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

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.


-0.50.00.51.00.4

Performance

ARW vs. AMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arrow Electronics, Inc. (ARW) and Advanced Micro Devices, Inc. (AMD). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
1,246.84%
724.52%
ARW
AMD

Key characteristics

Sharpe Ratio

ARW:

-0.27

AMD:

-0.30

Sortino Ratio

ARW:

-0.20

AMD:

-0.11

Omega Ratio

ARW:

0.97

AMD:

0.99

Calmar Ratio

ARW:

-0.28

AMD:

-0.33

Martin Ratio

ARW:

-0.96

AMD:

-0.57

Ulcer Index

ARW:

7.36%

AMD:

25.04%

Daily Std Dev

ARW:

25.94%

AMD:

47.86%

Max Drawdown

ARW:

-81.26%

AMD:

-96.57%

Current Drawdown

ARW:

-21.97%

AMD:

-40.77%

Fundamentals

Market Cap

ARW:

$5.99B

AMD:

$203.16B

EPS

ARW:

$8.98

AMD:

$1.13

PE Ratio

ARW:

12.69

AMD:

110.79

PEG Ratio

ARW:

0.88

AMD:

0.32

Total Revenue (TTM)

ARW:

$28.49B

AMD:

$24.30B

Gross Profit (TTM)

ARW:

$3.36B

AMD:

$12.43B

EBITDA (TTM)

ARW:

$1.32B

AMD:

$4.78B

Returns By Period

In the year-to-date period, ARW achieves a -6.77% return, which is significantly higher than AMD's -15.07% return. Over the past 10 years, ARW has underperformed AMD with an annualized return of 6.94%, while AMD has yielded a comparatively higher 47.26% annualized return.


ARW

YTD

-6.77%

1M

-4.54%

6M

-5.62%

1Y

-7.65%

5Y*

6.17%

10Y*

6.94%

AMD

YTD

-15.07%

1M

-8.11%

6M

-22.82%

1Y

-15.84%

5Y*

22.11%

10Y*

47.26%

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.


Sharpe ratio
The chart of Sharpe ratio for ARW, currently valued at -0.27, compared to the broader market-4.00-2.000.002.00-0.27-0.30
The chart of Sortino ratio for ARW, currently valued at -0.20, compared to the broader market-4.00-2.000.002.004.00-0.20-0.11
The chart of Omega ratio for ARW, currently valued at 0.97, compared to the broader market0.501.001.502.000.970.99
The chart of Calmar ratio for ARW, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.28-0.33
The chart of Martin ratio for ARW, currently valued at -0.96, compared to the broader market0.005.0010.0015.0020.0025.00-0.96-0.57
ARW
AMD

The current ARW Sharpe Ratio is -0.27, which is comparable to the AMD Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of ARW 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.27
-0.30
ARW
AMD

Dividends

ARW vs. AMD - Dividend Comparison

Neither ARW nor AMD has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-21.97%
-40.77%
ARW
AMD

Volatility

ARW vs. AMD - Volatility Comparison

The current volatility for Arrow Electronics, Inc. (ARW) is 5.53%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 10.58%. This indicates that ARW experiences smaller price fluctuations and is considered to be less risky than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.53%
10.58%
ARW
AMD

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab