BTC-USD vs. AMD
BTC-USD (Bitcoin) is a cryptocurrency, while AMD (Advanced Micro Devices, Inc.) is a stock. Over the past 10 years, BTC-USD returned 59.68%/yr vs 60.51%/yr for AMD. At a 0.10 correlation, their price movements are largely independent.
Performance
BTC-USD vs. AMD - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -28.54% return, which is significantly lower than AMD's 128.95% return. Both investments have delivered pretty close results over the past 10 years, with BTC-USD having a 59.68% annualized return and AMD not far ahead at 60.51%.
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
AMD
- 1D
- 5.14%
- 1M
- 7.72%
- YTD
- 128.95%
- 6M
- 121.76%
- 1Y
- 322.01%
- 3Y*
- 57.74%
- 5Y*
- 43.72%
- 10Y*
- 60.51%
BTC-USD vs. AMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
AMD Advanced Micro Devices, Inc. | 128.95% | 77.30% | -18.06% | 127.59% | -54.99% | 56.91% | 99.98% | 148.43% | 79.57% | -9.35% |
Correlation
The correlation between BTC-USD and AMD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.10 |
Over the past year, BTC-USD and AMD have become more correlated (0.34) than their long-term average of 0.10, meaning their price movements have been converging.
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Return for Risk
BTC-USD vs. AMD — Risk / Return Rank
BTC-USD
AMD
BTC-USD vs. AMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) 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.
| BTC-USD | AMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.86 | ||
| Sortino ratioReturn per unit of downside risk | -5.86 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.60 | -0.74 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 11.69 | -12.49 |
| Martin ratioReturn relative to average drawdown | -1.42 | 24.15 | -25.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BTC-USD | AMD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 4.91 | -5.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.79 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 1.07 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.16 | +0.97 |
Drawdowns
BTC-USD vs. AMD - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, smaller than the maximum AMD drawdown of -96.59%. Use the drawdown chart below to compare losses from any high point for BTC-USD and AMD.
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Drawdown Indicators
| BTC-USD | AMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -96.59% | +11.29% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -27.76% | -23.45% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -63.00% | +11.79% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -65.45% | -11.22% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -65.45% | -18.35% |
Current DrawdownCurrent decline from peak | -49.86% | -9.62% | -40.24% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -56.67% | +14.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 13.41% | +21.05% |
Volatility
BTC-USD vs. AMD - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 11.59%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 22.76%. This indicates that BTC-USD 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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Volatility by Period
| BTC-USD | AMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 22.76% | -11.17% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 49.01% | -14.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 66.18% | -30.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 55.54% | -10.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 56.93% | -0.22% |
Frequently Asked Questions
BTC-USD and AMD have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMD has higher volatility (22.76%) compared to BTC-USD (11.59%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs AMD's -96.59%.
AMD currently has the higher Sharpe Ratio (4.91 vs -0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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