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 56.82%/yr vs 59.52%/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 -31.78% return, which is significantly lower than AMD's 152.56% return. Both investments have delivered pretty close results over the past 10 years, with BTC-USD having a 56.82% annualized return and AMD not far ahead at 59.52%.
BTC-USD
- 1D
- 2.00%
- 1M
- -16.29%
- YTD
- -31.78%
- 6M
- -31.78%
- 1Y
- -43.53%
- 3Y*
- 24.93%
- 5Y*
- 12.04%
- 10Y*
- 56.82%
AMD
- 1D
- -6.89%
- 1M
- 6.03%
- YTD
- 152.56%
- 6M
- 152.56%
- 1Y
- 297.38%
- 3Y*
- 68.08%
- 5Y*
- 41.69%
- 10Y*
- 59.52%
BTC-USD vs. AMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -31.78% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
AMD Advanced Micro Devices, Inc. | 152.56% | 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 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
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 Oct 16, 2012 | 0.10 |
Over the past year, BTC-USD and AMD have become more correlated (0.31) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BTC-USD | AMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.44 | ||
| Sortino ratioReturn per unit of downside risk | -5.65 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.55 | -0.70 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 10.79 | -11.61 |
| Martin ratioReturn relative to average drawdown | -1.39 | 22.14 | -23.53 |
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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 | -53.08% | -27.76% | -25.32% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -63.00% | +9.92% |
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 | -52.14% | -6.89% | -45.25% |
Average DrawdownAverage peak-to-trough decline | -42.47% | -56.59% | +14.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.43% | 13.50% | +18.93% |
Volatility
BTC-USD vs. AMD - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 12.69%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 25.09%. 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 | 12.69% | 25.09% | -12.40% |
Volatility (6M)Calculated over the trailing 6-month period | 34.87% | 51.99% | -17.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.71% | 67.91% | -32.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.01% | 56.15% | -12.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.37% | 56.90% | -0.53% |
Frequently Asked Questions
BTC-USD and AMD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMD has higher volatility (25.09%) compared to BTC-USD (12.69%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs AMD's -96.59%.
AMD currently has the higher Sharpe Ratio (4.42 vs -1.01), 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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