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

Correlation

The correlation between CNXC and AMD is 0.33, 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.


-0.50.00.51.00.3

Performance

CNXC vs. AMD - Performance Comparison

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

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-47.28%
40.13%
CNXC
AMD

Key characteristics

Sharpe Ratio

CNXC:

-1.21

AMD:

-0.25

Sortino Ratio

CNXC:

-1.88

AMD:

-0.04

Omega Ratio

CNXC:

0.75

AMD:

1.00

Calmar Ratio

CNXC:

-0.70

AMD:

-0.27

Martin Ratio

CNXC:

-1.40

AMD:

-0.49

Ulcer Index

CNXC:

40.71%

AMD:

24.50%

Daily Std Dev

CNXC:

47.28%

AMD:

47.84%

Max Drawdown

CNXC:

-81.19%

AMD:

-96.57%

Current Drawdown

CNXC:

-79.56%

AMD:

-43.60%

Fundamentals

Market Cap

CNXC:

$2.73B

AMD:

$202.88B

EPS

CNXC:

$3.02

AMD:

$1.13

PE Ratio

CNXC:

13.96

AMD:

110.64

PEG Ratio

CNXC:

0.34

AMD:

0.33

Total Revenue (TTM)

CNXC:

$7.17B

AMD:

$24.30B

Gross Profit (TTM)

CNXC:

$2.22B

AMD:

$12.43B

EBITDA (TTM)

CNXC:

$1.00B

AMD:

$4.78B

Returns By Period

In the year-to-date period, CNXC achieves a -57.93% return, which is significantly lower than AMD's -19.13% return.


CNXC

YTD

-57.93%

1M

1.81%

6M

-32.47%

1Y

-58.02%

5Y*

N/A

10Y*

N/A

AMD

YTD

-19.13%

1M

-13.36%

6M

-26.06%

1Y

-14.80%

5Y*

22.02%

10Y*

46.32%

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Risk-Adjusted Performance

CNXC vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Concentrix Corporation (CNXC) 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 CNXC, currently valued at -1.21, compared to the broader market-4.00-2.000.002.00-1.21-0.25
The chart of Sortino ratio for CNXC, currently valued at -1.88, compared to the broader market-4.00-2.000.002.004.00-1.88-0.04
The chart of Omega ratio for CNXC, currently valued at 0.75, compared to the broader market0.501.001.502.000.751.00
The chart of Calmar ratio for CNXC, currently valued at -0.70, compared to the broader market0.002.004.006.00-0.70-0.27
The chart of Martin ratio for CNXC, currently valued at -1.40, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.40-0.49
CNXC
AMD

The current CNXC Sharpe Ratio is -1.21, which is lower than the AMD Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of CNXC 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-1.21
-0.25
CNXC
AMD

Dividends

CNXC vs. AMD - Dividend Comparison

CNXC's dividend yield for the trailing twelve months is around 3.07%, while AMD has not paid dividends to shareholders.


TTM202320222021
CNXC
Concentrix Corporation
3.07%1.15%0.77%0.14%
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%0.00%

Drawdowns

CNXC vs. AMD - Drawdown Comparison

The maximum CNXC drawdown since its inception was -81.19%, smaller than the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for CNXC and AMD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-79.56%
-43.60%
CNXC
AMD

Volatility

CNXC vs. AMD - Volatility Comparison

Concentrix Corporation (CNXC) has a higher volatility of 15.75% compared to Advanced Micro Devices, Inc. (AMD) at 9.67%. This indicates that CNXC's price experiences larger fluctuations and is considered to be riskier than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.75%
9.67%
CNXC
AMD

Financials

CNXC vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between Concentrix Corporation 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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