-2.000.002.004.00
AMD: -1.06
QCOM: -0.31
The chart of Omega ratio for AMD, currently valued at 0.87, compared to the broader market0.501.001.502.00
AMD: 0.87
QCOM: 0.96
The chart of Calmar ratio for AMD, currently valued at -0.66, compared to the broader market0.001.002.003.004.00
AMD: -0.66
QCOM: -0.39
The chart of Martin ratio for AMD, currently valued at -1.55, compared to the broader market-5.000.005.0010.0015.0020.00
AMD: -1.55
QCOM: -0.73

The current AMD Sharpe Ratio is -0.79, which is lower than the QCOM Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of AMD and QCOM, 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 Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.79
-0.40
AMD
QCOM

Dividends

AMD vs. QCOM - Dividend Comparison

AMD has not paid dividends to shareholders, while QCOM's dividend yield for the trailing twelve months is around 2.45%.


TTM20242023202220212020201920182017201620152014
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QCOM
QUALCOMM Incorporated
2.45%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%

Drawdowns

AMD vs. QCOM - Drawdown Comparison

The maximum AMD drawdown since its inception was -96.57%, which is greater than QCOM's maximum drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for AMD and QCOM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-54.92%
-38.00%
AMD
QCOM

Volatility

AMD vs. QCOM - Volatility Comparison

Advanced Micro Devices, Inc. (AMD) has a higher volatility of 30.23% compared to QUALCOMM Incorporated (QCOM) at 22.18%. This indicates that AMD's price experiences larger fluctuations and is considered to be riskier than QCOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
30.23%
22.18%
AMD
QCOM

Financials

AMD vs. QCOM - Financials Comparison

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