PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FSLR vs. AMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FSLR 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

FSLR vs. AMD - Performance Comparison

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

500.00%600.00%700.00%800.00%900.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
637.23%
455.76%
FSLR
AMD

Key characteristics

Sharpe Ratio

FSLR:

0.21

AMD:

-0.25

Sortino Ratio

FSLR:

0.71

AMD:

-0.04

Omega Ratio

FSLR:

1.08

AMD:

1.00

Calmar Ratio

FSLR:

0.20

AMD:

-0.27

Martin Ratio

FSLR:

0.50

AMD:

-0.49

Ulcer Index

FSLR:

21.69%

AMD:

24.50%

Daily Std Dev

FSLR:

52.57%

AMD:

47.84%

Max Drawdown

FSLR:

-96.22%

AMD:

-96.57%

Current Drawdown

FSLR:

-41.38%

AMD:

-43.60%

Fundamentals

Market Cap

FSLR:

$20.16B

AMD:

$202.88B

EPS

FSLR:

$11.62

AMD:

$1.13

PE Ratio

FSLR:

16.20

AMD:

110.64

PEG Ratio

FSLR:

0.28

AMD:

0.33

Total Revenue (TTM)

FSLR:

$3.85B

AMD:

$24.30B

Gross Profit (TTM)

FSLR:

$1.79B

AMD:

$12.43B

EBITDA (TTM)

FSLR:

$1.74B

AMD:

$4.78B

Returns By Period

In the year-to-date period, FSLR achieves a 5.87% return, which is significantly higher than AMD's -19.13% return. Over the past 10 years, FSLR has underperformed AMD with an annualized return of 15.30%, while AMD has yielded a comparatively higher 46.32% annualized return.


FSLR

YTD

5.87%

1M

-1.33%

6M

-29.54%

1Y

7.26%

5Y*

26.10%

10Y*

15.30%

AMD

YTD

-19.13%

1M

-13.36%

6M

-26.06%

1Y

-14.80%

5Y*

22.02%

10Y*

46.32%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FSLR vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Solar, Inc. (FSLR) 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 FSLR, currently valued at 0.21, compared to the broader market-4.00-2.000.002.000.21-0.25
The chart of Sortino ratio for FSLR, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.71-0.04
The chart of Omega ratio for FSLR, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.00
The chart of Calmar ratio for FSLR, currently valued at 0.20, compared to the broader market0.002.004.006.000.20-0.27
The chart of Martin ratio for FSLR, currently valued at 0.50, compared to the broader market-5.000.005.0010.0015.0020.0025.000.50-0.49
FSLR
AMD

The current FSLR Sharpe Ratio is 0.21, which is higher than the AMD Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of FSLR 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.21
-0.25
FSLR
AMD

Dividends

FSLR vs. AMD - Dividend Comparison

Neither FSLR nor AMD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FSLR vs. AMD - Drawdown Comparison

The maximum FSLR drawdown since its inception was -96.22%, roughly equal to the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for FSLR and AMD. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-41.38%
-43.60%
FSLR
AMD

Volatility

FSLR vs. AMD - Volatility Comparison

First Solar, Inc. (FSLR) has a higher volatility of 12.48% compared to Advanced Micro Devices, Inc. (AMD) at 9.67%. This indicates that FSLR'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
12.48%
9.67%
FSLR
AMD

Financials

FSLR vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between First Solar, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab