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

Correlation

The correlation between MRVL and AMD is 0.50, 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

MRVL vs. AMD - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
-42.22%
186.18%
MRVL
AMD

Key characteristics

Sharpe Ratio

MRVL:

1.67

AMD:

-0.25

Sortino Ratio

MRVL:

2.34

AMD:

-0.04

Omega Ratio

MRVL:

1.29

AMD:

1.00

Calmar Ratio

MRVL:

1.34

AMD:

-0.27

Martin Ratio

MRVL:

6.44

AMD:

-0.49

Ulcer Index

MRVL:

14.78%

AMD:

24.50%

Daily Std Dev

MRVL:

57.13%

AMD:

47.84%

Max Drawdown

MRVL:

-99.06%

AMD:

-96.57%

Current Drawdown

MRVL:

-42.22%

AMD:

-43.60%

Fundamentals

Market Cap

MRVL:

$97.13B

AMD:

$202.88B

EPS

MRVL:

-$1.70

AMD:

$1.13

PEG Ratio

MRVL:

1.52

AMD:

0.33

Total Revenue (TTM)

MRVL:

$5.38B

AMD:

$24.30B

Gross Profit (TTM)

MRVL:

$2.13B

AMD:

$12.43B

EBITDA (TTM)

MRVL:

$65.30M

AMD:

$4.78B

Returns By Period

In the year-to-date period, MRVL achieves a 86.20% return, which is significantly higher than AMD's -19.13% return. Over the past 10 years, MRVL has underperformed AMD with an annualized return of 24.13%, while AMD has yielded a comparatively higher 46.32% annualized return.


MRVL

YTD

86.20%

1M

24.53%

6M

55.91%

1Y

86.39%

5Y*

34.69%

10Y*

24.13%

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

MRVL vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marvell Technology Group Ltd. (MRVL) 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 MRVL, currently valued at 1.67, compared to the broader market-4.00-2.000.002.001.67-0.25
The chart of Sortino ratio for MRVL, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.002.34-0.04
The chart of Omega ratio for MRVL, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.00
The chart of Calmar ratio for MRVL, currently valued at 1.34, compared to the broader market0.002.004.006.001.34-0.27
The chart of Martin ratio for MRVL, currently valued at 6.44, compared to the broader market-5.000.005.0010.0015.0020.0025.006.44-0.49
MRVL
AMD

The current MRVL Sharpe Ratio is 1.67, which is higher than the AMD Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of MRVL 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.67
-0.25
MRVL
AMD

Dividends

MRVL vs. AMD - Dividend Comparison

MRVL's dividend yield for the trailing twelve months is around 0.21%, while AMD has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
MRVL
Marvell Technology Group Ltd.
0.21%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%1.67%
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MRVL vs. AMD - Drawdown Comparison

The maximum MRVL drawdown since its inception was -99.06%, roughly equal to the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for MRVL and AMD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-42.22%
-43.60%
MRVL
AMD

Volatility

MRVL vs. AMD - Volatility Comparison

Marvell Technology Group Ltd. (MRVL) has a higher volatility of 29.46% compared to Advanced Micro Devices, Inc. (AMD) at 9.67%. This indicates that MRVL'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%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
29.46%
9.67%
MRVL
AMD

Financials

MRVL vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between Marvell Technology Group Ltd. 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