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INTL vs. AMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INTL and AMD is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

INTL vs. AMD - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
5.51%
-23.87%
INTL
AMD

Key characteristics

Sharpe Ratio

INTL:

0.86

AMD:

-0.73

Sortino Ratio

INTL:

1.24

AMD:

-0.86

Omega Ratio

INTL:

1.16

AMD:

0.89

Calmar Ratio

INTL:

1.24

AMD:

-0.69

Martin Ratio

INTL:

3.19

AMD:

-1.15

Ulcer Index

INTL:

3.60%

AMD:

29.56%

Daily Std Dev

INTL:

13.36%

AMD:

46.83%

Max Drawdown

INTL:

-13.44%

AMD:

-96.57%

Current Drawdown

INTL:

0.00%

AMD:

-46.49%

Returns By Period

In the year-to-date period, INTL achieves a 6.95% return, which is significantly higher than AMD's -6.37% return.


INTL

YTD

6.95%

1M

6.29%

6M

5.52%

1Y

9.28%

5Y*

N/A

10Y*

N/A

AMD

YTD

-6.37%

1M

-5.72%

6M

-23.87%

1Y

-36.01%

5Y*

15.42%

10Y*

43.34%

*Annualized

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Risk-Adjusted Performance

INTL vs. AMD — Risk-Adjusted Performance Rank

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

INTL
The Risk-Adjusted Performance Rank of INTL is 3434
Overall Rank
The Sharpe Ratio Rank of INTL is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of INTL is 3030
Sortino Ratio Rank
The Omega Ratio Rank of INTL is 3030
Omega Ratio Rank
The Calmar Ratio Rank of INTL is 4747
Calmar Ratio Rank
The Martin Ratio Rank of INTL is 3434
Martin Ratio Rank

AMD
The Risk-Adjusted Performance Rank of AMD is 1212
Overall Rank
The Sharpe Ratio Rank of AMD is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of AMD is 1313
Sortino Ratio Rank
The Omega Ratio Rank of AMD is 1414
Omega Ratio Rank
The Calmar Ratio Rank of AMD is 88
Calmar Ratio Rank
The Martin Ratio Rank of AMD is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

INTL vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Main International ETF (INTL) 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 INTL, currently valued at 0.86, compared to the broader market0.002.004.000.86-0.73
The chart of Sortino ratio for INTL, currently valued at 1.24, compared to the broader market0.005.0010.001.24-0.86
The chart of Omega ratio for INTL, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.160.89
The chart of Calmar ratio for INTL, currently valued at 1.24, compared to the broader market0.005.0010.0015.001.24-0.69
The chart of Martin ratio for INTL, currently valued at 3.19, compared to the broader market0.0020.0040.0060.0080.00100.003.19-1.15
INTL
AMD

The current INTL Sharpe Ratio is 0.86, which is higher than the AMD Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of INTL 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 Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.86
-0.73
INTL
AMD

Dividends

INTL vs. AMD - Dividend Comparison

INTL's dividend yield for the trailing twelve months is around 2.53%, while AMD has not paid dividends to shareholders.


TTM202420232022
INTL
Main International ETF
2.53%2.71%2.85%1.41%
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%0.00%

Drawdowns

INTL vs. AMD - Drawdown Comparison

The maximum INTL drawdown since its inception was -13.44%, smaller than the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for INTL and AMD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February0
-46.49%
INTL
AMD

Volatility

INTL vs. AMD - Volatility Comparison

The current volatility for Main International ETF (INTL) is 3.66%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 12.53%. This indicates that INTL 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.


5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
3.66%
12.53%
INTL
AMD
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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.

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