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ARW vs. AMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ARW and AMD is 0.50, 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.


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.

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Key characteristics

Sharpe Ratio

ARW:

-0.20

AMD:

-0.53

Sortino Ratio

ARW:

-0.04

AMD:

-0.35

Omega Ratio

ARW:

0.99

AMD:

0.96

Calmar Ratio

ARW:

-0.14

AMD:

-0.37

Martin Ratio

ARW:

-0.38

AMD:

-0.78

Ulcer Index

ARW:

14.29%

AMD:

30.04%

Daily Std Dev

ARW:

30.81%

AMD:

53.06%

Max Drawdown

ARW:

-81.12%

AMD:

-96.57%

Current Drawdown

ARW:

-16.51%

AMD:

-44.57%

Fundamentals

Market Cap

ARW:

$6.26B

AMD:

$190.87B

EPS

ARW:

$7.27

AMD:

$1.33

PE Ratio

ARW:

16.59

AMD:

86.46

PEG Ratio

ARW:

0.88

AMD:

0.58

PS Ratio

ARW:

0.22

AMD:

6.88

PB Ratio

ARW:

1.06

AMD:

3.22

Total Revenue (TTM)

ARW:

$27.81B

AMD:

$27.75B

Gross Profit (TTM)

ARW:

$3.13B

AMD:

$14.13B

EBITDA (TTM)

ARW:

$848.26M

AMD:

$5.95B

Returns By Period

In the year-to-date period, ARW achieves a 7.79% return, which is significantly higher than AMD's -3.00% return. Over the past 10 years, ARW has underperformed AMD with an annualized return of 6.75%, while AMD has yielded a comparatively higher 48.42% annualized return.


ARW

YTD

7.79%

1M

21.34%

6M

5.86%

1Y

-6.04%

5Y*

14.65%

10Y*

6.75%

AMD

YTD

-3.00%

1M

32.71%

6M

-13.14%

1Y

-27.95%

5Y*

16.71%

10Y*

48.42%

*Annualized

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Risk-Adjusted Performance

ARW vs. AMD — Risk-Adjusted Performance Rank

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

ARW
The Risk-Adjusted Performance Rank of ARW is 3939
Overall Rank
The Sharpe Ratio Rank of ARW is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of ARW is 3434
Sortino Ratio Rank
The Omega Ratio Rank of ARW is 3535
Omega Ratio Rank
The Calmar Ratio Rank of ARW is 4141
Calmar Ratio Rank
The Martin Ratio Rank of ARW is 4242
Martin Ratio Rank

AMD
The Risk-Adjusted Performance Rank of AMD is 2626
Overall Rank
The Sharpe Ratio Rank of AMD is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of AMD is 2626
Sortino Ratio Rank
The Omega Ratio Rank of AMD is 2626
Omega Ratio Rank
The Calmar Ratio Rank of AMD is 2626
Calmar Ratio Rank
The Martin Ratio Rank of AMD is 3232
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.

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.


The current ARW Sharpe Ratio is -0.20, which is higher than the AMD Sharpe Ratio of -0.53. 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.


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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 -81.12%, 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.


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Volatility

ARW vs. AMD - Volatility Comparison

The current volatility for Arrow Electronics, Inc. (ARW) is 6.91%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 10.55%. 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.


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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


2.00B4.00B6.00B8.00B10.00B20212022202320242025
6.81B
7.44B
(ARW) Total Revenue
(AMD) Total Revenue
Values in USD except per share items

ARW vs. AMD - Profitability Comparison

The chart below illustrates the profitability comparison between Arrow Electronics, Inc. and Advanced Micro Devices, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20212022202320242025
11.4%
50.2%
(ARW) Gross Margin
(AMD) Gross Margin
ARW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Arrow Electronics, Inc. reported a gross profit of 773.99M and revenue of 6.81B. Therefore, the gross margin over that period was 11.4%.

AMD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Advanced Micro Devices, Inc. reported a gross profit of 3.74B and revenue of 7.44B. Therefore, the gross margin over that period was 50.2%.

ARW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Arrow Electronics, Inc. reported an operating income of 158.55M and revenue of 6.81B, resulting in an operating margin of 2.3%.

AMD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Advanced Micro Devices, Inc. reported an operating income of 806.00M and revenue of 7.44B, resulting in an operating margin of 10.8%.

ARW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Arrow Electronics, Inc. reported a net income of 79.72M and revenue of 6.81B, resulting in a net margin of 1.2%.

AMD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Advanced Micro Devices, Inc. reported a net income of 709.00M and revenue of 7.44B, resulting in a net margin of 9.5%.