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

Correlation

The correlation between AMD and TXN is 0.50, 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.


-0.50.00.51.00.5

Performance

AMD vs. TXN - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-21.19%
-0.94%
AMD
TXN

Key characteristics

Sharpe Ratio

AMD:

-0.20

TXN:

0.63

Sortino Ratio

AMD:

0.04

TXN:

1.07

Omega Ratio

AMD:

1.01

TXN:

1.13

Calmar Ratio

AMD:

-0.22

TXN:

1.06

Martin Ratio

AMD:

-0.38

TXN:

3.06

Ulcer Index

AMD:

24.77%

TXN:

5.64%

Daily Std Dev

AMD:

47.96%

TXN:

27.33%

Max Drawdown

AMD:

-96.57%

TXN:

-85.81%

Current Drawdown

AMD:

-40.25%

TXN:

-13.69%

Fundamentals

Market Cap

AMD:

$202.88B

TXN:

$171.61B

EPS

AMD:

$1.13

TXN:

$5.38

PE Ratio

AMD:

110.64

TXN:

34.97

PEG Ratio

AMD:

0.33

TXN:

3.02

Total Revenue (TTM)

AMD:

$24.30B

TXN:

$15.71B

Gross Profit (TTM)

AMD:

$12.43B

TXN:

$9.21B

EBITDA (TTM)

AMD:

$4.78B

TXN:

$7.60B

Returns By Period

In the year-to-date period, AMD achieves a -14.33% return, which is significantly lower than TXN's 14.72% return. Over the past 10 years, AMD has outperformed TXN with an annualized return of 47.28%, while TXN has yielded a comparatively lower 16.39% annualized return.


AMD

YTD

-14.33%

1M

-8.72%

6M

-21.19%

1Y

-9.53%

5Y*

22.11%

10Y*

47.28%

TXN

YTD

14.72%

1M

-3.97%

6M

-0.66%

1Y

16.24%

5Y*

11.23%

10Y*

16.39%

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Risk-Adjusted Performance

AMD vs. TXN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) and Texas Instruments Incorporated (TXN). 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 -0.20, compared to the broader market-4.00-2.000.002.00-0.200.60
The chart of Sortino ratio for AMD, currently valued at 0.04, compared to the broader market-4.00-2.000.002.004.000.041.02
The chart of Omega ratio for AMD, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.12
The chart of Calmar ratio for AMD, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.221.00
The chart of Martin ratio for AMD, currently valued at -0.38, compared to the broader market0.0010.0020.00-0.382.85
AMD
TXN

The current AMD Sharpe Ratio is -0.20, which is lower than the TXN Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of AMD and TXN, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.20
0.60
AMD
TXN

Dividends

AMD vs. TXN - Dividend Comparison

AMD has not paid dividends to shareholders, while TXN's dividend yield for the trailing twelve months is around 2.77%.


TTM20232022202120202019201820172016201520142013
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%
TXN
Texas Instruments Incorporated
2.77%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%

Drawdowns

AMD vs. TXN - Drawdown Comparison

The maximum AMD drawdown since its inception was -96.57%, which is greater than TXN's maximum drawdown of -85.81%. Use the drawdown chart below to compare losses from any high point for AMD and TXN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-40.25%
-13.69%
AMD
TXN

Volatility

AMD vs. TXN - Volatility Comparison

Advanced Micro Devices, Inc. (AMD) has a higher volatility of 11.03% compared to Texas Instruments Incorporated (TXN) at 5.58%. This indicates that AMD's price experiences larger fluctuations and is considered to be riskier than TXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.03%
5.58%
AMD
TXN

Financials

AMD vs. TXN - Financials Comparison

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