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

Performance

HWM vs. AMD - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%JuneJulyAugustSeptemberOctoberNovember
681.49%
1,838.22%
HWM
AMD

Returns By Period

In the year-to-date period, HWM achieves a 109.12% return, which is significantly higher than AMD's -8.49% return.


HWM

YTD

109.12%

1M

6.98%

6M

36.27%

1Y

119.88%

5Y (annualized)

36.97%

10Y (annualized)

N/A

AMD

YTD

-8.49%

1M

-13.51%

6M

-17.98%

1Y

11.84%

5Y (annualized)

26.81%

10Y (annualized)

48.08%

Fundamentals


HWMAMD
Market Cap$46.14B$239.12B
EPS$2.60$1.11
PE Ratio43.68129.40
PEG Ratio0.800.38
Total Revenue (TTM)$7.27B$24.30B
Gross Profit (TTM)$2.07B$12.43B
EBITDA (TTM)$1.42B$4.55B

Key characteristics


HWMAMD
Sharpe Ratio3.560.30
Sortino Ratio5.030.74
Omega Ratio1.711.09
Calmar Ratio12.780.37
Martin Ratio32.610.66
Ulcer Index3.67%21.70%
Daily Std Dev33.71%48.41%
Max Drawdown-64.81%-96.57%
Current Drawdown-2.54%-36.18%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.3

The correlation between HWM and AMD is 0.29, 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

HWM vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Howmet Aerospace Inc. (HWM) 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 HWM, currently valued at 3.56, compared to the broader market-4.00-2.000.002.004.003.560.26
The chart of Sortino ratio for HWM, currently valued at 5.03, compared to the broader market-4.00-2.000.002.004.005.030.70
The chart of Omega ratio for HWM, currently valued at 1.71, compared to the broader market0.501.001.502.001.711.09
The chart of Calmar ratio for HWM, currently valued at 12.78, compared to the broader market0.002.004.006.0012.780.32
The chart of Martin ratio for HWM, currently valued at 32.60, compared to the broader market0.0010.0020.0030.0032.610.58
HWM
AMD

The current HWM Sharpe Ratio is 3.56, which is higher than the AMD Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of HWM 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 Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.56
0.26
HWM
AMD

Dividends

HWM vs. AMD - Dividend Comparison

HWM's dividend yield for the trailing twelve months is around 0.23%, while AMD has not paid dividends to shareholders.


TTM20232022202120202019201820172016
HWM
Howmet Aerospace Inc.
0.23%0.31%0.25%0.13%0.05%0.39%1.42%0.88%0.49%
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HWM vs. AMD - Drawdown Comparison

The maximum HWM drawdown since its inception was -64.81%, smaller than the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for HWM and AMD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.54%
-36.18%
HWM
AMD

Volatility

HWM vs. AMD - Volatility Comparison

Howmet Aerospace Inc. (HWM) and Advanced Micro Devices, Inc. (AMD) have volatilities of 14.32% and 14.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.32%
14.60%
HWM
AMD

Financials

HWM vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between Howmet Aerospace 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