AMD vs. SGOV
AMD (Advanced Micro Devices, Inc.) is a stock, while SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Over the past 5 years, AMD returned 45.02%/yr vs 3.54%/yr for SGOV. At a correlation of -0.01, they often move in opposite directions.
Performance
AMD vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, AMD achieves a 144.30% return, which is significantly higher than SGOV's 1.52% return.
AMD
- 1D
- -3.56%
- 1M
- 47.27%
- YTD
- 144.30%
- 6M
- 142.24%
- 1Y
- 341.22%
- 3Y*
- 64.32%
- 5Y*
- 45.02%
- 10Y*
- 61.00%
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.52%
- 6M
- 1.79%
- 1Y
- 3.95%
- 3Y*
- 4.72%
- 5Y*
- 3.54%
- 10Y*
- —
AMD vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | 144.30% | 77.30% | -18.06% | 127.59% | -54.99% | 56.91% | 77.25% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.52% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
Correlation
The correlation between AMD and SGOV is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since May 29, 2020 | -0.01 |
The correlation between AMD and SGOV shifts across timeframes, from -0.15 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AMD vs. SGOV — Risk / Return Rank
AMD
SGOV
AMD vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.
| AMD | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -14.98 | ||
| Sortino ratioReturn per unit of downside risk | -270.88 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 195.55 | -193.92 |
| Calmar ratioReturn relative to maximum drawdown | 12.39 | 398.20 | -385.81 |
| Martin ratioReturn relative to average drawdown | 25.68 | 4,462.00 | -4,436.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMD | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.29 | 20.28 | -14.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 14.74 | -13.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 12.49 | -12.32 |
Drawdowns
AMD vs. SGOV - Drawdown Comparison
The maximum AMD drawdown since its inception was -96.59%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for AMD and SGOV.
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Drawdown Indicators
| AMD | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.59% | -0.03% | -96.56% |
Max Drawdown (1Y)Largest decline over 1 year | -27.76% | -0.01% | -27.75% |
Max Drawdown (3Y)Largest decline over 3 years | -63.00% | -0.01% | -62.99% |
Max Drawdown (5Y)Largest decline over 5 years | -65.45% | -0.03% | -65.42% |
Max Drawdown (10Y)Largest decline over 10 years | -65.45% | — | — |
Current DrawdownCurrent decline from peak | -3.56% | 0.00% | -3.56% |
Average DrawdownAverage peak-to-trough decline | -56.68% | -0.00% | -56.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.37% | 0.00% | +13.37% |
Volatility
AMD vs. SGOV - Volatility Comparison
Advanced Micro Devices, Inc. (AMD) has a higher volatility of 24.72% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that AMD's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMD | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.72% | 0.05% | +24.67% |
Volatility (6M)Calculated over the trailing 6-month period | 47.28% | 0.13% | +47.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.95% | 0.20% | +64.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.27% | 0.24% | +55.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.83% | 0.24% | +56.59% |
Dividends
AMD vs. SGOV - Dividend Comparison
AMD has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 3.86%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.86% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
AMD and SGOV have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMD has higher volatility (24.72%) compared to SGOV (0.05%). In terms of maximum drawdown, AMD dropped -96.59% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.28 vs 5.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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