PortfoliosLab logo
ARM vs. AMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ARM and AMD is 0.65, 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.


-0.50.00.51.0
Correlation: 0.6

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.

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
76.14%
-11.40%
ARM
AMD

Key characteristics

Sharpe Ratio

ARM:

0.28

AMD:

-0.68

Sortino Ratio

ARM:

0.93

AMD:

-0.83

Omega Ratio

ARM:

1.11

AMD:

0.90

Calmar Ratio

ARM:

0.38

AMD:

-0.58

Martin Ratio

ARM:

0.80

AMD:

-1.30

Ulcer Index

ARM:

25.53%

AMD:

27.96%

Daily Std Dev

ARM:

71.32%

AMD:

53.39%

Max Drawdown

ARM:

-53.97%

AMD:

-96.57%

Current Drawdown

ARM:

-39.93%

AMD:

-55.31%

Fundamentals

Market Cap

ARM:

$110.84B

AMD:

$146.85B

EPS

ARM:

$0.76

AMD:

$1.00

PE Ratio

ARM:

138.37

AMD:

90.39

PEG Ratio

ARM:

1.06

AMD:

0.39

PS Ratio

ARM:

30.01

AMD:

5.70

PB Ratio

ARM:

17.27

AMD:

2.43

Total Revenue (TTM)

ARM:

$2.77B

AMD:

$20.31B

Gross Profit (TTM)

ARM:

$2.63B

AMD:

$10.40B

EBITDA (TTM)

ARM:

$555.00M

AMD:

$3.54B

Returns By Period

In the year-to-date period, ARM achieves a -9.20% return, which is significantly higher than AMD's -21.79% return.


ARM

YTD

-9.20%

1M

-9.87%

6M

-20.58%

1Y

12.14%

5Y*

N/A

10Y*

N/A

AMD

YTD

-21.79%

1M

-17.72%

6M

-38.43%

1Y

-37.74%

5Y*

10.99%

10Y*

44.87%

*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

ARM vs. AMD — Risk-Adjusted Performance Rank

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

ARM
The Risk-Adjusted Performance Rank of ARM is 6464
Overall Rank
The Sharpe Ratio Rank of ARM is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ARM is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ARM is 6161
Omega Ratio Rank
The Calmar Ratio Rank of ARM is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ARM is 6363
Martin Ratio Rank

AMD
The Risk-Adjusted Performance Rank of AMD is 1616
Overall Rank
The Sharpe Ratio Rank of AMD is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of AMD is 1717
Sortino Ratio Rank
The Omega Ratio Rank of AMD is 1818
Omega Ratio Rank
The Calmar Ratio Rank of AMD is 1515
Calmar Ratio Rank
The Martin Ratio Rank of AMD is 1616
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.

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.


The chart of Sharpe ratio for ARM, currently valued at 0.28, compared to the broader market-2.00-1.000.001.002.003.00
ARM: 0.28
AMD: -0.68
The chart of Sortino ratio for ARM, currently valued at 0.93, compared to the broader market-6.00-4.00-2.000.002.004.00
ARM: 0.93
AMD: -0.83
The chart of Omega ratio for ARM, currently valued at 1.11, compared to the broader market0.501.001.502.00
ARM: 1.11
AMD: 0.90
The chart of Calmar ratio for ARM, currently valued at 0.38, compared to the broader market0.001.002.003.004.005.00
ARM: 0.38
AMD: -0.58
The chart of Martin ratio for ARM, currently valued at 0.80, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ARM: 0.80
AMD: -1.30

The current ARM Sharpe Ratio is 0.28, which is higher than the AMD Sharpe Ratio of -0.68. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.28
-0.68
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 -53.97%, 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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-39.93%
-55.31%
ARM
AMD

Volatility

ARM vs. AMD - Volatility Comparison

Arm Holdings plc American Depositary Shares (ARM) and Advanced Micro Devices, Inc. (AMD) have volatilities of 31.22% and 30.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
31.22%
30.86%
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