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

Correlation

The correlation between ASX 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

ASX vs. AMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASE Technology Holding Co., Ltd. (ASX) and Advanced Micro Devices, Inc. (AMD). The values are adjusted to include any dividend payments, if applicable.

-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.98%
-34.62%
ASX
AMD

Key characteristics

Sharpe Ratio

ASX:

0.53

AMD:

-0.45

Sortino Ratio

ASX:

0.97

AMD:

-0.37

Omega Ratio

ASX:

1.11

AMD:

0.96

Calmar Ratio

ASX:

0.61

AMD:

-0.48

Martin Ratio

ASX:

1.25

AMD:

-0.82

Ulcer Index

ASX:

15.35%

AMD:

26.41%

Daily Std Dev

ASX:

35.93%

AMD:

47.89%

Max Drawdown

ASX:

-72.64%

AMD:

-96.57%

Current Drawdown

ASX:

-18.80%

AMD:

-45.08%

Fundamentals

Market Cap

ASX:

$22.05B

AMD:

$188.39B

EPS

ASX:

$0.49

AMD:

$1.13

PE Ratio

ASX:

20.71

AMD:

102.73

PEG Ratio

ASX:

1.38

AMD:

0.30

Total Revenue (TTM)

ASX:

$433.15B

AMD:

$18.13B

Gross Profit (TTM)

ASX:

$69.06B

AMD:

$9.30B

EBITDA (TTM)

ASX:

$78.16B

AMD:

$3.56B

Returns By Period

In the year-to-date period, ASX achieves a 0.79% return, which is significantly higher than AMD's -3.89% return. Over the past 10 years, ASX has underperformed AMD with an annualized return of 13.10%, while AMD has yielded a comparatively higher 47.61% annualized return.


ASX

YTD

0.79%

1M

-0.10%

6M

-13.98%

1Y

19.39%

5Y*

19.78%

10Y*

13.10%

AMD

YTD

-3.89%

1M

-8.53%

6M

-34.62%

1Y

-20.79%

5Y*

18.54%

10Y*

47.61%

*Annualized

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Risk-Adjusted Performance

ASX vs. AMD — Risk-Adjusted Performance Rank

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

ASX
The Risk-Adjusted Performance Rank of ASX is 6666
Overall Rank
The Sharpe Ratio Rank of ASX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ASX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ASX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of ASX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ASX is 6363
Martin Ratio Rank

AMD
The Risk-Adjusted Performance Rank of AMD is 2626
Overall Rank
The Sharpe Ratio Rank of AMD is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of AMD is 2525
Sortino Ratio Rank
The Omega Ratio Rank of AMD is 2626
Omega Ratio Rank
The Calmar Ratio Rank of AMD is 2020
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.

ASX vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ASE Technology Holding Co., Ltd. (ASX) 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 ASX, currently valued at 0.53, compared to the broader market-2.000.002.000.53-0.45
The chart of Sortino ratio for ASX, currently valued at 0.97, compared to the broader market-4.00-2.000.002.004.000.97-0.37
The chart of Omega ratio for ASX, currently valued at 1.11, compared to the broader market0.501.001.502.001.110.96
The chart of Calmar ratio for ASX, currently valued at 0.61, compared to the broader market0.002.004.006.000.61-0.48
The chart of Martin ratio for ASX, currently valued at 1.25, compared to the broader market0.0010.0020.001.25-0.82
ASX
AMD

The current ASX Sharpe Ratio is 0.53, which is higher than the AMD Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of ASX 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-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.53
-0.45
ASX
AMD

Dividends

ASX vs. AMD - Dividend Comparison

ASX's dividend yield for the trailing twelve months is around 3.17%, while AMD has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ASX
ASE Technology Holding Co., Ltd.
3.17%3.20%6.07%7.64%3.87%2.33%2.87%14.19%4.46%6.23%7.12%4.42%
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ASX vs. AMD - Drawdown Comparison

The maximum ASX drawdown since its inception was -72.64%, smaller than the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for ASX and AMD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-18.80%
-45.08%
ASX
AMD

Volatility

ASX vs. AMD - Volatility Comparison

The current volatility for ASE Technology Holding Co., Ltd. (ASX) is 9.71%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 11.24%. This indicates that ASX 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.


8.00%10.00%12.00%14.00%16.00%18.00%AugustSeptemberOctoberNovemberDecember2025
9.71%
11.24%
ASX
AMD

Financials

ASX vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between ASE Technology Holding Co., Ltd. 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
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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.

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