ARM vs. AMD
Compare and contrast key facts about Arm Holdings plc American Depositary Shares (ARM) and Advanced Micro Devices, Inc. (AMD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARM or AMD.
Performance
ARM vs. AMD - Performance Comparison
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
71.31%
-15.88%
16.66%
134.10%
N/A
N/A
AMD
-8.49%
-13.51%
-17.98%
11.84%
26.81%
48.08%
Fundamentals
ARM | AMD | |
---|---|---|
Market Cap | $149.21B | $239.12B |
EPS | $0.61 | $1.11 |
PE Ratio | 232.73 | 129.40 |
PEG Ratio | 1.78 | 0.38 |
Total Revenue (TTM) | $3.54B | $24.30B |
Gross Profit (TTM) | $3.33B | $12.43B |
EBITDA (TTM) | $473.00M | $4.55B |
Key characteristics
ARM | AMD | |
---|---|---|
Sharpe Ratio | 1.49 | 0.30 |
Sortino Ratio | 2.39 | 0.74 |
Omega Ratio | 1.31 | 1.09 |
Calmar Ratio | 3.11 | 0.37 |
Martin Ratio | 6.72 | 0.66 |
Ulcer Index | 19.68% | 21.70% |
Daily Std Dev | 89.04% | 48.41% |
Max Drawdown | -42.57% | -96.57% |
Current Drawdown | -30.96% | -36.18% |
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Correlation
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.
Dividends
ARM vs. AMD - Dividend Comparison
Neither ARM nor AMD has paid dividends to shareholders.
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities