GTX vs. AMD
GTX (Garrett Motion Inc.) and AMD (Advanced Micro Devices, Inc.) are both stocks. GTX operates in Auto Parts (Consumer Cyclical), while AMD operates in Semiconductors (Technology). Over the past 5 years, GTX returned 33.47%/yr vs 43.72%/yr for AMD. At a 0.20 correlation, their price movements are largely independent.
Performance
GTX vs. AMD - Performance Comparison
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Returns By Period
In the year-to-date period, GTX achieves a 86.21% return, which is significantly lower than AMD's 128.95% return.
GTX
- 1D
- 0.91%
- 1M
- 11.48%
- YTD
- 86.21%
- 6M
- 97.18%
- 1Y
- 221.55%
- 3Y*
- 62.84%
- 5Y*
- 33.47%
- 10Y*
- —
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%
GTX vs. AMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GTX Garrett Motion Inc. | 86.21% | 97.23% | -6.62% | 26.90% | -5.11% | 81.26% | -55.66% | -19.04% | -43.91% |
AMD Advanced Micro Devices, Inc. | 128.95% | 77.30% | -18.06% | 127.59% | -54.99% | 56.91% | 99.98% | 148.43% | -43.58% |
Correlation
The correlation between GTX and AMD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2018 | 0.20 |
The correlation between GTX and AMD shifts across timeframes, from 0.20 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
GTX:
$6.23B
AMD:
$809.04B
GTX:
$1.72
AMD:
$3.05
GTX:
18.76
AMD:
160.78
GTX:
0.15
AMD:
4.29
GTX:
2.38
AMD:
21.50
GTX:
$2.71B
AMD:
$37.45B
GTX:
$855.00M
AMD:
$18.83B
GTX:
$452.00M
AMD:
$7.17B
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Return for Risk
GTX vs. AMD — Risk / Return Rank
GTX
AMD
GTX vs. AMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Garrett Motion Inc. (GTX) 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.
| GTX | AMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | +2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.79 | 1.60 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 11.22 | 11.69 | -0.46 |
| Martin ratioReturn relative to average drawdown | 36.36 | 24.15 | +12.21 |
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
| GTX | AMD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.67 | 4.91 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.79 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.16 | -0.05 |
Drawdowns
GTX vs. AMD - Drawdown Comparison
The maximum GTX drawdown since its inception was -93.08%, roughly equal to the maximum AMD drawdown of -96.59%. Use the drawdown chart below to compare losses from any high point for GTX and AMD.
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Drawdown Indicators
| GTX | AMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.08% | -96.59% | +3.51% |
Max Drawdown (1Y)Largest decline over 1 year | -19.87% | -27.76% | +7.89% |
Max Drawdown (3Y)Largest decline over 3 years | -26.82% | -63.00% | +36.18% |
Max Drawdown (5Y)Largest decline over 5 years | -31.66% | -65.45% | +33.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.45% | — |
Current DrawdownCurrent decline from peak | -4.63% | -9.62% | +4.99% |
Average DrawdownAverage peak-to-trough decline | -50.96% | -56.67% | +5.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.12% | 13.41% | -7.29% |
Volatility
GTX vs. AMD - Volatility Comparison
The current volatility for Garrett Motion Inc. (GTX) is 14.68%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 22.76%. This indicates that GTX 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
| GTX | AMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.68% | 22.76% | -8.08% |
Volatility (6M)Calculated over the trailing 6-month period | 34.96% | 49.01% | -14.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.87% | 66.18% | -18.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.53% | 55.54% | -14.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.96% | 56.93% | +7.03% |
Dividends
GTX vs. AMD - Dividend Comparison
GTX's dividend yield for the trailing twelve months is around 0.93%, while AMD has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
AMD Advanced Micro Devices, Inc. | 0.00% | 0.00% |
GTX Garrett Motion Inc. | 0.93% | 1.49% |
Financials
GTX vs. AMD - Financials Comparison
This section allows you to compare key financial metrics between Garrett Motion 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
GTX and AMD have a correlation of 0.36, 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 GTX (14.68%). In terms of maximum drawdown, GTX dropped -93.08% vs AMD's -96.59%.
AMD currently has the higher Sharpe Ratio (4.91 vs 4.67), 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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