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MSI.L vs. AMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MSI.L and AMD is 0.03, 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.


-0.50.00.51.00.0

Performance

MSI.L vs. AMD - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2025February
82.32%
-23.87%
MSI.L
AMD

Key characteristics

Sharpe Ratio

MSI.L:

0.99

AMD:

-0.73

Sortino Ratio

MSI.L:

4.76

AMD:

-0.86

Omega Ratio

MSI.L:

1.62

AMD:

0.89

Calmar Ratio

MSI.L:

5.67

AMD:

-0.69

Martin Ratio

MSI.L:

13.25

AMD:

-1.15

Ulcer Index

MSI.L:

8.85%

AMD:

29.56%

Daily Std Dev

MSI.L:

118.41%

AMD:

46.83%

Max Drawdown

MSI.L:

-67.72%

AMD:

-96.57%

Current Drawdown

MSI.L:

-12.00%

AMD:

-46.49%

Fundamentals

Market Cap

MSI.L:

£147.70M

AMD:

$183.28B

EPS

MSI.L:

£0.71

AMD:

$1.00

PE Ratio

MSI.L:

12.39

AMD:

113.10

PEG Ratio

MSI.L:

0.00

AMD:

0.44

Total Revenue (TTM)

MSI.L:

£52.55M

AMD:

$25.79B

Gross Profit (TTM)

MSI.L:

£15.79M

AMD:

$13.19B

EBITDA (TTM)

MSI.L:

£9.25M

AMD:

$4.44B

Returns By Period

In the year-to-date period, MSI.L achieves a -4.86% return, which is significantly higher than AMD's -6.37% return. Both investments have delivered pretty close results over the past 10 years, with MSI.L having a 44.08% annualized return and AMD not far behind at 43.34%.


MSI.L

YTD

-4.86%

1M

-9.74%

6M

87.53%

1Y

118.60%

5Y*

96.94%

10Y*

44.08%

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

MSI.L vs. AMD — Risk-Adjusted Performance Rank

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

MSI.L
The Risk-Adjusted Performance Rank of MSI.L is 9393
Overall Rank
The Sharpe Ratio Rank of MSI.L is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of MSI.L is 9898
Sortino Ratio Rank
The Omega Ratio Rank of MSI.L is 9797
Omega Ratio Rank
The Calmar Ratio Rank of MSI.L is 9898
Calmar Ratio Rank
The Martin Ratio Rank of MSI.L is 9494
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.

MSI.L vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MS INTERNATIONAL plc (MSI.L) 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 MSI.L, currently valued at 0.95, compared to the broader market-2.000.002.004.000.95-0.84
The chart of Sortino ratio for MSI.L, currently valued at 4.50, compared to the broader market-6.00-4.00-2.000.002.004.006.004.50-1.06
The chart of Omega ratio for MSI.L, currently valued at 1.56, compared to the broader market0.501.001.502.001.560.87
The chart of Calmar ratio for MSI.L, currently valued at 5.34, compared to the broader market0.002.004.006.005.34-0.77
The chart of Martin ratio for MSI.L, currently valued at 12.65, compared to the broader market-10.000.0010.0020.0030.0012.65-1.26
MSI.L
AMD

The current MSI.L Sharpe Ratio is 0.99, which is higher than the AMD Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of MSI.L 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.95
-0.84
MSI.L
AMD

Dividends

MSI.L vs. AMD - Dividend Comparison

MSI.L's dividend yield for the trailing twelve months is around 244.32%, while AMD has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MSI.L
MS INTERNATIONAL plc
244.32%232.43%182.86%142.86%383.72%291.67%455.80%394.74%395.68%477.61%390.24%542.37%
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

MSI.L vs. AMD - Drawdown Comparison

The maximum MSI.L drawdown since its inception was -67.72%, smaller than the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for MSI.L and AMD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.82%
-46.49%
MSI.L
AMD

Volatility

MSI.L vs. AMD - Volatility Comparison

The current volatility for MS INTERNATIONAL plc (MSI.L) is 7.98%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 12.49%. This indicates that MSI.L 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.


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
7.98%
12.49%
MSI.L
AMD

Financials

MSI.L vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between MS INTERNATIONAL plc 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


Please note, different currencies. MSI.L values in GBp, AMD values in USD
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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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