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AMD vs. TSM
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

AMD vs. TSM - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%OctoberNovemberDecember2025FebruaryMarch
531.05%
5,522.92%
AMD
TSM

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Risk-Adjusted Performance

AMD vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) and undefined (undefined). 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 -1.21, compared to the broader market-3.00-2.00-1.000.001.002.003.00-1.210.51
The chart of Sortino ratio for AMD, currently valued at -1.88, compared to the broader market-4.00-2.000.002.004.00-1.880.97
The chart of Omega ratio for AMD, currently valued at 0.77, compared to the broader market0.501.001.502.000.771.12
The chart of Calmar ratio for AMD, currently valued at -1.00, compared to the broader market0.001.002.003.004.005.00-1.000.93
The chart of Martin ratio for AMD, currently valued at -1.69, compared to the broader market0.005.0010.0015.0020.00-1.692.54
AMD
TSM


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2025FebruaryMarch
-1.21
0.51
AMD
TSM

Drawdowns

AMD vs. TSM - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-54.29%
-24.03%
AMD
TSM

Volatility

AMD vs. TSM - Volatility Comparison

The current volatility for Advanced Micro Devices, Inc. (AMD) is 10.21%, while undefined (TSM) has a volatility of 12.21%. This indicates that AMD experiences smaller price fluctuations and is considered to be less risky than TSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%OctoberNovemberDecember2025FebruaryMarch
10.21%
12.21%
AMD
TSM
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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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