PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ARM vs. AMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ARM vs. AMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arm Holdings plc American Depositary Shares (ARM) and Advanced Micro Devices, Inc. (AMD). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JuneJulyAugustSeptemberOctoberNovember
102.44%
26.51%
ARM
AMD

Returns By Period

In the year-to-date period, ARM achieves a 71.31% return, which is significantly higher than AMD's -8.49% return.


ARM

YTD

71.31%

1M

-15.88%

6M

16.66%

1Y

134.10%

5Y (annualized)

N/A

10Y (annualized)

N/A

AMD

YTD

-8.49%

1M

-13.51%

6M

-17.98%

1Y

11.84%

5Y (annualized)

26.81%

10Y (annualized)

48.08%

Fundamentals


ARMAMD
Market Cap$149.21B$239.12B
EPS$0.61$1.11
PE Ratio232.73129.40
PEG Ratio1.780.38
Total Revenue (TTM)$3.54B$24.30B
Gross Profit (TTM)$3.33B$12.43B
EBITDA (TTM)$473.00M$4.55B

Key characteristics


ARMAMD
Sharpe Ratio1.490.30
Sortino Ratio2.390.74
Omega Ratio1.311.09
Calmar Ratio3.110.37
Martin Ratio6.720.66
Ulcer Index19.68%21.70%
Daily Std Dev89.04%48.41%
Max Drawdown-42.57%-96.57%
Current Drawdown-30.96%-36.18%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.4

The correlation between ARM and AMD is 0.45, 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.

Risk-Adjusted Performance

ARM vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arm Holdings plc American Depositary Shares (ARM) and Advanced Micro Devices, Inc. (AMD). 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 ARM, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.001.490.30
The chart of Sortino ratio for ARM, currently valued at 2.39, compared to the broader market-4.00-2.000.002.004.002.390.74
The chart of Omega ratio for ARM, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.09
The chart of Calmar ratio for ARM, currently valued at 3.11, compared to the broader market0.002.004.006.003.110.37
The chart of Martin ratio for ARM, currently valued at 6.72, compared to the broader market0.0010.0020.0030.006.720.66
ARM
AMD

The current ARM Sharpe Ratio is 1.49, which is higher than the AMD Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of ARM and AMD, 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 Ratio0.501.001.502.002.50Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10
1.49
0.30
ARM
AMD

Dividends

ARM vs. AMD - Dividend Comparison

Neither ARM nor AMD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ARM vs. AMD - Drawdown Comparison

The maximum ARM drawdown since its inception was -42.57%, smaller than the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for ARM and AMD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-30.96%
-36.18%
ARM
AMD

Volatility

ARM vs. AMD - Volatility Comparison

Arm Holdings plc American Depositary Shares (ARM) has a higher volatility of 16.65% compared to Advanced Micro Devices, Inc. (AMD) at 14.59%. This indicates that ARM's price experiences larger fluctuations and is considered to be riskier than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
16.65%
14.59%
ARM
AMD

Financials

ARM vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between Arm Holdings plc American Depositary Shares and Advanced Micro Devices, Inc.. 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