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

Correlation

The correlation between AMD and VOO is 0.52, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advanced Micro Devices, Inc. (AMD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-20.98%
10.56%
AMD
VOO

Key characteristics

Sharpe Ratio

AMD:

-0.79

VOO:

1.99

Sortino Ratio

AMD:

-0.99

VOO:

2.65

Omega Ratio

AMD:

0.88

VOO:

1.36

Calmar Ratio

AMD:

-0.80

VOO:

3.03

Martin Ratio

AMD:

-1.33

VOO:

12.71

Ulcer Index

AMD:

27.63%

VOO:

2.01%

Daily Std Dev

AMD:

46.67%

VOO:

12.90%

Max Drawdown

AMD:

-96.57%

VOO:

-33.99%

Current Drawdown

AMD:

-45.99%

VOO:

-0.86%

Returns By Period

In the year-to-date period, AMD achieves a -5.48% return, which is significantly lower than VOO's 3.16% return. Over the past 10 years, AMD has outperformed VOO with an annualized return of 46.29%, while VOO has yielded a comparatively lower 13.80% annualized return.


AMD

YTD

-5.48%

1M

-8.80%

6M

-17.53%

1Y

-35.80%

5Y*

18.62%

10Y*

46.29%

VOO

YTD

3.16%

1M

1.60%

6M

12.30%

1Y

24.73%

5Y*

14.88%

10Y*

13.80%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AMD vs. VOO — 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 99
Overall Rank
The Sharpe Ratio Rank of AMD is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of AMD is 1010
Sortino Ratio Rank
The Omega Ratio Rank of AMD is 1212
Omega Ratio Rank
The Calmar Ratio Rank of AMD is 55
Calmar Ratio Rank
The Martin Ratio Rank of AMD is 1010
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) and Vanguard S&P 500 ETF (VOO). 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-2.000.002.00-0.791.99
The chart of Sortino ratio for AMD, currently valued at -0.99, compared to the broader market-4.00-2.000.002.004.00-0.992.65
The chart of Omega ratio for AMD, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.36
The chart of Calmar ratio for AMD, currently valued at -0.80, compared to the broader market0.002.004.006.00-0.803.03
The chart of Martin ratio for AMD, currently valued at -1.33, compared to the broader market-20.00-10.000.0010.0020.00-1.3312.71
AMD
VOO

The current AMD Sharpe Ratio is -0.79, which is lower than the VOO Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of AMD and VOO, 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.79
1.99
AMD
VOO

Dividends

AMD vs. VOO - Dividend Comparison

AMD has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.21%.


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%
VOO
Vanguard S&P 500 ETF
1.21%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

AMD vs. VOO - Drawdown Comparison

The maximum AMD drawdown since its inception was -96.57%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AMD and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-45.99%
-0.86%
AMD
VOO

Volatility

AMD vs. VOO - Volatility Comparison

Advanced Micro Devices, Inc. (AMD) has a higher volatility of 12.21% compared to Vanguard S&P 500 ETF (VOO) at 4.18%. This indicates that AMD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
12.21%
4.18%
AMD
VOO
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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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