ETH-USD vs. AMD
ETH-USD (Ethereum) is a cryptocurrency, while AMD (Advanced Micro Devices, Inc.) is a stock. Over the past 10 years, ETH-USD returned 61.34%/yr vs 60.51%/yr for AMD. At a 0.13 correlation, their price movements are largely independent.
Performance
ETH-USD vs. AMD - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -43.98% return, which is significantly lower than AMD's 128.95% return. Both investments have delivered pretty close results over the past 10 years, with ETH-USD having a 61.34% annualized return and AMD not far behind at 60.51%.
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
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%
ETH-USD vs. AMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.98% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
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 ETH-USD and AMD is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.13 |
The correlation between ETH-USD and AMD shifts across timeframes, from 0.13 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ETH-USD vs. AMD — Risk / Return Rank
ETH-USD
AMD
ETH-USD vs. AMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-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.
| ETH-USD | AMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.41 | ||
| Sortino ratioReturn per unit of downside risk | -4.89 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.60 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 11.69 | -12.19 |
| Martin ratioReturn relative to average drawdown | -0.88 | 24.15 | -25.03 |
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
| ETH-USD | AMD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 4.91 | -5.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.79 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 1.07 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.16 | +0.58 |
Drawdowns
ETH-USD vs. AMD - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, roughly equal to the maximum AMD drawdown of -96.59%. Use the drawdown chart below to compare losses from any high point for ETH-USD and AMD.
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Drawdown Indicators
| ETH-USD | AMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -96.59% | +2.58% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -27.76% | -39.77% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -63.00% | -4.53% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -65.45% | -13.90% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -65.45% | -28.56% |
Current DrawdownCurrent decline from peak | -65.60% | -9.62% | -55.98% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -56.67% | +5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.58% | 13.41% | +31.17% |
Volatility
ETH-USD vs. AMD - Volatility Comparison
The current volatility for Ethereum (ETH-USD) is 16.88%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 22.76%. This indicates that ETH-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
| ETH-USD | AMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 22.76% | -5.88% |
Volatility (6M)Calculated over the trailing 6-month period | 46.80% | 49.01% | -2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.55% | 66.18% | -9.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 55.54% | +4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.04% | 56.93% | +21.11% |
Frequently Asked Questions
ETH-USD and AMD have a correlation of 0.33, 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 ETH-USD (16.88%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs AMD's -96.59%.
AMD currently has the higher Sharpe Ratio (4.91 vs -0.50), 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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