AMD vs. VOOG

Last updated Jun 13, 2026

AMD (Advanced Micro Devices, Inc.) is a stock, while VOOG (Vanguard S&P 500 Growth ETF) is S&P 500 fund tracking the S&P 500 Growth Index. Over the past 10 years, AMD returned 60.93%/yr vs 17.86%/yr for VOOG. A 0.55 correlation means they provide meaningful diversification when combined.

Performance

AMD vs. VOOG - 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 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AMD achieves a 138.87% return, which is significantly higher than VOOG's 9.67% return. Over the past 10 years, AMD has outperformed VOOG with an annualized return of 60.93%, while VOOG has yielded a comparatively lower 17.86% annualized return.

AMD

• 1D: 4.73%
• 1M: 14.83%
• YTD: 138.87%
• 6M: 142.70%
• 1Y: 331.70%
• 3Y*: 60.16%
• 5Y*: 44.46%
• 10Y*: 60.93%

VOOG

• 1D: 0.38%
• 1M: -1.66%
• YTD: 9.67%
• 6M: 10.61%
• 1Y: 27.55%
• 3Y*: 25.78%
• 5Y*: 14.86%
• 10Y*: 17.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AMD vs. VOOG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AMD Advanced Micro Devices, Inc.	138.87%	77.30%	-18.06%	127.59%	-54.99%	56.91%	99.98%	148.43%	79.57%	-9.35%
VOOG Vanguard S&P 500 Growth ETF	9.67%	22.11%	35.89%	29.96%	-29.48%	31.95%	33.35%	30.93%	-0.21%	27.19%

Correlation

The correlation between AMD and VOOG is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (10Y) Calculated over the trailing 10-year period	0.60
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010	0.55

The correlation between AMD and VOOG shifts across timeframes, from 0.55 (all time) to 0.66 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

AMD vs. VOOG — Risk / Return Rank

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

AMD

AMD Risk / Return Rank: 98
AMD Sharpe Ratio Rank: 99
AMD Sortino Ratio Rank: 97
AMD Omega Ratio Rank: 96
AMD Calmar Ratio Rank: 98
AMD Martin Ratio Rank: 97

VOOG

VOOG Risk / Return Rank: 52
VOOG Sharpe Ratio Rank: 57
VOOG Sortino Ratio Rank: 53
VOOG Omega Ratio Rank: 53
VOOG Calmar Ratio Rank: 46
VOOG Martin Ratio Rank: 53

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMD vs. VOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) and Vanguard S&P 500 Growth ETF (VOOG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AMD	VOOG	Difference
Sharpe ratio: Return per unit of total volatility	5.01	1.67	+3.34
Sortino ratio: Return per unit of downside risk	4.54	2.26	+2.27
Omega ratio: Gain probability vs. loss probability	1.60	1.29	+0.31
Calmar ratio: Return relative to maximum drawdown	12.04	2.02	+10.02
Martin ratio: Return relative to average drawdown	24.74	8.11	+16.63

AMD vs. VOOG - Sharpe Ratio Comparison

The current AMD Sharpe Ratio is 5.01, which is higher than the VOOG Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of AMD and VOOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AMD vs. VOOG - Drawdown Comparison

The maximum AMD drawdown since its inception was -96.59%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for AMD and VOOG.

Drawdown Indicators

	AMD	VOOG	Difference
Max Drawdown Largest peak-to-trough decline	-96.59%	-32.73%	-63.86%
Max Drawdown (1Y) Largest decline over 1 year	-27.76%	-13.71%	-14.05%
Max Drawdown (3Y) Largest decline over 3 years	-63.00%	-22.18%	-40.82%
Max Drawdown (5Y) Largest decline over 5 years	-65.45%	-32.73%	-32.72%
Max Drawdown (10Y) Largest decline over 10 years	-65.45%	-32.73%	-32.72%
Current Drawdown Current decline from peak	-5.70%	-4.65%	-1.05%
Average Drawdown Average peak-to-trough decline	-56.65%	-4.97%	-51.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.48%	3.40%	+10.08%

Volatility

AMD vs. VOOG - Volatility Comparison

Advanced Micro Devices, Inc. (AMD) has a higher volatility of 22.71% compared to Vanguard S&P 500 Growth ETF (VOOG) at 6.29%. This indicates that AMD's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMD	VOOG	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.71%	6.29%	+16.42%
Volatility (6M) Calculated over the trailing 6-month period	50.12%	13.43%	+36.69%
Volatility (1Y) Calculated over the trailing 1-year period	66.74%	16.60%	+50.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.71%	21.29%	+34.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.99%	20.78%	+36.21%

Dividends

AMD vs. VOOG - Dividend Comparison

AMD has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.45%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VOOG Vanguard S&P 500 Growth ETF	0.45%	0.49%	0.49%	1.12%	0.93%	0.53%	0.88%	1.26%	1.34%	1.32%	1.47%	1.56%

Frequently Asked Questions

Can I hold both AMD and VOOG in my portfolio?

AMD and VOOG have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AMD or VOOG?

AMD has higher volatility (22.71%) compared to VOOG (6.29%). In terms of maximum drawdown, AMD dropped -96.59% vs VOOG's -32.73%.

Which has better risk-adjusted returns?

AMD currently has the higher Sharpe Ratio (5.01 vs 1.67), 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.