ARW vs. AMD
Compare and contrast key facts about Arrow Electronics, Inc. (ARW) and Advanced Micro Devices, Inc. (AMD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARW or AMD.
Key characteristics
| ARW | AMD | |
|---|---|---|
| YTD Return | -4.93% | -2.56% |
| 1Y Return | -2.48% | 22.98% |
| 3Y Return (Ann) | -2.38% | -0.97% |
| 5Y Return (Ann) | 7.78% | 30.34% |
| 10Y Return (Ann) | 7.33% | 49.44% |
| Sharpe Ratio | -0.14 | 0.44 |
| Sortino Ratio | -0.01 | 0.92 |
| Omega Ratio | 1.00 | 1.12 |
| Calmar Ratio | -0.14 | 0.54 |
| Martin Ratio | -0.61 | 0.99 |
| Ulcer Index | 5.87% | 21.37% |
| Daily Std Dev | 25.97% | 48.34% |
| Max Drawdown | -81.26% | -96.57% |
| Current Drawdown | -20.42% | -32.05% |
Fundamentals
| ARW | AMD | |
|---|---|---|
| Market Cap | $6.11B | $239.12B |
| EPS | $8.98 | $1.11 |
| PE Ratio | 12.94 | 129.40 |
| PEG Ratio | 0.88 | 0.38 |
| Total Revenue (TTM) | $34.53B | $24.30B |
| Gross Profit (TTM) | $3.40B | $12.43B |
| EBITDA (TTM) | $1.06B | $4.55B |
Correlation
The correlation between ARW and AMD is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ARW vs. AMD - Performance Comparison
In the year-to-date period, ARW achieves a -4.93% return, which is significantly lower than AMD's -2.56% return. Over the past 10 years, ARW has underperformed AMD with an annualized return of 7.33%, while AMD has yielded a comparatively higher 49.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
ARW vs. AMD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrow Electronics, Inc. (ARW) 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
ARW vs. AMD - Dividend Comparison
Neither ARW nor AMD has paid dividends to shareholders.
Drawdowns
ARW vs. AMD - Drawdown Comparison
The maximum ARW drawdown since its inception was -81.26%, smaller than the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for ARW and AMD. For additional features, visit the drawdowns tool.
Volatility
ARW vs. AMD - Volatility Comparison
Arrow Electronics, Inc. (ARW) and Advanced Micro Devices, Inc. (AMD) have volatilities of 14.96% and 15.02%, 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.
Financials
ARW vs. AMD - Financials Comparison
This section allows you to compare key financial metrics between Arrow Electronics, Inc. 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