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

Performance

ELV vs. AMD - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-25.57%
-18.90%
ELV
AMD

Returns By Period

In the year-to-date period, ELV achieves a -14.24% return, which is significantly lower than AMD's -8.49% return. Over the past 10 years, ELV has underperformed AMD with an annualized return of 13.81%, while AMD has yielded a comparatively higher 48.08% annualized return.


ELV

YTD

-14.24%

1M

-6.98%

6M

-26.40%

1Y

-12.37%

5Y (annualized)

7.81%

10Y (annualized)

13.81%

AMD

YTD

-8.49%

1M

-13.51%

6M

-17.98%

1Y

11.84%

5Y (annualized)

26.81%

10Y (annualized)

48.08%

Fundamentals


ELVAMD
Market Cap$95.77B$239.12B
EPS$27.46$1.11
PE Ratio15.04129.40
PEG Ratio0.790.38
Total Revenue (TTM)$174.02B$24.30B
Gross Profit (TTM)$48.61B$12.43B
EBITDA (TTM)$10.82B$4.55B

Key characteristics


ELVAMD
Sharpe Ratio-0.490.30
Sortino Ratio-0.500.74
Omega Ratio0.931.09
Calmar Ratio-0.390.37
Martin Ratio-1.330.66
Ulcer Index8.38%21.70%
Daily Std Dev22.98%48.41%
Max Drawdown-67.19%-96.57%
Current Drawdown-28.53%-36.18%

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Correlation

-0.50.00.51.00.2

The correlation between ELV and AMD is 0.21, 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.

Risk-Adjusted Performance

ELV vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Elevance Health Inc (ELV) 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 ELV, currently valued at -0.49, compared to the broader market-4.00-2.000.002.004.00-0.490.30
The chart of Sortino ratio for ELV, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.00-0.500.74
The chart of Omega ratio for ELV, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.09
The chart of Calmar ratio for ELV, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.390.37
The chart of Martin ratio for ELV, currently valued at -1.33, compared to the broader market0.0010.0020.0030.00-1.330.66
ELV
AMD

The current ELV Sharpe Ratio is -0.49, which is lower than the AMD Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of ELV 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.49
0.30
ELV
AMD

Dividends

ELV vs. AMD - Dividend Comparison

ELV's dividend yield for the trailing twelve months is around 1.59%, while AMD has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ELV
Elevance Health Inc
1.59%1.26%1.00%0.98%1.18%1.06%1.14%1.20%1.81%1.79%1.39%1.62%
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

ELV vs. AMD - Drawdown Comparison

The maximum ELV drawdown since its inception was -67.19%, smaller than the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for ELV and AMD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-28.53%
-36.18%
ELV
AMD

Volatility

ELV vs. AMD - Volatility Comparison

The current volatility for Elevance Health Inc (ELV) is 7.08%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 14.59%. This indicates that ELV 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
7.08%
14.59%
ELV
AMD

Financials

ELV vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between Elevance Health 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


Values in USD except per share items