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FB2A.DE vs. AMD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FB2A.DE vs. AMD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Meta Platforms Inc (FB2A.DE) and Advanced Micro Devices Inc (AMD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FB2A.DE achieves a -2.07% return, which is significantly lower than AMD.DE's 144.65% return. Over the past 10 years, FB2A.DE has underperformed AMD.DE with an annualized return of 18.05%, while AMD.DE has yielded a comparatively higher 61.13% annualized return.


FB2A.DE

1D
3.45%
1M
5.00%
YTD
-2.07%
6M
-4.59%
1Y
-8.94%
3Y*
29.06%
5Y*
15.16%
10Y*
18.05%

AMD.DE

1D
-2.03%
1M
27.05%
YTD
144.65%
6M
141.40%
1Y
336.40%
3Y*
59.37%
5Y*
46.41%
10Y*
61.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FB2A.DE vs. AMD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FB2A.DE
Meta Platforms Inc
-2.07%-1.21%75.83%191.72%-63.41%34.69%21.68%57.08%-20.65%34.48%
AMD.DE
Advanced Micro Devices Inc
144.65%54.15%-11.71%125.84%-54.09%76.39%79.14%168.26%75.13%-21.61%

Correlation

The correlation between FB2A.DE and AMD.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since May 21, 2012

0.36

The correlation between FB2A.DE and AMD.DE shifts across timeframes, from 0.27 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FB2A.DE vs. AMD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FB2A.DE
FB2A.DE Risk / Return Rank: 3131
Overall Rank
FB2A.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FB2A.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
FB2A.DE Omega Ratio Rank: 2828
Omega Ratio Rank
FB2A.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
FB2A.DE Martin Ratio Rank: 3333
Martin Ratio Rank

AMD.DE
AMD.DE Risk / Return Rank: 9797
Overall Rank
AMD.DE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMD.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
AMD.DE Omega Ratio Rank: 9696
Omega Ratio Rank
AMD.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMD.DE Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FB2A.DE vs. AMD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meta Platforms Inc (FB2A.DE) and Advanced Micro Devices Inc (AMD.DE). 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.


FB2A.DEAMD.DEDifference
Sharpe ratioReturn per unit of total volatility

-5.55

Sortino ratioReturn per unit of downside risk

-4.97

Omega ratioGain probability vs. loss probability

0.98

1.64

-0.66

Calmar ratioReturn relative to maximum drawdown

-0.24

12.40

-12.64

Martin ratioReturn relative to average drawdown

-0.49

25.54

-26.03

FB2A.DE vs. AMD.DE - Sharpe Ratio Comparison

The current FB2A.DE Sharpe Ratio is -0.24, which is lower than the AMD.DE Sharpe Ratio of 5.31. The chart below compares the historical Sharpe Ratios of FB2A.DE and AMD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FB2A.DEAMD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

5.31

-5.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.89

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

1.16

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.22

+0.36

Drawdowns

FB2A.DE vs. AMD.DE - Drawdown Comparison

The maximum FB2A.DE drawdown since its inception was -72.11%, smaller than the maximum AMD.DE drawdown of -97.19%. Use the drawdown chart below to compare losses from any high point for FB2A.DE and AMD.DE.


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Drawdown Indicators


FB2A.DEAMD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-72.11%

-97.19%

+25.08%

Max Drawdown (1Y)

Largest decline over 1 year

-32.82%

-27.05%

-5.77%

Max Drawdown (3Y)

Largest decline over 3 years

-38.68%

-61.93%

+23.25%

Max Drawdown (5Y)

Largest decline over 5 years

-72.11%

-61.93%

-10.18%

Max Drawdown (10Y)

Largest decline over 10 years

-72.11%

-61.93%

-10.18%

Current Drawdown

Current decline from peak

-22.02%

-2.03%

-19.99%

Average Drawdown

Average peak-to-trough decline

-14.86%

-64.61%

+49.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.17%

13.16%

+3.01%

Volatility

FB2A.DE vs. AMD.DE - Volatility Comparison

The current volatility for Meta Platforms Inc (FB2A.DE) is 7.00%, while Advanced Micro Devices Inc (AMD.DE) has a volatility of 17.88%. This indicates that FB2A.DE experiences smaller price fluctuations and is considered to be less risky than AMD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FB2A.DEAMD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

17.88%

-10.88%

Volatility (6M)

Calculated over the trailing 6-month period

24.84%

44.11%

-19.27%

Volatility (1Y)

Calculated over the trailing 1-year period

33.14%

63.14%

-30.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.51%

51.28%

-9.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.73%

52.51%

-15.78%

Dividends

FB2A.DE vs. AMD.DE - Dividend Comparison

FB2A.DE's dividend yield for the trailing twelve months is around 0.28%, while AMD.DE has not paid dividends to shareholders.


PositionTTM20252024
AMD.DE
Advanced Micro Devices Inc
0.00%0.00%0.00%
FB2A.DE
Meta Platforms Inc
0.28%0.28%0.28%

Financials

FB2A.DE vs. AMD.DE - Financials Comparison

This section allows you to compare key financial metrics between Meta Platforms 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 EUR except per share items

Frequently Asked Questions


FB2A.DE and AMD.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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